Personal information

Activities

Employment (5)

Universidad de Las Palmas de Gran Canaria: Las Palmas de Gran Canaria, Islas Canarias, ES

2002-05 to present | Catedrático de Universidad (Departamento de Métodos Cuantitativos en Economía y Gestión)
Employment
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Universidad de Las Palmas de Gran Canaria: Las Palmas de Gran Canaria, Islas Canarias, ES

1994 to 2002 | Profesor Titular de Universidad
Employment
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Universidad de Las Palmas de Gran Canaria: Las Palmas de Gran Canaria, Islas Canarias, ES

1992 to 1994 | Profesor Titular Interino
Employment
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Universidad de Las Palmas de Gran Canaria: Las Palmas de Gran Canaria, Islas Canarias, ES

1990 to 1992 | Profesor Asociado
Employment
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Instituto de Bachillerato Pérez Galdós: Las Palmas de Gran Canaria, ES

1986 to 1990 | Jefe de Estudios
Employment
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Funding (13)

El comportamiento de los mercados cambiarios: Nueva información, capacidad predictiva y regímenes cambiarios

2011 to 2014 | Contract
Ministerio de Economía e Innovación (Madrid, ES)
GRANT_NUMBER:

ECO2011-23189

Source: Self-asserted source
Fernández-Rodríguez, Fernando

Nuevas metodologías en la estimación de la ETTI. Aplicaciones en las estrategias de gestión de renta fija y en la predicción del ciclo económico

2011 to 2014 | Contract
Ministerio de Ciencia, Tecnología e Innovación (Madrid, ES)
GRANT_NUMBER:

ECO2010-21318

Source: Self-asserted source
Fernández-Rodríguez, Fernando

Nuevas metodologías predictivas en series financieras aplicando el método de tendencia de precios de Taylor

2009 to 2010 | Contract
La Caja de Canarias (Las Palmas de Gran Canaria, ES)
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Nuevas metodologías para la estimación de la estructura temporal de los tipos de interés.

2008 to 2009 | Contract
La caja de Canarias (Las Palmas de Gran Canarias, ES)
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Valoración de opciones financieras con algoritmos de aprendizaje

2008 to 2009 | Contract
Universidad de Las Palmas G.C. (Las Palmas de Gran Canaria, ES)
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Nuevas Metodologías de Modelización, Predicción y Valoración en Finanzas.

2006 to 2009 | Contract
Ministerio de Educación y Ciencia (Madrid, ES)
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Contraste de dinámicas caóticas vía exponentes de Lyapunov. Aplicaciones en series económicas y financieras. PI2003/161

2004 to 2004 | Contract
Consejería de Educación, Universidades y Sostenibilidad, Gobierno de Canarias (Las Palmas de Gran Canaria, ES)
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Estudio de la eficiencia técnica en las empresas turísticas de alojamiento de Gran Canaria.

2003 to 2004 | Contract
Consejería de Educación, Universidades y Sostenibilidad, Gobierno de Canarias (Las Palmas de Gran Canaria, ES)
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Predicción en series financieras con metodologías no lineales. INFR2002/11

2003 to 2003 | Contract
Gobierno de Canarias. Consejería de Educación, Cultura y Deportes. Dirección General de Universidades e Investigación (Las Palmas de Gran Canaria, ES)
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Nuevas Metodologías Predictivas en Series Financieras. BEC2001-3777

2002 to 2004 | Contract
Ministerio de Ciencia y Tecnología (Madrid, ES)
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Análisis Técnico y Eficiencia de los Mercados Financieros Españoles

1999 to 2000 | Contract
Caja Insular de Ahorros de Canarias (Las Palmas de Gran Canaria, ES)
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Integración de Mercados Financieros: Una aplicación del Análisis Fractal.

1997 to 2000 | Contract
Ministerio de Ciencia y Tecnología (Madrid, ES)
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Volatilidad en las series de Tipo de Cambio: Una aplicación a los casos peseta-dólar y peseta-marco

1993 to 1994 | Contract
Fundación BBV (Madrid, ES)
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Works (50 of 63)

Items per page:
Page 1 of 2

Financial market analogies of the COVID-19 pandemic: evidence from the Dow Jones Industrial Average Index

Applied Economics Letters
2023-10-07 | Journal article
Contributors: Julián Andrada-Félix; Fernando Fernández-Rodríguez; Simón Sosvilla-Rivero
Source: check_circle
Crossref

Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay?

International Journal of Forecasting
2016 | Journal article
EID:

2-s2.0-84960510542

Contributors: Andrada-Félix, J.; Fernández-Rodríguez, F.; Fuertes, A.-M.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

Portfolios in the Ibex 35 before and after the Global Financial Crisis

Applied Economics
2016 | Journal article
EID:

2-s2.0-84958061691

Contributors: Adame, V.M.; Fernández-Rodríguez, F.; Sosvilla-Rivero, S.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

Stock-bond decoupling before and after the 2008 crisis

Applied Economics Letters
2016 | Journal article
EID:

2-s2.0-84958052771

Contributors: Acosta-González, E.; Andrada-Félix, J.; Fernández-Rodríguez, F.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility

Journal of International Financial Markets, Institutions and Money
2016 | Journal article
EID:

2-s2.0-84975138784

Contributors: Fernández-Rodríguez, F.; Gómez-Puig, M.; Sosvilla-Rivero, S.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market

SERIEs
2015 | Journal article
EID:

2-s2.0-84938403168

Contributors: Andrada-Félix, J.; Fernandez-Perez, A.; Fernández-Rodríguez, F.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

Nearest Neighbor Predictions of Realized Volatility for S&P 100 Options Trading

International Journal of Forecasting, Forthcoming
2015 | Magazine article
Source: Self-asserted source
Fernández-Rodríguez, Fernando

On the index tracking and the statistical arbitrage choosing the stocks by means of cointegration: the role of stock picking

Quantitative Finance
2015 | Journal article
EID:

2-s2.0-84929129140

Contributors: Acosta-González, E.; Armas-Herrera, R.; Fernández-Rodríguez, F.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

Volatility spillovers in EMU sovereign bond markets

International Review of Economics and Finance
2015 | Journal article
EID:

2-s2.0-84940792849

Contributors: Fernández-Rodríguez, F.; Gómez-Puig, M.; Sosvilla-Rivero, S.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

An empirical examination of the determinants of the shadow economy

Applied Economics Letters
2014 | Journal article
EID:

2-s2.0-84891866578

Contributors: Acosta-González, E.; Fernández-Rodríguez, F.; Sosvilla-Rivero, S.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

Forecasting Financial Failure of Firms via Genetic Algorithms

Computational Economics
2014 | Journal article
EID:

2-s2.0-84892500947

Contributors: Acosta-González, E.; Fernández-Rodríguez, F.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market

International Review of Economics and Finance
2014 | Journal article
EID:

2-s2.0-84892453503

Contributors: Fernandez-Perez, A.; Fernández-Rodríguez, F.; Sosvilla-Rivero, S.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

The term structure of interest rates: Negotiation strategies on fixed income | La estructura temporal de los tipos de interés: Estrategias de negociación en renta fija

Cuadernos de Economia
2014 | Journal article
EID:

2-s2.0-84909992553

Contributors: Andrada-Félix, J.; Fernández-Pérez, A.; Fernández-Rodríguez, F.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

An Empirical Exploration of the Causes of the 2008 Financial Crisis

Financial Crises: Identification, Forecasting and Effects on Transition Economies.
2013 | Book chapter
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Term structure of interest rates: Concepts and an estimation procedure | La estructura temporal de los tipos de interés: Conceptos y procedimientos de estimación

Cuadernos de Economia (Spain)
2013 | Journal article
EID:

2-s2.0-84880629141

Contributors: Andrada-Félix, J.; Fernández-Pérez, A.; Fernández-Rodríguez, F.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

Detecting trends in the foreign exchange markets

Applied Economics Letters
2012 | Journal article
EID:

2-s2.0-80051914528

Contributors: Fernández-Pérez, A.; Fernández-Rodríguez, F.; Sosvilla-Rivero, S.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

Genetic Algorithm for Arbitrage with More than Three Currencies

Technology and Investment
2012 | Magazine article
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Historical financial analogies of the current crisis

Economics Letters
2012 | Journal article
EID:

2-s2.0-84858735274

Contributors: Andrada-Félix, J.; Fernández-Rodríguez, F.; Sosvilla-Rivero, S.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

On factors explaining the 2008 financial crisis

Economics Letters
2012 | Journal article
EID:

2-s2.0-84855784186

Contributors: Acosta-González, E.; Fernández-Rodríguez, F.; Sosvilla-Rivero, S.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

Technical rules based on nearest-neighbour predictions optimised by genetic algorithms: Evidence from the Madrid stock market

Progress in Financial Markets Research
2012 | Book
EID:

2-s2.0-84896430487

Contributors: González-Martel, C.; Fernández-Rodríguez, F.; Sosvilla-Rivero, S.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

Exploiting trends in the foreign exchange markets

Applied Economics Letters
2011 | Magazine article
Source: Self-asserted source
Fernández-Rodríguez, Fernando
grade
Preferred source (of 3)‎

Stock Market Trends during the Crisis: An Analysis based on Taylor’s Methodology

International Journal of Humanities and Social Science
2011 | Magazine article
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Model selection using Data Mining

Data Mining and Management
2010 | Book chapter
Source: Self-asserted source
Fernández-Rodríguez, Fernando
grade
Preferred source (of 2)‎

Statistical learning methods for combining technical trading rules and predicting the stock markets

Data Mining and Management
2010 | Book
EID:

2-s2.0-84892112705

Contributors: Fernández-Rodríguez, F.; Andrada-Félix, J.; Acosta-Gonzálezc, E.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

Especificación de modelos econométricos utilizando minería de datos

Revista Electrónica de Comunicaciones y Trabajos de ASEPUMA
2009 | Magazine article
Source: Self-asserted source
Fernández-Rodríguez, Fernando
grade
Preferred source (of 2)‎

Estimating time-varying variances and covariances via nearest neighbour multivariate predictions: Applications to the NYSE and the Madrid stock exchange index

Applied Economics
2009 | Journal article
EID:

2-s2.0-70450206016

Contributors: Acosta-Gonzalez, E.; Andrada-Felix, J.; Fernandez-Rodriguez, F.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

Improving moving average trading rules with boosting and statistical learning methods

Journal of Forecasting
2008 | Journal article
EID:

2-s2.0-49649112896

Contributors: Andrada-Félix, J.; Fernández-Rodríguez, F.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

Model selection via genetic algorithms illustrated with cross-country growth data

Empirical Economics
2007 | Journal article
EID:

2-s2.0-34548064289

Contributors: Acosta-González, E.; Fernández-Rodríguez, F.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

Interest rate term structure modeling using free-knot splines

Journal of Business
2006 | Journal article
EID:

2-s2.0-33847039555

Contributors: Fernández-Rodríguez, F.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

Optimatization of technical rules by genetic algorithms: Evidence from the Madrid stock market

Applied Financial Economics
2005 | Journal article
EID:

2-s2.0-23044472402

Contributors: Fernández-Rodríguez, F.; González-Martel, C.; Sosvilla-Rivero, S.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

Testing chaotic dynamics via Lyapunov exponents

Journal of Applied Econometrics
2005 | Journal article
EID:

2-s2.0-30744439552

Contributors: Fernández-Rodríguez, F.; Sosvilla-Rivero, S.; Andrada-Félix, J.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

PREDICCIÓN DEL TIPO DE CAMBIO DÓLAR-EURO: UN ENFOQUE NO LINEAL

Source: Self-asserted source
Fernández-Rodríguez, Fernando

Credibility in the EMS: New evidence using nonlinear forecastability tests

European Journal of Finance
2003 | Journal article
EID:

2-s2.0-0344197745

Contributors: Fernández-Rodríguez, F.; Sosvilla-Rivero, S.; Martín-González, J.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

Technical analysis in foreign exchange markets: Evidence from the EMS

Applied Financial Economics
2003 | Journal article
EID:

2-s2.0-0345988883

Contributors: Fernández-Rodríguez, F.; Sosvilla-Rivero, S.; Andrada-Félix, J.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

A model of speculative behaviour with a strange attractor

The European Journal of Finance
2002 | Magazine article
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Further evidence on technical trade profitability and foreign exchange intervention

Applied Economics Letters
2002 | Journal article
EID:

2-s2.0-0037057711

Contributors: Sosvilla-Rivero, S.; Andrada-Félix, J.; Fernández-Rodríguez, F.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

Nearest Neighbour predictions in Exchange Markets

Computational Intelligence in Economics and Finance
2002 | Book chapter
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series

Progress in Economics Research Vol II
2002 | Book chapter
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Predicciones no lineales en los mercados cambiarios.

Análisis Financiero Internacional
2001 | Magazine article
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Asymmetry in the EMS: New evidence based on non-linear forecasts

European Economic Review
2001 | Journal article
EID:

2-s2.0-0035050796

Contributors: Bajo-Rubio, O.; Sosvilla-Rivero, S.; Fernández-Rodríguez, F.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

Métodos Matemáticos en Economía Dinámica, Vol I

Dirección General de Universidades e Investigación
2001 | Book
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Métodos Matemáticos en Economía Dinámica, Vol II.

Dirección General de Universidades e Investigación
2001 | Book
Source: Self-asserted source
Fernández-Rodríguez, Fernando

On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market

Economics Letters
2000 | Journal article
EID:

2-s2.0-0042279716

Contributors: Fernández-Rodríguez, F.; González-Martel, C.; Sosvilla-Rivero, S.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

On the Use of Exchange Rates as Trading Rules in a Bilateral System of Transferable Discharge Permits

Environmental and Resource Economics
2000 | Magazine article
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Dancing with bulls and bears: Nearest-neighbour forecasts for the Nikkei index

Japan and the World Economy
1999 | Journal article
EID:

2-s2.0-0033209146

Contributors: Fernández-Rodríguez, F.; Sosvilla-Rivero, S.; Dolores García-Artiles, M.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

Exchange rate volatility in the EMS before and after the fall

Applied Economics Letters
1999 | Journal article
EID:

2-s2.0-0008168617

Contributors: Sosvilla-Rivero, S.; Fernández-Rodríguez, F.; Bajo-Rubio, O.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

Exchange-rate forecasts with simultaneous nearest-neighbour methods: Evidence from the EMS

International Journal of Forecasting
1999 | Journal article
EID:

2-s2.0-0000560787

Contributors: Fernández-Rodríguez, F.; Sosvilla-Rivero, S.; Andrada-Félix, J.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

Mercado Especulativo y Crisis Bursátiles. Análisis de un Modelo

Conmemoración del XX Aniversario de la Facultad de Ciencias Económicas y Empresariales de la ULPGC
1999 | Book chapter
Source: Self-asserted source
Fernández-Rodríguez, Fernando

Testing nonlinear forecastability in time series: Theory and evidence from the EMS

Economics Letters
1998 | Journal article
EID:

2-s2.0-0040687544

Contributors: Fernández-Rodríguez, F.; Sosvilla-Rivero, S.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier

A qualitative study of the disaggregated long-wave model

System Dynamics Review
1997 | Journal article
EID:

2-s2.0-8344262320

Contributors: Hernández-Guerra, J.; Fernández-Rodríguez, F.
Source: Self-asserted source
Fernández-Rodríguez, Fernando via Scopus - Elsevier
Items per page:
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