Salvador Torra Porras

According to our database, Salvador Torra Porras authored at least 2 papers between 2018 and 2019.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2019

Neural Networks Principal Component Analysis for estimating the generative multifactor model of returns under a statistical approach to the Arbitrage Pricing Theory. Evidence from the Mexican Stock Exchange.

Rogelio Ladrón de Guevara Cortés, Salvador Torra Porras, Enric Monte-Moreno

Computación y Sistemas, 2019

2018

Extraction of the Underlying Structure of Systematic Risk from Non-Gaussian Multivariate Financial Time Series Using Independent Component Analysis: Evidence from the Mexican Stock Exchange.

Rogelio Ladrón de Guevara Cortés, Salvador Torra Porras, Enric Monte-Moreno

Computación y Sistemas, 2018