Profile Page Prof. Ph.D Juan-Pablo Ortega Lahuerta

Profile Picture
Name Juan-Pablo Ortega Lahuerta
Title Prof. Ph.D
Institute/School SEPS - School of Economics and Political Science, MS - Faculty of Mathematics and Statistics
Address M+S
Büro 28-401
Bodanstrasse 6
9000 St. Gallen
Schweiz
Email address juan-pablo.ortega@unisg.ch
Phone +41 71 224 2476
Homepage http://juan-pablo-ortega.com

Latest Additions (all)

  1. Item Gonon, Lukas; Grigoryeva, Lyudmila & Ortega Lahuerta, Juan-Pablo: Reservoir kernels and Volterra series. , 2022,
  2. Item Audrino, Francesco; Chassot, Jonathan; Huang, Chen; Knaus, Michael; Lechner, Michael & Ortega Lahuerta, Juan-Pablo: How does post-earnings announcement sentiment affect firms' dynamics? New evidence from causal machine learning. , 2020, [img]
  3. Item Audrino, Francesco; Kostrov, Alexander & Ortega, Juan-Pablo (2019) Predicting U.S. Bank Failures with MIDAS Logit Models. Journal of Financial and Quantitative Analysis, 54 (6). 2575-2603. ISSN 0022-1090
  4. Item Gonon, Lukas; Grigoryeva, Lyudmila & Ortega, Juan-Pablo: Risk bounds for reservoir computing. 2019. - Austrian Mathematical Society (ÖMG) Conference 2019. - Dornbirn.
  5. Item Gonon, Lukas; Grigoryeva, Lyudmila & Ortega, Juan-Pablo: The Universality Problem in Dynamic Machine Learning with Applications to Realized Covolatilities Forecasting. 2019. - SIAM Conference on Financial Mathematics & Engineering. - Toronto.
  6. Item Gonon, Lukas & Ortega, Juan-Pablo (2019) Reservoir Computing Universality With Stochastic Inputs. IEEE Transactions on Neural Networks and Learning Systems, Forthcoming [img]
  7. Item Audrino, Francesco; Kostrov, Alexander & Ortega, Juan-Pablo: Extending the logit model with Midas aggregation: The case of US bank failures. , 2018, [img]
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  8. Item Grigoryeva, Lyudmila & Ortega, Juan-Pablo (2018) Echo state networks are universal. Neural Networks, 108 495-508. [img]
  9. Item Grigoryeva, Lyudmila & Ortega, Juan-Pablo (2018) Universal discrete-time reservoir computers with stochastic inputs and linear readouts using non-homogeneous state-affine systems. Journal of Machine Learning Research, 19 1-40. [img]
  10. Item Badescu, Alexandru; Elliott, Robert & Ortega, Juan-Pablo (2015) Non-Gaussian GARCH option pricing models and their diffusion limits. European journal of operational research : EJOR, 247 (3). 820-830. ISSN 0377-2217 [img]
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