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

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1. Gonon, Lukas; Grigoryeva, Lyudmila & Ortega Lahuerta, Juan-Pablo: Reservoir kernels and Volterra series. , 2022,
2. 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,
3. 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. Gonon, Lukas; Grigoryeva, Lyudmila & Ortega, Juan-Pablo: Risk bounds for reservoir computing. 2019. - Austrian Mathematical Society (ÖMG) Conference 2019. - Dornbirn.
5. 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. Gonon, Lukas & Ortega, Juan-Pablo (2019) Reservoir Computing Universality With Stochastic Inputs. IEEE Transactions on Neural Networks and Learning Systems, Forthcoming
7. Audrino, Francesco; Kostrov, Alexander & Ortega, Juan-Pablo: Extending the logit model with Midas aggregation: The case of US bank failures. , 2018,

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8. Grigoryeva, Lyudmila & Ortega, Juan-Pablo (2018) Echo state networks are universal. Neural Networks, 108 495-508.
9. 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.
10. 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

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Most Viewed Items

	Item title	Views
1	Extending the logit model with Midas aggregation: The case of US bank failures	2129
2	Optimal nonlinear information processing capacity in delay-based reservoir computers	2128
3	Non-Gaussian GARCH option pricing models and their diffusion limits	2010
4	How does post-earnings announcement sentiment affect firms' dynamics? New evidence from causal machine learning	1210
5	Predicting U.S. Bank Failures with MIDAS Logit Models	1009
6	The Universality Problem in Dynamic Machine Learning with Applications to Realized Covolatilities Forecasting	888
7	Reservoir Computing Universality With Stochastic Inputs	744
8	Risk bounds for reservoir computing	702
9	Universal discrete-time reservoir computers with stochastic inputs and linear readouts using non-homogeneous state-affine systems	604
10	Echo state networks are universal	512