• Libros y Monografías / Books and Monographs:

    1. Argimiro Arratia, Computational Finance, An Introductory Course with R (2014), Atlantis Press in collaboration with Springer (ISBN 978-94-6239-069-0) more details here) (ToC)
    2. Argimiro A. Arratia, Introducción a la Teoría Descriptiva de la Computabilidad, Escuela Venezolana de Matemáticas, AMV (ISBN 980-261-060-7), 115 pags., 2000.
    3. Argimiro Arratia, Algorítmica (14022), Depto. Matemática Aplicada, Universidad de Valladolid, 100 pags., 2004.
    4. Argimiro Arratia, Métodos de Integración, Pub. del Depto. de Mat., USB, 2000.
    5. On the existence of normal forms for logics that capture complexity classes (PhD Thesis) University of Wisconsin-Madison , 1997. (Resumen/Abstract PDF) y (Full Thesis PDF).
    6. Principios de Transferencia, Problema 17 y Nullstellensatz de Hilbert (BSc Thesis) Universidad Central de Venezuela, 1990

  • Artículos en Revistas / Journal articles:

    1. A. Arratia and Henryk Gzylk (2024). Determination of the fraction of loses and their probabilities, per type of risk per business line from aggregate loss data. (submitted to Journal)

    2. A. Arratia and Henryk Gzylk (2024). A non-quadratic convex optimization approach to constrained linear regression. (submitted to Journal)

    3. M. Renedo-Mirambell and A. Arratia (2023). clustAnalytics: An R Package for Assessing Stability and Significance of Communities in Networks. The R Journal, vol. 15 (2), 134-144. DOI: 10.32614/RJ-2023-057 .

    4. A. Arratia, C. Ortiz, M. Romani (2022). On Flows of Neural Ordinary Differential Equations that are solutions of Universal Dynamical Systems. [preprint at Research Square]

    5. A. Arratia, Henryk Gzylk, Silvia Mayoral (2023). How to keep your portfolio close in risk and diversification to a desired benchmark. Computational Economics (published online 13/10/2023). (Full paper. View only

    6. Renedo-Mirambell M, Arratia A. (2023). Identifying bias in network clustering quality metrics. PeerJ Comput. Sci. 9:e1523 DOI 10.7717/peerj-cs.1523

    7. A. Arratia (2023). What to Do with Your Sentiments in Finance. In: Koprinska, I., et al. Machine Learning and Principles and Practice of Knowledge Discovery in Databases. ECML PKDD 2022. Communications in Computer and Information Science, vol 1753. Springer, Cham.

    8. D. Moriña, A. Fernández-Fontelo, A. Cabaña, A. Arratia, P. Puig (2023). Estimated Covid-19 burden in Spain: ARCH underreported non-stationary time series . BMC Medical research methodology. Vol. 23, num. 75, p. 1-8.

    9. A. Arratia, Henryk Gzylk, Silvia Mayoral (2022). Tracking a Well Diversified Portfolio with Maximum Entropy in the Mean. Mathematics, 10(4), 557, 2022

    10. A. Arratia and M. Renedo-Mirambell (2021). Clustering assessment in weighted networks PeerJ Computer Science. 7:e600. https://doi.org/10.7717/peerj-cs.600

    11. David Moriña, Amanda Fernández-Fontelo, Alejandra Cabaña, A. Arratia, Pere Puig (2021). Misreported longitudinal data in epidemiology: Review of mixture-based advances and current challenges. SPANISH JOURNAL OF STATISTICS. Vol. 3 No. 1, 2021, Pages 37–44. (PDF doi:https://doi.org/10.37830/SJS.2021.1.03)

    12. D. Moriña, A. Fernández-Fontelo, A. Cabaña, A. Arratia, G. Avalos, P. Puig (2021). Cumulated burden of Covid-19 in Spain from a Bayesian perspective. European Journal of Public Health, v 31 (4), 917-920 (Journal version)

    13. A. Arratia, Gustavo Avalos, Alejandra Cabaña, Ariel Duarte-López and Martí Renedo-Mirambell (2021). Sentiment Analysis of Financial News: Mechanics and Statistics. In: Data Science for Economics and Finance: Methodologies and Applications., pp 195-216 (Springer, Cham) DOI https://doi.org/10.1007/978-3-030-66891-4_9

    14. A. Arratia & Albert Lopez (2021). Do Google Trends Forecast Bitcoins? Stylized Facts and Statistical Evidence. Journal of Banking and Financial Technology 5 (1), 45-57 (Springer, DOI: 10.1007/s42786-021-00027-4).
      Conference version published as
      A. Arratia & Albert Lopez (2019). Do Google Trends Forecast Bitcoins? Stylized Facts and Statistical Evidence. 6th International Work-Conference on Time Series Analysis (ITISE 2019). Sept. 25-27, 2019. Granada, Spain. (Version Posted at SSRN). [UPC eprints]

    15. A. Arratia (2021) Predicciones financieras basadas en análisis de sentimiento de textos y minería de opiniones. (PDF) (Book chapter, pp 137-161) In: Nuevos métodos de predicción económica con datos masivos. FUNCAS (ISBN: 9788417609481)

    16. Amanda Fernández-Fontelo, David Moriña, Alejandra Cabaña, A. Arratia, Pere Puig (2020) Estimating the real burden of disease under a pandemic situation: The SARS-CoV2 case. PLOS ONE (PONE-D-20-20748R2). (PDF in PlosONE)

    17. A. Arratia, Alejandra Cabaña, José Rafael León (2020) Deep and Wide Neural Networks Covariance Estimation. 29th International Conference on Artificial Neural Networks, ICANN2020. Lecture Notes in Computer Science, vol. 12396, 195-206 [PDF]

    18. A. Arratia & Henryk Gzylk (2020) Portfolio Optimization in Incomplete Markets and Price Constraints Determined by Maximum Entropy in the Mean. Computational Economics, 56, 929-952 (2020) (DOI: 10.1007/s10614-019-09954-3). (Version Posted at SSRN).

    19. Arratia A., Sepúlveda E. (2020) Convolutional Neural Networks, Image Recognition and Financial Time Series Forecasting. In: Bitetta V., Bordino I., Ferretti A., Gullo F., Pascolutti S., Ponti G. (eds) Mining Data for Financial Applications. MIDAS 2019. Lecture Notes in Computer Science, vol 11985. Springer, Cham DOI https://doi.org/10.1007/978-3-030-37720-5_5 . [UPC eprints]
      Conference version published as
      A. Arratia & Eduardo Sepúlveda (2019). Convolutional Neural Networks, image recognition and financial time series forecasting . In: ECML-PKDD. Proc. 4th Workshop MIDAS (MIning DAta for financial applicationS). September 16, 2019 - Wurzburg, Germany.

    20. Gero Junike, A. Arratia, Alejandra Cabaña, Wim Schoutens (2019). American and Exotic Options in a Market with Frictions. The European Journal of Finance

    21. A. Arratia, L. Belanche, L. Fábregues (2019). An Evaluation of Equity Premium Prediction using Multiple Kernel Learning with Financial Features. [PDF]. Neural Processing Letters.

    22. Arratia, Argimiro and Dorador, Albert (2019). On the efficacy of stop-loss rules in the presence of overnight gaps. J. of Quantitative Finance, DOI: 10.1080/14697688.2019.1605188. (Preliminary version at SSRN Working Paper, 2017)

    23. A. Arratia (2018). The Greedy Algorithm and the Cohen-Macaulay property of rings, graphs and toric projective curves. (PDF) Singularities, Algebraic Geometry, Commutative Algebra, and Related Topics. Festschrift for Antonio Campillo on the Occasion of his 65th Birthday. Edited by Gert-Martin Greuel, Luis Narváez, and Sebastiá Xambó-Descamps (Springer 2018).

    24. A. Arratia & A. Cabaña & E.M. Cabaña. (2018) Embedding in law of discrete time ARMA processes in continuous time stationary processes. Journal of Statistical Planning and Inference, v. 197, 156-167 [PDF]

    25. A. Arratia & Marti Renedo (2017). On methods to assess the significance of community structure in networks of financial time series. 4th International Work-Conference on Time Series Analysis (ITISE 2017). Sept. 18-20, 2017. Granada, Spain.

    26. L. Fábregues, A. Arratia, L. Belanche (2017). Forecasting Financial Time Series with Multiple Kernel Learning. Advances in Computational Intelligence. LNCS 10306. 14th International Work-Conference on Artificial Neural Networks, IWANN 2017, Cadiz, Spain, June 14-16, 2017, Proceedings, Part II, 176-187 [PDF]

    27. M. Arias, A. Arratia, A. Duarte (2017). Classifier Selection with Permutation Tests. In: Recent Advances in Artificial Intelligence Research and Development, I. Aguilo et al (Eds.), IOS Press, 2017. [PDF]

    28. A. Arratia & C. E. Ortiz (2017). Methods of Class Field Theory to Separate Logics over Finite Residue Classes and Circuit Complexity. J. Logic and Computation. Vol. 27, Issue 7, 1987-2009. (PDF)

    29. A. Arratia & Marti Renedo (2016). Clustering of exchange rates and their dynamics under different dependence measures (PDF). In: ECML-PKDD. Proc. 1st Workshop MIDAS (MIning DAta for financial applicationS). September 19, 2016 - Riva del Garda, Italy. CEUR-WS, v. 1774, pp 17-28. [UPC Commons. pdf] [Talk slides].

    30. A. Arratia, Alejandra Cabaña and Alex Seres (2016). Towards a sharp estimation of transfer entropy for identifying causality in financial time series. (PDF). In: ECML-PKDD. Proc. 1st Workshop MIDAS (MIning DAta for financial applicationS). September 19, 2016 - Riva de l Garda, Italy. CEUR-WS, v. 1774, pp 31-42 [paper]. [Talk slides]. [UPC Commons. pdf]

    31. M. Peña-Grass, A. Arratia, L. Belanche (2016). Multivariate Dynamic Kernels for Financial Time Series Forecasting (PDF). In: ICANN 2016, The 25th International Conference on Artificial Neural Networks. Barcelona, September 6-9, 2016. (LNCS 9887, 336--344). [UPC Commons. pdf]

    32. A. Arratia & C. Marijuán (2016). On graph combinatorics to improve eigenvector-based measures of centrality in directed networks. Linear Algebra and Its Applications, vol 504, 325-353 2016.

    33. A. Arratia & A. Cabaña & E.M. Cabaña (2016). A construction of Continuous time ARMA models by iterations of Ornstein-Uhlenbeck processes. SORT-Statistics and Operations Research Transactions, v 40 (2), 267-302, 2016. [UPC Commons. pdf]

    34. A. Arratia & Guillermo Navas-Palencia (2016). On the computation of confluent hypergeometric functions for large imaginary part of b and z.(PDF). In: G.-M. Greuel, T. Koch, P. Paule, A. Sommese (Eds.) Mathematical Software - ICMS 2016, 5th International Congress, Proceedings Lecture Notes in Computer Science 9725. [UPC Commons. pdf]

    35. A. Arratia, A. Cabaña & E.M. Cabaña (2015). An Alternative to CARMA Models via Iterations of Ornstein-Uhlenbeck Processes, Trends in Mathematics Research Perspectives. CRM Conferences Extended Abstracts Summer 2015, Vol.6, 101-107, Springer. (PDF). [UPC Commons. pdf]

    36. J. Capdevila-Pujol, M. Arias, A. Arratia (2015). GeoSRS: A Hybrid Social Recommender System for Geolocated Data. Information Systems. doi:10.1016/j.is.2015.10.003

    37. A. Arratia & A. Cabaña & E.M. Cabaña (2014). Modeling stationary data by a class of generalized Ornstein-Uhlenbeck processes: the Gaussian case. In Advances in Intelligent Data Analysis XIII, IDA 2014, pp. 13-24. LNCS 8819, Springer, 2014. (Conference version from Springer) / (Extended version PDF)

    38. M. Arias, A. Arratia & R. Xuriguera (2013). Forecasting with Twitter Data. ACM Transactions on Intelligent Systems and Technology, (TIST) vol. 5, n. 1, 2013. (pre-print PDF)

    39. A. Arratia & C. Ortiz (2013). First Order Extensions of Residue Classes and Uniform Circuit Complexity, in: L. Libkin et al (eds.): Logic, Language, Information and Computation, WoLLIC 2013, Lecture Notes in Computer Sciences, vol. 8071, pp. 49-63, (Springer). (PDF)

    40. A. Arratia & A. Cabaña (2013). A graphical tool for describing the temporal evolution of clusters in financial stock markets. Computational Economics (Springer), February 2013, Volume 41, Issue 2, pp 213-231.

    41. A. Arratia & C. Marijuan (2010). Ranking pages and the topology of the web. (arXiv:1105.1595v1)

    42. A. Arratia & C. Marijuán (2010). Practical challenges that arise when clustering the web using spectral methods, in D. Sadornil et al (eds.): VII Jornadas de Matemática Discreta y Algoritmica (Actas del Congreso), ISBN 978-84-693-3063-0, pp. 89-100, 2010. (PDF).

    43. A. Arratia & I.A. Stewart (2009). On the power of deep pushdown stacks, Acta Informatica, 46 (7):509-531, 2009. (PDF)

    44. A. Arratia & C. Ortiz (2009). Approximate formulae for a logic that capture classes of computational complexity, Logic Journal of IGPL. 17 (1): 131-154, 2009 (PDF)

    45. A. Arratia & I.A. Stewart (2008). Program Schemes with Deep Pushdown Storage, Proceedings of Computation and Logic in the Real World, Fourth Conference on Computability in Europe (CiE 2008) (A. Beckmann, C. Dimitracopoulos, B. Lowe, eds.), Lecture Notes in Computer Science Vol. 5028, Springer, Berlin (2008) 11-21 (Here is Springer's version)

    46. A. Arratia & C. Ortiz (2007). Syntactic approximation to computational complexity classes. In: Proceedings of Computation and Logic in the Real World, Third Conference on Computability in Europe (CiE 2007) (ed. S.B. Cooper, T.F. Kent, B. Lowe, A. Sorbi) June, 2007. (PDF. Long version 15 pag.)

    47. A. Arratia & C. Ortiz (2006). Expressive power and complexity of a logic with quantifiers that count proportions of sets J. Logic and Computation, 16(6):817-840 (Oxford University Press, ISSN 0955-792X) 2006.

    48. Argimiro Arratia & Carlos Marijuán (2006). Cómo mejorar el PageRank de un árbol, en E. M. Moro et al (eds.): V Jornadas de Matemática Discreta y Algoritmica (Memoria del Congreso), Pub. Univ. de Valladolid (ISBN: 84-8448-380-0), 53-60, 2006. (PDF).

    49. A. Arratia & C. Ortiz (2006). On a syntactic approximation to logics that capture complexity classes, ECCC: Electronic Coloquium on Computational Complexity ISSN 1433-8092, TR06-014, 2006. (PDF).

    50. Argimiro Arratia & Carlos Ortiz (2006). Counting proportions of sets: expressive power with almost order, en: J. R. Correa et al (eds.): LATIN 2006, Lecture Notes in Computer Sciences, vol. 3887, 105-117, (Springer, ISSN 0955-792X) 2006. (PDF).

    51. Argimiro Arratia & Carlos Ortiz (2004). Approximating the expressive power of logics in finite models, Proceedings of LATIN 04: Theoretical Informatics (M. Farach-Colton, ed.) Lecture Notes in Computer Science 2976 (Springer), 540-556, 2004. (PDF).

    52. A. Arratia & I. A. Stewart (2003). A note on first-order projections and games, Theoretical Computer Science, 290 (3) 2085 - 2093, 2003. (PDF, 199K).

    53. Argimiro Arratia (2002). Una Presentación Uniforme de la Teoría Descriptiva de la Complejidad Computacional, (A Uniform Presentation of the Theory of Descriptive Computational Complexity -Spanish-) Acta Científica Venezolana, vol. 53, num. 2, 94-118, 2002. (PDF, 334K).

    54. Argimiro Arratia (2002). On the descriptive complexity of a simplified game of Hex, Logic J. of the IGPL, vol. 10, num. 2, 2002, pp 105 - 122. (PDF).

    55. Argimiro Arratia & Carlos Ortiz (2001). Métodos del Análisis No-estandar en la Teoría de Modelos Finitos (avance de investigación), Acta Científica Venezolana, vol 52, No. 2, 2001. (PDF).

    56. Argimiro Arratia (1999). Algunas maneras juveniles de evaluar $\zeta(2k)$. Boletin Asociación Matemática Venezolana, vol. VI, num. 2, 1999. (PDF)

    57. A. Arratia-Quesada, S.R. Chauhan & I.A. Stewart (1999). Hierarchies in classes of program schemes, J. Logic and Computation, Volume 9, Issue 6, pp. 915-957 (1999). (PDF)

    58. A. Arratia-Quesada and Iain A. Stewart (1997). Generalized Hex and logical characterizations of polynomial space, Information Processing Letters, Volume 63, Issue 3, pp. 147-152 (1997). (PDF)

    59. A. Arratia (1991). Teorema de Incompletitud de Godel Analitica 2 123-130, 1991

  • AMS - Math Scinet Reviews de algunos de mis articulos hasta 2004

  • Check Journal Rankings at Scimago Journal & Country Rank

    • SCImago Journal & Country Rank SCImago Journal & Country Rank SCImago Journal & Country Rank SCImago Journal & Country Rank SCImago Journal & Country Rank SCImago Journal & Country Rank SCImago Journal & Country Rank SCImago Journal & Country Rank SCImago Journal & Country Rank SCImago Journal & Country Rank SCImago Journal & Country Rank SCImago Journal & Country Rank SCImago Journal & Country Rank SCImago Journal & Country Rank SCImago Journal & Country Rank SCImago Journal & Country Rank SCImago Journal & Country Rank SCImago Journal & Country Rank

  • Posters:

    1. A. Arratia & A. Cabaña, Searching for stable clusters in IBEX 35, i-Math Jornadas sobre Matemática de los Mercados Financieros, Universidad de Murcia, 11-13 marzo 2010 . (PDF).
    2. A. Arratia, Reconocimiento automático de patrones Candlestick, , i-Math Jornadas sobre Matemática de los Mercados Financieros, Universidad de Murcia, 11-13 marzo 2010 . (PDF).

  • Reportes Técnicos / Technical Reports:

    1. A. Arratia, A logical characterization of various classes of regular languages, RT-Depto. Mat. USB, 01/2000. (PDF).
    2. Argimiro Arratia y Carlos Marijuán, Analysis of PageRank on trees, (en proceso) 2006.

  • Revisiones de libros / Book reviews:

    1. Argimiro Arratia, The Honors Class: Hilbert's Problems and Their Solver, por Benjamín H. Yandell. Boletin Asociación Matemática Venezolana, vol. IX, num. 2, 2002. (PDF).
    2. Argimiro Arratia, Fórmulas Elegantes: Grandes ecuaciones de la Ciencia Moderna, por Graham Farmelo (ed.). Boletin Asociación Matemática Venezolana, vol. XI, num. 1, 2004. (PDF).

  • Artículos en Periódicos y otros / Newspaper articles & other:

    1. XII Jornadas Matemáticas Venezolanas El Universal, 19/03/99
    2. El lugar de la Matemática venezolana El Universal, 25/05/99
    3. De la moribunda a la ilógica El Universal, 20/07/99
    4. Ciencias exactas para los constituyentistas El Universal, 13/08/99
    5. El Algebra según Cervantes El Universal, 24/09/99
    6. La YCeroK (o cómo estrellar un cohete en Marte) El Universal, 25/10/99
    7. La Hipótesis de Riemman para jóvenes estudiantes CENAMEC, calendario año 2000
    8. El futuro de la enseñanza de las ciencias El Universal, 27/03/00
    9. Introducción a la Lógica Matemática El Universal, 30/08/00
    10. Economía, sociedad y teoremas El Universal, 22/12/00
    11. Las dificultades para el fraude electrónico CENAMEC, calendario año 2001
    12. Geometría venezolana, El Papel de la Bolívar, año 1, num. 3, Octubre 2001
    13. Elogio a la locura de Cajigal de mi t???o Caupolican El Nacional, Papel Literario, 2/03/02
    14. La imágen impresa de la USB, El Papel de la Bolívar, año 1, num. 7, Marzo 2002
    15. Campeones Olímpicos, El Papel de la Bolívar, año 2, num. 10, Octubre 2002