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Carlos Maté

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First Name:Carlos
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Last Name:Maté
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RePEc Short-ID:pma1469
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Homepage:http://www.iit.upcomillas.es/people/cmate
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  1. Gloria Gonzalez-Rivera & Javier Arroyo & Carlos Mate & A. Munoz San Roque, 2011. "Smoothing Methods for Histogram-valued Time Series. An Application to Value-at-Risk," Working Papers 201433, University of California at Riverside, Department of Economics.
  2. Gloria Gonzalez-Rivera & Javier Arroyo & Carlos Mate, 2011. "Forecasting with Interval and Histogram Data. Some Financial Applications," Working Papers 201438, University of California at Riverside, Department of Economics.
  1. Javier Arroyo & Rosa Espínola & Carlos Maté, 2011. "Different Approaches to Forecast Interval Time Series: A Comparison in Finance," Computational Economics, Society for Computational Economics, vol. 37(2), pages 169-191, February.
  2. García-Ascanio, Carolina & Maté, Carlos, 2010. "Electric power demand forecasting using interval time series: A comparison between VAR and iMLP," Energy Policy, Elsevier, vol. 38(2), pages 715-725, February.
  3. Arroyo, Javier & Maté, Carlos, 2009. "Forecasting histogram time series with k-nearest neighbours methods," International Journal of Forecasting, Elsevier, vol. 25(1), pages 192-207.
  4. Maté, Carlos, 2009. "Svetlozar, T. Rachev, John S.J. Hsu, B.S. Bagasheva and F.J. Fabozzi , Bayesian Methods in Finance, John Wiley and Sons, USA (2008) ISBN 978-0-471-92083-0 (hardcover), $95, 329 pages," International Journal of Forecasting, Elsevier, vol. 25(3), pages 632-634, July.
  5. Carlos Mate & Rafael Calderon, 2000. "Exploring the characteristics of rotating electric machines with factor analysis," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(8), pages 991-1006.

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