Publications

 JOURNAL PUBLICATIONS

Moreno, M. Antoli and D. Quintana (2022) “Benefits of investing in cryptocurrencies when liquidity is a factor”, Research in International Business and Finance, Vol 63, Art. 101751, pp. 1-14

Martín, D. Quintana and P. Isasi (2021) “Dynamic Generation of Investment Recommendations Using Grammatical Evolution” International Journal of Interactive Multimedia and Artificial Intelligence, Vol. 6, No. 6, pp. 104 -111 (Text)

Alonso, A. Suárez-Cetrulo, A. Cervantes and D. Quintana (2020) “Convolution on Neural Networks for High-Frequency Trend Prediction of Cryptocurrency Exchange” Expert Systems with Applications, Vol. 149, pp. 1-15

Baldominos and D. Quintana (2019) “Data-driven Interaction Review of an Ed-Tech Application”. Sensors, Vol. 2019, ID 1910, pp. 1-14 (Text)

Sáez, C. Estébanez, D. Quintana and P. Isasi (2019) “Evolutionary hash functions for specific domains”Applied Soft Computing,Vol. 78, pp. 58-69.

Martín, C. D. Quintana and P. Isasi (2019) “Evolution of trading strategies with flexible structures: a configuration comparison”. Neurocomputing, Vol. 331, pp. 242-262.

Suarez-Cetrulo, A. Cervantes and D. Quintana(2019) “Incremental Market Behavior Classification in Presence of Recurring Concepts”. Entropy, Vol. 21, No. 1, pp. 1-25. (Text)

D. Quintana, A. Cervantes, Y. Sáez, and P. Isasi (2018) “Internet use and Psychological Well-being at Advanced Age: Evidence from the English Longitudinal Study of Aging”. International Journal of Environmental Research and Public Health. Vol. 15, No. 3, Art. 480. (Text)

D. Quintana, Y. Sáez, and P. Isasi (2017) “Random Forest Prediction of IPO Underpricing”. Applied  Sciences. Vol. 7, No. 6, Art. 636. (Text)

D. Quintana, A. Cervantes, Y. Sáez, and P. Isasi (2017) “Clustering technique for large-scale home care crew scheduling problems”. Applied Intelligence.Vol. 47. No. 2, pp. 443-455.

A. Cervantes, D. Quintana, and G. Recio (2017) “Efficient dynamic resampling for dominance-based multiobjective evolutionary optimization”. Engineering Optimization. Vol. 49, Np. 2, pp. 311-327.

D. Quintana, R. Denysiuk, S. Garcia-Rodriguez and A. Gaspar-Cunha (2017) “Portfolio Implementation Risk Management Using Evolutionary Multiobjective Optimization”. Applied Sciences. Vol. 7, No. 10, Art. 1079. (Text)

F. Luna, D. Quintana, S. García and P. Isasi (2016) “Enhancing financial portfolio robustness with ε-neighborhoods”. International Journal of Information Technology & Decision Making. Vol. 15, No. 3, pp. 479-516.

J. M. Berutich , F. López , F. Luna , D. Quintana (2016) «Robust technical trading strategies using GP for algorithmic portfolio selection». Expert Systems with Applications Vol. 46, pp. 307-315.

D. Quintana, S. García, S. Cincotti and P. Isasi (2015) «Combining RMT-based filtering with time-stamped resampling for robust portfolio optimization». International Journal of Computational Intelligence Systems Vol. 8, No. 5, pp.874-885.

S. García, D. Quintana, I. Galván and P. Isasi (2014) “Extended mean-variance model for reliable evolutionary portfolio optimization”. AI Communications Vol. 27, No. 3, pp. 315-324. (Text)

D. Quintana and P. Isasi (2014) Soft computing in finance and economics. AI Communications Vol. 27, No. 3, pp. 171-172.

S. García, D. Quintana, I. Galván and P. Isasi (2013) “Multiobjective algorithms with resampling for portfolio optimization”. Computing and Informatics. Vol. 32, No. 4, pp. 777-796. (Text)

S. García, D. Quintana, I. Galván and P. Isasi (2012) “Time-stamped resampling for robust evolutionary portfolio optimization”. Expert Systems with Applications. Vol. 39, No. 12, pp. 10722–10730. (Text)

C. Luque, D. Quintana and P. Isasi (2012) “Predicting IPO Underpricing with Genetic Algorithms”. International Journal of Artificial Intelligence. Vol 8, No. S12, pp. 133-146. (Text)

A. Mochón, D. Quintana, Y. Sáez and P. Isasi (2008) “Soft Computing techniques applied to Finance”. Applied Intelligence. Vol 29, No. 2, pp. 111-115.

D. Quintana and P. Isasi (2008) “Rendimiento inicial en salidas a bolsa: un estudio mediante perceptrones multicapa”, Actualidad Contable FACES. No. 16, pp. 78-88.

D. Quintana, Y. Sáez, A. Mochón and P. Isasi (2008) “Early bankruptcy prediction using ENPC”. Applied Intelligence. Vol 29, No. 2, pp. 157-161. (Text)

Y. Sáez, D. Quintana, P. Isasi and A. Mochón (2007) “Effects of a rationing rule on the Ausubel Auction: a Genetic Algorithm implementation” Computational Intelligence. Vol 23. No 2. pp. 221-235. (Text)

P. Isasi, D. Quintana, Y. Sáez and A. Mochón (2007) “Applied Computational Intelligence for Finance and Economics”. Computational Intelligence. Vol 23. No 2. pp. 111-116. (Text)

D. Quintana and P. Isasi (2007) “Integrando información de carácter temporal y transversal en la predicción del rendimiento inicial de las salidas a bolsa” Estudios Gerenciales, No. 103, pp. 85-96. (Text)

D. Quintana and P. Isasi (2005) “Revisión de precios y reputación de asesores financieros: dos propuestas de índices para explicar el rendimiento a corto plazo de las salidas a bolsa” Estudios Gerenciales, No. 94, pp. 47-64. (Text)

D. Quintana and P. Isasi (2007) “Predicción del rendimiento inicial en mercados segmentados mediante redes de neuronas” Economía & Administración. No. 68, pp. 7-23.

D. Quintana, R. Gimeno and P. Isasi (2005) “Detección de inercia sectorial en salidas a bolsa mediante modelos ARIMA y redes neuronales” Economía & Administración Vol. 65, pp. 29-53. (Text)

D. Quintana and P. Isasi (2005) “Estructura de colocación y rendimiento inicial de salidas a bolsa: tecnológicas frente a no tecnológicas” Actualidad Contable FACES Vol. 80 pp. 80-86.

D. Quintana and F. Rotstein (1999) “Las crisis financieras y su prevención mediante instrumentos de inteligencia artificial” Escritos Contables. Vol. 94 pp. 121-136.

CONFERENCE PAPERS

S. García, D. Quintana, I. Galván and P. Isasi (2011) “Portfolio optimization using SPEA2 with resampling”. 12th International Conference on Intelligent Data Engineering and Automated Learning (IDEAL 2011). Norwich. In H. Yin, W. Wang, & V. Rayward-Smith, eds. Lecture Notes in Computer Science.  Springer Berlin Heidelberg, pp. 127-134. IDEAL 2011. (Text)

C. Luque, D. Quintana, J. M. Valls and P. Isasi (2009) “Two-layered evolutionary forecasting for IPO underpricing” IEEE Congress on Evolutionary Computation (CEC), pp.2374-2378.

R. Mateos, R. Gimeno, L. López, M. Martínez, M. A. Mielgo, D. Quintana, P. Saá, M. Saco (2008) “Monitorización de la presencia de la mujer en la prensa digital española” 10º Congreso internacional interdisciplinar sobre las mujeres “Mundos de Mujeres / Women’s Worlds”. Madrid.

A. Mochón, Y. Saez, D. Quintana and P. Isasi. (2007) “Bidding with memory in the presence of synergies: a genetic algorithm implementation”, IEEE Congress on Evolutionary Computation (CEC). Singapur.

A. Mochón, D. Quintana, Y. Sáez and P. Isasi (2006) “Evolutionary-stable strategies with increasing and decreasing marginal utilities in the Ausubel auction” IEEE Congress on Evolutionary Computation, pp. 2579- 2586. (Text)

A. Mochón, D. Quintana, Y. Sáez and P. Isasi (2005) “Analysis of Ausubel Auctions by Means of Evolutionary Computation” IEEE Congress on Evolutionary Computation (CEC).

D. Quintana, C. Luque and P. Isasi (2005) “ Evolutionary Rule-Based System for IPO Underpricing Prediction” Genetic and Evolutionary Computation Conference (GECCO), Washington DC, USA. (Text)

A. Mochón, D. Quintana, Y. Sáez and P. Isasi (2005) “Genetic Algorithms versus Human Bidding Strategies for Auctions”, International Workshop on Soft Computing as Transdiciplinary Science and Technology, Muroran, Japan.

C. de Pablos, A. Romaniello and D. Quintana (2005) “A Model Explaining the Degree of Success of Web-based Technologies in the University Education” Information Resources Management Association International Conference (IRMA), San Diego, USA.

C. de Pablos, D. Quintana and A. Romaniello (2004) “Un modelo explicativo de la aplicación de tecnologías web a diferentes entornos universitarios” IX Congreso Internacional de Informática Educativa, Madrid, Spain.

BOOK CHAPTERS

D. Quintana, C. Luque, J. M. Valls and P. Isasi “Evolution strategies for IPO underpricing prediction” in  M. Doumpos, P.M. Pardalos, C. Zopounidis (Eds.) Financial Decision Making Using Computational Intelligence. pp 189-208, Springer, 2012.

D. Quintana, R. Gimeno and R. Mateos “Factores determinantes de la presencia femenina en la prensa digital española” in R. Mateos (Ed.) Las mujeres en las noticias. Editorial Académica Española, Madrid, Spain 2011

A. Mochón, Y. Sáez, D. Quintana and P. Isasi   “Multi-unit auction analysis by means of Agent-Based Computational Economics” in C. Hernández, M. Posada and A. Lopez-Paredes (Eds) Artificial Economics pp 93-101, Springer, USA 2009

D. Quintana and A. Mochón “Automatic Search of Behavior Strategies in Auctions” in E. Alba, C. Blum, P. Isasi, C. Leon and J.A. Gomez (Eds) Optimization Techniques for Solving Complex Problems pp 233-248 John Wiley & Sons, USA. 2009

A. Mochón, Y. Sáez, D. Quintana, and P. Isasi “An Introduction of Evolutionary Computation in Auctions” in J.P. Rennard (Ed) Handbook of Research on Nature-Inspired Computing for Economics and Management pp 771-785, Idea Group, USA 2008

D. Quintana “Implantación de un CRM en Angelini Ibérica” in C. de Pablos (Ed.) Ilustraciones de la aplicación de las tecnologías de información en la empresa española pp. 139-150, ESIC, Spain 2004