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Emails & domains

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Websites & social links

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Other IDs

Scopus Author ID: 47961844900
ResearcherID: J-5698-2013

Keywords

Quantitative Finance, Nonlinear Dynamics, Econophysics, Time Series Econometrics, Information Theory, Big data

Countries

Spain

Biography

I am a quantitative economist, specialized in the analysis of time series. My main interests are: finance, econophysics, dynamical systems, macroeconomics, financial crises and data science.

Activities

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Employment (1)

Universitat Rovira I Virgili Facultad de Ciencias Económicas y Empresariales: Reus, Tarragona, ES

2021-03-24 to present | Associate Professor (Departament de Gestió d'Empreses)
Employment
Source: Self-asserted source
Aurelio F. Bariviera

Works (50 of 74)

Items per page:
Page 1 of 2

Scientific Production on GPS Trajectory Clustering: A Bibliometric Analysis

2025-02-19 | Preprint
DOI: 10.20944/preprints202502.1452.v1
Contributors: Gary Reyes; Roberto Tolozano-Benites; Laura Lanzarini; César Estrebou; Aurelio F. Bariviera
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Long Short‐Term Memory Wavelet Neural Network for Renewable Energy Generation Forecasting

International Journal of Intelligent Systems
2025-01 | Journal article
DOI: 10.1155/int/8890906
Contributors: Eliana Vivas; Héctor Allende-Cid; Lelys Bravo de Guenni; Aurelio F. Bariviera; Rodrigo Salas; Eugenio Vocaturo
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Crossref

Do online attention and sentiment affect cryptocurrencies’ correlations?

Research in International Business and Finance
2024-08 | Journal article
DOI: 10.1016/j.ribaf.2024.102488
Contributors: Nektarios Aslanidis; Aurelio F. Bariviera; Christos S. Savva
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Crossref

Time-frequency co-movements between commodities and global economic policy uncertainty across different crises

Heliyon
2024-07 | Journal article
DOI: 10.1016/j.heliyon.2024.e34231
Contributors: M. Belén Arouxet; Aurelio F. Bariviera; Verónica E. Pastor; Victoria Vampa
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Crossref

Productivity and Keynes’s 15-Hour Work Week Prediction for 2030: An Alternative, Macroeconomic Analysis for the United States

Journal of Risk and Financial Management
2024-07-17 | Journal article
DOI: 10.3390/jrfm17070306
Contributors: Edoardo Beretta; Aurelio F. Bariviera; Marco Desogus; Costanza Naguib; Sergio Rossi
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What Matters for Comovements among Gold, Bitcoin, CO2, Commodities, VIX and International Stock Markets during the Health, Political and Bank Crises?

Risks
2024-03-04 | Journal article
DOI: 10.3390/risks12030047
Contributors: Wajdi Frikha; Azza Béjaoui; Aurelio F. Bariviera; Ahmed Jeribi
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Method for the Identification and Classification of Zones with Vehicular Congestion

ISPRS International Journal of Geo-Information
2024-02-28 | Journal article
DOI: 10.3390/ijgi13030073
Contributors: Gary Reyes; Roberto Tolozano-Benites; Laura Lanzarini; César Estrebou; Aurelio F. Bariviera; Julio Barzola-Monteses
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Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach

The North American Journal of Economics and Finance
2024-01 | Journal article
DOI: 10.1016/j.najef.2024.102079
Contributors: Mohamed Fakhfekh; Azza Bejaoui; Aurelio F. Bariviera; Ahmed Jeribi
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Crossref

QUANTIFYING THE COVID-19 SHOCK IN CRYPTOCURRENCIES

Fractals
2024-01 | Journal article
DOI: 10.1142/S0218348X24500191
Contributors: LEONARDO H. S. FERNANDES; JOSÉ W. L. SILVA; FERNANDO H. A. ARAUJO; AURELIO F. BARIVIERA
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Crossref

Method for the Identification and Classification of Zones with Vehicular Congestion

2024-01-09 | Preprint
DOI: 10.20944/preprints202401.0674.v1
Contributors: Gary Reyes; Roberto Tolozano-Benites; Laura Lanzarini; César Estrebou; Aurelio F. Bariviera; Julio Barzola-Monteses
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Evaluation of a Grid for the Identification of Traffic Congestion Patterns

2023 | Book chapter
DOI: 10.1007/978-3-031-45682-4_20
Contributors: Gary Reyes; Laura Lanzarini; César Estrebou; Aurelio Bariviera; Victor Maquilón
Source: check_circle
Crossref

Methodology for the Identification of Vehicle Congestion Based on Dynamic Clustering

Sustainability
2023-12-06 | Journal article
DOI: 10.3390/su152416575
Contributors: Gary Reyes; Roberto Tolozano-Benites; Laura Lanzarini; César Estrebou; Aurelio F. Bariviera; Julio Barzola-Monteses
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Methodology for the Identification of Vehicle Congestion Based on Dynamic Clustering

2023-11-16 | Preprint
DOI: 10.20944/preprints202311.1043.v1
Contributors: Gary Reyes; Roberto Tolozano-Benites; Laura Lanzarini; César Estrebou; Aurelio F. Bariviera; Julio Barzola-Monteses
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Data vs. information: Using clustering techniques to enhance stock returns forecasting

International Review of Financial Analysis
2023-07 | Journal article
DOI: 10.1016/j.irfa.2023.102657
Contributors: Javier Vásquez Sáenz; Facundo Manuel Quiroga; Aurelio F. Bariviera
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Crossref

Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis

Physica A: Statistical Mechanics and its Applications
2023-06 | Journal article
DOI: 10.1016/j.physa.2023.128720
Contributors: Azza Bejaoui; Wajdi Frikha; Ahmed Jeribi; Aurelio F. Bariviera
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Disentangling the impact of economic and health crises on financial markets

Research in International Business and Finance
2023-04 | Journal article
DOI: 10.1016/j.ribaf.2023.101928
Contributors: Aurelio F. Bariviera; Laura Fabregat-Aibar; Maria-Teresa Sorrosal-Forradellas
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Data Stream Processing Method for Clustering of Trajectories

2022 | Book chapter
DOI: 10.1007/978-3-031-19961-5_11
Contributors: Gary Reyes; Laura Lanzarini; César Estrebou; Aurelio Bariviera
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FRvarPSO as an Alternative to Measure Credit Risk in Financial Institutions

Lecture Notes in Networks and Systems
2022 | Book chapter
DOI: 10.1007/978-3-030-82196-8_31
Part of ISBN: 9783030821951
Part of ISBN: 9783030821968
Part of ISSN: 2367-3370
Part of ISSN: 2367-3389
Source: Self-asserted source
Aurelio F. Bariviera

Dynamic grouping of vehicle trajectories

Journal of Computer Science and Technology
2022-10-17 | Journal article
DOI: 10.24215/16666038.22.e11
Contributors: Gary Reyes; Laura Lanzarini; Cesar Estrebou; Aurelio Fernandez Bariviera
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Crossref

Covid-19 impact on cryptocurrencies: Evidence from a wavelet-based Hurst exponent

Physica A: Statistical Mechanics and its Applications
2022-06 | Journal article
DOI: 10.1016/j.physa.2022.127170
Contributors: M. Belén Arouxet; Aurelio F. Bariviera; Verónica E. Pastor; Victoria Vampa
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Crossref

Forecasting high-frequency stock returns: a comparison of alternative methods

Annals of Operations Research
2022-06 | Journal article
DOI: 10.1007/s10479-021-04464-8
Contributors: Erdinc Akyildirim; Aurelio F. Bariviera; Duc Khuong Nguyen; Ahmet Sensoy
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Crossref

The link between cryptocurrencies and Google Trends attention

Finance Research Letters
2022-06 | Journal article
DOI: 10.1016/j.frl.2021.102654
Contributors: Nektarios Aslanidis; Aurelio F. Bariviera; Óscar G. López
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Crossref

A meta‐analysis of SMEs literature based on the survey on access to finance of enterprises of the European central bank

International Journal of Finance & Economics
2022-04 | Journal article
DOI: 10.1002/ijfe.2247
Contributors: Lisana B. Martinez; M. Belén Guercio; Aurelio F. Bariviera
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Crossref

Proposal for a Pivot-Based Vehicle Trajectory Clustering Method

Transportation Research Record: Journal of the Transportation Research Board
2022-04 | Journal article
DOI: 10.1177/03611981211058429
Contributors: Gary Reyes; Laura Lanzarini; Waldo Hasperué; Aurelio F. Bariviera
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Wavelet Entropy and Complexity Analysis of Cryptocurrencies Dynamics

Digital Era and Fuzzy Applications in Management and Economy
2022-04-05 | Book chapter
DOI: 10.1007/978-3-030-94485-8_2
Part of ISBN: 9783030944841
Part of ISBN: 9783030944858
Part of ISSN: 2367-3370
Part of ISSN: 2367-3389
Source: Self-asserted source
Aurelio F. Bariviera

WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS

Journal of Economic Surveys
2021-04 | Journal article
DOI: 10.1111/joes.12412
Contributors: Aurelio F. Bariviera; Ignasi Merediz‐Solà
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Are cryptocurrencies becoming more interconnected?

Economics Letters
2021-02 | Journal article
DOI: 10.1016/j.econlet.2021.109725
Contributors: Nektarios Aslanidis; Aurelio F. Bariviera; Alejandro Perez-Laborda
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A Dynamic Linguistic Decision Making Approach for a Cryptocurrency Investment Scenario

IEEE Access
2020 | Journal article
DOI: 10.1109/ACCESS.2020.3045923
Contributors: Romina Torres; Miguel A. Solis; Rodrigo Salas; Aurelio F. Bariviera
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One model is not enough: Heterogeneity in cryptocurrencies’ multifractal profiles

Finance Research Letters
2020-06 | Journal article
DOI: 10.1016/j.frl.2020.101649
Part of ISSN: 1544-6123
Source: Self-asserted source
Aurelio F. Bariviera

Document summarization using a structural metrics based representation

Journal of Intelligent & Fuzzy Systems
2020-05-29 | Journal article
DOI: 10.3233/JIFS-179648
Source: Self-asserted source
Aurelio F. Bariviera

GPS trajectory clustering method for decision making on intelligent transportation systems

Journal of Intelligent & Fuzzy Systems
2020-05-29 | Journal article
DOI: 10.3233/JIFS-179644
Source: Self-asserted source
Aurelio F. Bariviera

Variations of Particle Swarm Optimization for Obtaining Classification Rules Applied to Credit Risk in Financial Institutions of Ecuador

Risks
2019-12-30 | Journal article
DOI: 10.3390/risks8010002
Source: Self-asserted source
Aurelio F. Bariviera
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An information theory perspective on the informational efficiency of gold price

The North American Journal of Economics and Finance
2019-11 | Journal article
DOI: 10.1016/j.najef.2019.101018
Contributors: Aurelio F. Bariviera; Alejandro Font-Ferrer; M. Teresa Sorrosal-Forradellas; Osvaldo A. Rosso
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A bibliometric analysis of Bitcoin scientific production

arXiv e-prints
2019-06 | Working paper
BIBCODE: 2019arXiv190608933M
ARXIV: 1906.08933
Contributors: Merediz-Solà, Ignasi; Bariviera, Aurelio F.
Source: check_circle
NASA Astrophysics Data System

User-Oriented Summaries Using a PSO Based Scoring Optimization Method

Entropy
2019-06-22 | Journal article
DOI: 10.3390/e21060617
Contributors: Augusto Villa-Monte; Laura Lanzarini; Aurelio F. Bariviera; José A. Olivas
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SME Steeplechase: When Obtaining Money Is Harder Than Innovating

International Journal of Financial Studies
2019-05-21 | Journal article
DOI: 10.3390/ijfs7020025
Contributors: M. Belén Guercio; Lisana B. Martinez; Aurelio F. Bariviera
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FRvarPSO: A Method for Obtaining Fuzzy Classification Rules Using Optimization Techniques

Modelling and Simulation in Management Sciences
2019-03 | Other
DOI: 10.1007/978-3-030-15413-4_9
Part of ISSN: 2194-5357
Contributors: Patricia Jimbo Santana; Laura Lanzarini; Aurelio F. Bariviera
Source: Self-asserted source
Aurelio F. Bariviera via Crossref Metadata Search

Revisiting Data Augmentation for Rotational Invariance in Convolutional Neural Networks

Modelling and Simulation in Management Sciences
2019-03 | Other
DOI: 10.1007/978-3-030-15413-4_10
Part of ISSN: 2194-5357
Contributors: Facundo Quiroga; Franco Ronchetti; Laura Lanzarini; Aurelio F. Bariviera
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Aurelio F. Bariviera via Crossref Metadata Search

Extraction of Knowledge with Population-Based Metaheuristics Fuzzy Rules Applied to Credit Risk

2018 | Book chapter
DOI: 10.1007/978-3-319-93818-9_15
Contributors: Patricia Jimbo Santana; Laura Lanzarini; Aurelio F. Bariviera
Source: check_circle
Crossref

Fuzzy Credit Risk Scoring Rules using FRvarPSO

International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
2018-12-05 | Journal article
DOI: 10.1142/S0218488518400032
Contributors: Patricia Jimbo Santana; Laura Lanzarini; Aurelio F. Bariviera
Source: check_circle
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An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers

Chaos: An Interdisciplinary Journal of Nonlinear Science
2018-07 | Journal article
DOI: 10.1063/1.5027153
Contributors: Aurelio F. Bariviera; Luciano Zunino; Osvaldo A. Rosso
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Spurious Seasonality Detection: A Non-Parametric Test Proposal

Econometrics
2018-01 | Journal article
DOI: 10.3390/econometrics6010003
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Multidisciplinary Digital Publishing Institute
grade
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Simplifying credit scoring rules using LVQ plus PSO

Kybernetes
2017 | Journal article
DOI: 10.1108/K-06-2016-0158
WOSUID:

WOS:000397234300002
Contributors: Cristina Lanzarini, Laura; Villa Monte, Augusto; Bariviera, Aurelio F.; Jimbo Santana, Patricia
Source: Self-asserted source
Aurelio F. Bariviera via ResearcherID

Some stylized facts of the Bitcoin market

Physica a-Statistical Mechanics and Its Applications
2017 | Journal article
DOI: 10.1016/j.physa.2017.04.159
WOSUID:

WOS:000404823200009
Contributors: Bariviera, Aurelio F.; Jose Basgall, Maria; Hasperue, Waldo; Naiouf, Marcelo
Source: Self-asserted source
Aurelio F. Bariviera via ResearcherID
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The inefficiency of Bitcoin revisited: A dynamic approach

Economics Letters
2017 | Journal article
DOI: 10.1016/j.econlet.2017.09.013
Part of ISSN: 0165-1765
Contributors: Aurelio F. Bariviera
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Aurelio F. Bariviera via Crossref Metadata Search
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Stock Returns Forecast: An Examination By Means of Artificial Neural Networks

Complex Systems: Solutions and Challenges in Economics, Management and Engineering
2017-11-01 | Other
DOI: 10.1007/978-3-319-69989-9_23
Part of ISBN: 9783319699882
Part of ISSN: 2198-4182
Contributors: Martín Iglesias Caride; Aurelio F. Bariviera; Laura Lanzarini
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Aurelio F. Bariviera via Crossref Metadata Search
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Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers

arXiv e-prints
2017-04 | Working paper
BIBCODE: 2017arXiv170404442B
Contributors: Bariviera, Aurelio F.; Zunino, Luciano; Rosso, Osvaldo A.
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NASA Astrophysics Data System

Simplifying credit scoring rules using LVQ+PSO

arXiv e-prints
2017-04 | Working paper
BIBCODE: 2017arXiv170404450L
Contributors: Lanzarini, Laura Cristina; Villa Monte, Augusto; Bariviera, Aurelio F.; Jimbo Santana, Patricia
Source: check_circle
NASA Astrophysics Data System

A simple and fast representation space for classifying complex time series

Physics Letters A
2017-03 | Journal article
DOI: 10.1016/j.physleta.2017.01.047
Contributors: Luciano Zunino; Felipe Olivares; Aurelio F. Bariviera; Osvaldo A. Rosso
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Crude oil market and and geopolitical events: an analysis based on information-theory-based quantifiers

Fuzzy Economic Review
2016 | Journal article
Source: Self-asserted source
Aurelio F. Bariviera
Items per page:
Page 1 of 2

Peer review (270 reviews for 89 publications/grants)

Review activity for [Europhysics letters]. (1)
Review activity for African journal of business management. (1)
Review activity for Annals of finance. (1)
Review activity for Annals of finance. (1)
Review activity for Annals of operation research. (3)
Review activity for Annals of operations research. (5)
Review activity for Applied computing and informatics. (1)
Review activity for Applied economics letters. (1)
Review activity for Applied economics. (8)
Review activity for Applied financial economics (1)
Review activity for Applied sciences. (4)
Review activity for Applied soft computing. (3)
Review activity for Chaos, solitons & fractals. (2)
Review activity for Chaos, solitons and fractals. (2)
Review activity for Chaos. (1)
Review activity for Chaos. (1)
Review activity for Computational statistics. (1)
Review activity for Connection science. (1)
Review activity for Decisions in economics and finance. (1)
Review activity for Economic modelling. (2)
Review activity for Economics and business letters. (1)
Review activity for Economics letters. (4)
Review activity for Emerging markets finance & trade. (1)
Review activity for Energy sources. (2)
Review activity for Entropy : (35)
Review activity for European physical journal. (1)
Review activity for Finance research letters (4)
Review activity for Finance research letters. (7)
Review activity for Financial innovation. (4)
Review activity for Financial markets and portfolio management. (1)
Review activity for Finanzmarkt und Portfolio Management (1)
Review activity for Fractals. (3)
Review activity for Frontiers in applied mathematics and statistics. (2)
Review activity for IEEE access : (6)
Review activity for Information processing & management. (1)
Review activity for International journal of bifurcation and chaos in applied sciences and engineering. (1)
Review activity for International journal of business continuity and risk management. (1)
Review activity for International journal of entrepreneurship and innovation management. (1)
Review activity for International journal of finance & economics : (1)
Review activity for International journal of fuzzy systems. (2)
Review activity for International journal of the economics of business. (1)
Review activity for International journal of uncertainty, fuzziness and knowledge-based systems. (1)
Review activity for International review of economics & finance. (1)
Review activity for International review of economics & finance. (1)
Review activity for International review of financial analysis. (4)
Review activity for International review of financial analysis. (2)
Review activity for Investment management & financial innovations. (1)
Review activity for Journal of applied economics. (3)
Review activity for Journal of applied mathematics. (1)
Review activity for Journal of applied statistics. (1)
Review activity for Journal of business & industrial marketing. (2)
Review activity for Journal of Chinese economic and foreign trade studies. (4)
Review activity for Journal of computational science. (1)
Review activity for Journal of economic studies. (2)
Review activity for Journal of economic surveys. (1)
Review activity for Journal of intelligent & fuzzy systems. (9)
Review activity for Journal of international financial markets, institutions & money. (2)
Review activity for Journal of open innovation. (3)
Review activity for Journal of physics. (1)
Review activity for Journal of quantitative economics. (1)
Review activity for Journal of simulation : (2)
Review activity for Journal of sustainable finance & investment. (1)
Review activity for Journal of the Operational Research Society (7)
Review activity for Kybernetes. (5)
Review activity for Mathematics. (3)
Review activity for North American journal of economics and finance. (1)
Review activity for Physica. (2)
Review activity for Physica. (1)
Review activity for Physica. (16)
Review activity for Physics letters. (1)
Review activity for Physics letters. (1)
Review activity for PloS one. (10)
Review activity for Quantitative finance. (1)
Review activity for Research in international business and finance. (3)
Review activity for Research in international business and finance. (5)
Review activity for Revista IEEE América Latina. (1)
Review activity for SAGE Open. (7)
Review activity for Scientometrics (1)
Review activity for Scientometrics : (1)
Review activity for Small business economics. (2)
Review activity for SN Business & Economics. (8)
Review activity for Studies in nonlinear dynamics and econometrics / (1)
Review activity for Sustainability. (12)
Review activity for The European journal of finance. (6)
Review activity for The European physical journal. (2)
Review activity for The North American journal of economics and finance. (2)
Review activity for The Quarterly review of economics and finance. (4)
Review activity for Transportation research record. (1)
Review activity for Transportation research record. (1)
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