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ResearcherID: A-3601-2015
Scopus Author ID: 9036281900

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Spain

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Employment (1)

University of Barcelona: Barcelona, Catalonia, ES

1991-10-01 to present | Associate professor (Departament of Econometrics)
Employment
Source: Self-asserted source
Salvador Torra

Works (33)

Aplicaciones actuariales mediante Gaussian Process Regression: Vida y no vida

Anales del Instituto de Actuarios Españoles
2022-12-15 | Journal article
DOI: 10.26360/2022_3
Contributors: David Rius; David Rius Carretero; Salvador Torra Porras
Source: check_circle
Crossref

A Genetic Programming Approach for Economic Forecasting with Survey Expectations

Applied Sciences
2022-06-30 | Journal article
DOI: 10.3390/app12136661
Contributors: Oscar Claveria; Enric Monte; Salvador Torra
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Non-Normal Market Losses and Spatial Dependence Using Uncertainty Indices

Mathematics
2022-04 | Journal article | Author
DOI: 10.3390/math10081317
Contributors: Catalina Bolancé; CARLOS ACUÑA; Salvador Torra
Source: check_circle
Multidisciplinary Digital Publishing Institute
grade
Preferred source (of 2)‎

DYNAMIC DISTANCES BETWEEN STOCK MARKETS: USE OF UNCERTAINTY INDICES MEASURES

Anales del Instituto de Actuarios Españoles
2021 | Journal article
DOI: 10.26360/2021_3
Contributors: Catalina Bolancé; Carlos Acuña; Salvador Torra
Source: check_circle
Crossref

Frequency domain analysis and filtering of business and consumer survey expectations

International Economics
2021-08 | Journal article
DOI: 10.1016/j.inteco.2021.03.002
Contributors: Oscar Claveria; Enric Monte; Salvador Torra
Source: check_circle
Crossref

Statistical and computational techniques for extraction of underlying systematic risk factors: a comparative in the Mexican stock exchange

Revista Finanzas y Política Económica
2021-08-24 | Journal article
DOI: 10.14718/revfinanzpolitecon.3740
Contributors: Rogelio; Salvador Torra Porras; Enric Monte Moreno
Source: check_circle
Crossref

Statistical and computational techniques for extraction of underlying systematic risk factors: a comparative study in the Mexican Stock Exchange

Revista Finanzas y Política Económica
2021-08-24 | Journal article
DOI: 10.14718/revfinanzpolitecon.v13.n2.2021.9
Contributors: Rogelio; Salvador Torra Porras; Enric Monte Moreno
Source: check_circle
Crossref

A GENETIC PROGRAMMING APPROACH FOR ESTIMATING ECONOMIC SENTIMENT IN THE BALTIC COUNTRIES AND THE EUROPEAN UNION

Technological and Economic Development of Economy
2021-01-18 | Journal article
DOI: 10.3846/tede.2021.13989
Contributors: Oscar Claveria; Enric Monte; Salvador Torra
Source: check_circle
Crossref

Economic Uncertainty: A Geometric Indicator of Discrepancy Among Experts’ Expectations

Social Indicators Research
2019 | Journal article
DOI: 10.1007/s11205-018-1984-2
EID:

2-s2.0-85052113887
Contributors: Claveria, O.; Monte, E.; Torra, S.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier
grade
Preferred source (of 2)‎

Empirical modelling of survey-based expectations for the design of economic indicators in five European regions

Empirica
2019 | Journal article
DOI: 10.1007/s10663-017-9395-1
EID:

2-s2.0-85040255384
Contributors: Claveria, O.; Monte, E.; Torra, S.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier
grade
Preferred source (of 2)‎

Evolutionary Computation for Macroeconomic Forecasting

Computational Economics
2019 | Journal article
DOI: 10.1007/s10614-017-9767-4
EID:

2-s2.0-85033409645
Contributors: Claveria, O.; Monte, E.; Torra, S.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier

Unemployment expectations: A socio-demographic analysis of the effect of news

Labour Economics
2019 | Journal article
DOI: 10.1016/j.labeco.2019.06.002
EID:

2-s2.0-85067175513
Contributors: Sorić, P.; Lolić, I.; Claveria, O.; Monte, E.; Torra, S.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier

A Data-Driven Approach to Construct Survey-Based Indicators by Means of Evolutionary Algorithms

Social Indicators Research
2018 | Journal article
DOI: 10.1007/s11205-016-1490-3
EID:

2-s2.0-84994447167
Contributors: Claveria, O.; Monte, E.; Torra, S.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier

ANÁLISIS DE LA DEPENDENCIA ESPACIAL ENTRE ÍNDICES BURSÁTILES

Anales del Instituto de Actuarios Españoles
2018-11 | Journal article
DOI: 10.26360/2018_4
Contributors: Carlos Acuña; Catalina Bolance; Salvador Torra
Source: check_circle
Crossref

A new approach for the quantification of qualitative measures of economic expectations

Quality and Quantity
2017 | Journal article
DOI: 10.1007/s11135-016-0416-0
EID:

2-s2.0-84991388023
Contributors: Claveria, O.; Monte, E.; Torra, S.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier

Assessment of the effect of the financial crisis on agents’ expectations through symbolic regression

Applied Economics Letters
2017 | Journal article
DOI: 10.1080/13504851.2016.1218419
EID:

2-s2.0-84983315888
Contributors: Claveria, O.; Monte, E.; Torra, S.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier

Data pre-processing for neural network-based forecasting: does it really matter?

Technological and Economic Development of Economy
2017 | Journal article
DOI: 10.3846/20294913.2015.1070772
EID:

2-s2.0-84946431092
Contributors: Claveria, O.; Monte, E.; Torra, S.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier
grade
Preferred source (of 2)‎

The appraisal of machine learning techniques for tourism demand forecasting

Machine Learning: Advances in Research and Applications
2017 | Book chapter
EID:

2-s2.0-85044400751
Contributors: Claveria, O.; Monte, E.; Torra, S.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier

Using survey data to forecast real activity with evolutionary algorithms. A cross-country analysis

Journal of Applied Economics
2017 | Journal article
DOI: 10.1016/S1514-0326(17)30015-6
EID:

2-s2.0-85033386477
Contributors: Claveria, O.; Monte, E.; Torra, S.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier

A self-organizing map analysis of survey-based agents' expectations before impending shocks for model selection: The case of the 2008 financial crisis

International Economics
2016 | Journal article
DOI: 10.1016/j.inteco.2015.11.003
EID:

2-s2.0-84950114732
Contributors: Claveria, O.; Monte, E.; Torra, S.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier

Combination forecasts of tourism demand with machine learning models

Applied Economics Letters
2016 | Journal article
DOI: 10.1080/13504851.2015.1078441
EID:

2-s2.0-84955176870
Contributors: Claveria, O.; Monte, E.; Torra, S.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier

Modelling cross-dependencies between Spain’s regional tourism markets with an extension of the Gaussian process regression model

SERIEs
2016 | Journal article
DOI: 10.1007/s13209-016-0144-7
EID:

2-s2.0-84982307165
Contributors: Claveria, O.; Monte, E.; Torra, S.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier

Modelling tourism demand to Spain with machine learning techniques. The impact of forecast horizon on model selection

Revista de Economia Aplicada
2016 | Journal article
EID:

2-s2.0-85007587061
Contributors: Claveria, O.; Torra, S.; Monte, E.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier

Quantification of Survey Expectations by Means of Symbolic Regression via Genetic Programming to Estimate Economic Growth in Central and Eastern European Economies

Eastern European Economics
2016 | Journal article
DOI: 10.1080/00128775.2015.1136564
EID:

2-s2.0-84961912069
Contributors: Claveria, O.; Monte, E.; Torra, S.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier

A new forecasting approach for the hospitality industry

International Journal of Contemporary Hospitality Management
2015 | Journal article
DOI: 10.1108/IJCHM-06-2014-0286
EID:

2-s2.0-84942924030
Contributors: Claveria, O.; Monte, E.; Torra, S.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier

Common trends in international tourism demand: Are they useful to improve tourism predictions?

Tourism Management Perspectives
2015 | Journal article
DOI: 10.1016/j.tmp.2015.07.013
EID:

2-s2.0-84939195366
Contributors: Claveria, O.; Monte, E.; Torra, S.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier

Tourism Demand Forecasting with Neural Network Models: Different Ways of Treating Information

International Journal of Tourism Research
2015 | Journal article
DOI: 10.1002/jtr.2016
EID:

2-s2.0-84940606757
Contributors: Claveria, O.; Monte, E.; Torra, S.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier

Forecasting tourism demand to Catalonia: Neural networks vs. time series models

Economic Modelling
2014 | Journal article
DOI: 10.1016/j.econmod.2013.09.024
EID:

2-s2.0-84886070510
Contributors: Claveria, O.; Torra, S.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier

Market index biases and minimum risk indices

WSEAS Transactions on Business and Economics
2010 | Journal article
EID:

2-s2.0-77949694201
Contributors: Andreu, J.; Torra, S.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier

Optimal market indices using value-at-risk: A first empirical approach for three stock markets

Applied Financial Economics
2009 | Journal article
DOI: 10.1080/09603100802360024
EID:

2-s2.0-68049098056
Contributors: Andreu, J.; Torra, S.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier

Are Spanish Ibex35 stock future index returns forecasted with non-linear models?

Applied Financial Economics
2005 | Journal article
DOI: 10.1080/09603100500108220
EID:

2-s2.0-27644509709
Contributors: Pérez-Rodríguez, J.V.; Torra, S.; Andrada-Félix, J.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier

STAR and ANN models: Forecasting performance on the Spanish "Ibex-35" stock index

Journal of Empirical Finance
2005 | Journal article
DOI: 10.1016/j.jempfin.2004.03.001
EID:

2-s2.0-19644366535
Contributors: Pérez-Rodríguez, J.V.; Torra, S.; Andrada-Félix, J.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier

Mean reversion, non-linearity and regime in time series of Ibex 35,Reversión a la media, no linealidad y cambios de régimen en la evolución temporal del IBEX35

Revista Espanola de Financiacion y Contabilidad
2003 | Journal article
EID:

2-s2.0-77953761693
Contributors: Pérez-Rodríguez, J.V.; Torra, S.
Source: Self-asserted source
Salvador Torra via Scopus - Elsevier
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