Francisco Guijarro

Learn More
The production of new chemicals for industrial or therapeutic applications exceeds our ability to generate experimental data on their biological fate once they are released into the environment. Typically, mixtures of organic pollutants are freed into a variety of sites inhabited by diverse microorganisms, which structure complex multispecies metabolic(More)
Keywords: Technical analysis Pattern recognition Stock market trading rule Forecasting financial expert systems Intraday data a b s t r a c t This work presents empirical evidence which confronts the classical Efficient Market Hypothesis, which states that it is not possible to beat the market by developing a strategy based on a historical price series. We(More)
Index tracking aims to select portfolios that imitate the behavior of a stock index. A tracking strategy is referred to as partial when the tracking portfolio is solely formed by a subset of stocks, so enabling a substantial cost reduction in comparison with full tracking. Three criteria are usually employed in the literature when building the tracking(More)
The aim of this study was to compare the performance of the well-known genetic algorithms and tabu search heuristics with the financial problem of the partial tracking of a stock market index. Although the weights of each stock in a tracking portfolio can be efficiently determined by means of quadratic programming, identifying the appropriate stocks to(More)