Christian Gonzalez-Martel

Christian Gonzalez-Martel
Universidad de Las Palmas de Gran Canaria | ULPGC · Departamento de Métodos Cuantitativos en Economía y Gestión

About

21
Publications
4,205
Reads
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396
Citations
Citations since 2017
12 Research Items
185 Citations
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Introduction
Christian Gonzalez-Martel currently works at the Departamento de Métodos Cuantitativos en Economía y Gestión, Universidad de Las Palmas de Gran Canaria. Christian does research in Financial Economics and Computational Economics. Their current project is 'Machine learning applied in Financial markets'.
Skills and Expertise

Publications

Publications (21)
Article
Full-text available
Finding the best trading rules is a well-known problem in the field of technical analysis of stock markets. One option is to employ genetic algorithms, as they offer valuable characteristics towards retrieving a “good enough” solution in a timely manner. However, depending on the problem size, their application might not be a viable option as the i...
Article
Full-text available
With the latest developments in the area of advanced computer architectures, we are already seeing large scale machines at petascale level and we are faced with the exascale computing challenge. All these require scalability at system, algorithmic and mathematical model level. In particular, e_cient scalable algorithms are required to bridge the pe...
Article
Full-text available
This paper investigates the profitability of a simple and very common technical trading rule applied to the General Index of the Madrid Stock Market. The optimal trading rule parameter values are found using a genetic algorithm. The results suggest that, for reasonable trading costs, the technical trading rule is always superior to a risk-adjusted...
Article
In this paper we investigate the profitability of a simple technical trading rule based on Artificial Neural Networks (ANNs). Our results, based on applying this investment strategy to the General Index of the Madrid Stock Market, suggest that, in absence of trading costs, the technical trading rule is always superior to a buy-and-hold strategy for...
Chapter
Increasingly public administrations provide their data under the open data umbrella. It is necessary to develop tools that take advantage of the full potential of new information resources. In this work, we developed a package for R that provides a collection of functions to retrieve, download and manipulate the dataset available by the Canary Inst...
Article
City tours provide travelers with various experiences by means of a series of attractions, but little attention is paid to the effects that the sequence in which travelers visit these attractions have on their tourism evaluation. The paper aims to investigate the sequence effects of experiences along the experience economy model's two axes. This st...
Article
Full-text available
Efficient detection of incorrectly filed tax returns is one of the main tasks of tax agencies. Value added tax (VAT) legislation requires buyers and sellers to communicate any exchanges that exceed a certain amount. Both statements should coincide, but sometimes the seller/buyer and its counterpart declare different amounts. This paper presents a m...
Article
Full-text available
Large destinations such as cities usually offer multiple and diverse attractions, a selection of which will be visited by tourists during their stay. This study analyses the factors influencing the probability of the co-occurrence of visits to attractions in the city of Madrid (Spain). On the basis of five years (2013–2018) of user-generated data,...
Article
En los últimos años el consumo de eventos futbolísticos a través de los medios audiovisuales está superando los mercados nacionales para globalizarse. La sostenibilidad económica de los clubes de fútbol depende cada vez más de la difusión masiva en medios audiovisuales y de su capacidad para mantenerse como un producto atractivo, competitivo y soci...
Article
Full-text available
This article explores Airbnb accommodation spatial distribution and it estimates the main determinants of its location choice. It employs spatial bivariate correlations and spatial econometrics to understand the heterogeneous spatial relationship between established hotels and Airbnb for three kinds of local tourism destinations: sun and beach, nat...
Conference Paper
Full-text available
The increasing availability of open data resources provides opportunities for research and data science. It is necessary to develope tools that take advantage of the full potential of new information resources. In this work we developed the package for R istacr that provides a collection of eurostat functions to be able to consult and discard the d...
Article
Full-text available
Objective Newcomb-Benford’s Law (NBL) proposes a regular distribution for first digits, second digits and digit combinations applicable to many different naturally occurring sources of data. Testing deviations from NBL is used in many datasets as a screening tool for identifying data trustworthiness problems. This study aims to compare public avail...
Article
Full-text available
Tourism is a complex dynamic system including multiple actors which are related each other composing an evolving social network. This paper presents a growing model that explains how part of the supply components in a tourism system forms a social network. Specifically, the lodgings and services in a destination are the network nodes and a link bet...
Article
Full-text available
Tourism is a complex dynamic system including multiple actors which are related each other composing an evolving social network. This paper presents a growing bipartite network model that explains the rise of the supply network in a tourism destination from the beginning phases of development. The nodes are the lodgings and services in a destinatio...
Article
Full-text available
En este trabajo analizamos la capacidad de generar beneficios de reglas técnicas creadas mediante la programación genética en el Índice General de la Bolsa de Madrid . Esta nueva técnica, que no es mas que una expansión de los algoritmos genéticos, permite generar nuevas reglas de contratación en bolsa mediante procedimientos de optimización basado...
Article
This paper investigates the profitability of a simple and very common technical trading rule applied to the General Index of the Madrid Stock Market. The optimal trading rule parameter values are found using a genetic algorithm. The results suggest that, for reasonable trading costs, the technical trading rule is always superior to a risk-adjusted...

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