Universidad Politécnica de Valencia, Spain

Email: fraguima@upvnet.upv.es

Qualifications

2003 Ph.D., Economics, Universidad Politécnica de Valencia, Spain

2001 M.Sc, Statistics,Universidad de Valencia, Spain

1998 B.Sc, Computer Science, Universidad Politécnica de Valencia, Spain

Publications (Selected)

1. García, F., Guijarro, F., Oliver, J., Tamošiūnienė, R. (2024). Foreign Exchange Forecasting Models: LSTM and BiLSTM Comparison. Engineering Proceedings, 68(1), 19.
2. Martínez, Francisco Guijarro. (2023). Valoración automática de inmuebles residenciales mediante modelos de Machine Learning. Revista de Estudios Empresariales. Segunda Época, 27-40.
3. García, F., Guijarro, F., Oliver, J., Tamošiūnienė, R. (2023). Foreign exchange forecasting models: ARIMA and LSTM comparison. Engineering Proceedings, 39(1), 81.
4. García, F. G., Martinez, F. G., Muncharaz, J. O. (2023). Designing practical classes on stock markets through simulation and gamification. In INTED2023 Proceedings (pp. 3701-3705). IATED.
5. Tsinaslanidis, P., Guijarro, F. (2022, July). Testing for sequences and reversals on Bitcoin series. In International Conference on Applied Economics (pp. 317-326). Cham: Springer International Publishing.
6. Tsinaslanidis, P., Guijarro, F., Voukelatos, N. (2022). Automatic identification and evaluation of Fibonacci retracements: Empirical evidence from three equity markets. Expert Systems with Applications, 187, 115893.
7. Euroval, A. B., Guijarro, F., Gumersindo Ruiz, E. (2021). Relación entre precio de alquiler y renta en el mercado residencial español y política de vivienda. International Review of Economic Policy-Revista Internacional de Política Económica, 3(2), 61-76.
8. Burmann, C., García, F., Guijarro, F., Oliver, J. (2021). Ranking the performance of universities: the role of sustainability. Sustainability, 13(23), 13286.
9. Guijarro, F., Moya-Clemente, I., Saleemi, J. (2021). Market liquidity and its dimensions: Linking the Liquidity dimensions to sentiment analysis through microblogging data. Journal of Risk and Financial Management, 14(9), 394.
10. Tsinaslanidis, P., Guijarro, F. (2021). What makes trading strategies based on chart pattern recognition profitable?. Expert Systems, 38(5), e12596.
11. Garcia, F., Guijarro, F., Oliver, J. (2021). A multicriteria goal programming model for ranking universities. Mathematics, 9(5), 459.
12. Guijarro, F. (2021). A mean-variance optimization approach for residential real estate valuation. Real Estate Management and Valuation, 29(3), 13-28.
13. Garcia, F., González-Bueno, J., Guijarro, F., Oliver, J., Tamošiūnienė, R. (2020). Multiobjective approach to portfolio optimization in the light of the credibility theory. Technological and Economic Development of Economy, 26(6), 1165-1186.
14. García, F., González-Bueno, J., Guijarro, F., Oliver, J. (2020). Forecasting the environmental, social, and governance rating of firms by using corporate financial performance variables: A rough set approach. Sustainability, 12(8), 3324.
15. Guijarro, F., Tsinaslanidis, P. (2020). Analysis of academic literature on environmental valuation. International journal of environmental research and public health, 17(7), 2386.
16. Cervelló-Royo, R., Guijarro, F. (2020). Forecasting stock market trend: A comparison of machine learning algorithms. Finance, Markets and Valuation, 6(1), 37-49.
17. García, F., Guijarro, F., Oliver, J., Tamošiūnienė, R. (2018). Hybrid fuzzy neural network to predict price direction in the German DAX-30 index. Technological and Economic Development of Economy, 24(6), 2161-2178.
18. Gómez-Navarro, T., García-Melón, M., Guijarro, F., Preuss, M. (2018). Methodology to assess the market value of companies according to their financial and social responsibility aspects: An AHP approach. Journal of the Operational Research Society, 69(10), 1599-1608.
19. García, F., Guijarro, F., Oliver, J. (2018). Index tracking optimization with cardinality constraint: a performance comparison of genetic algorithms and tabu search heuristics. Neural Computing and Applications, 30(8), 2625-2641.
20. Guijarro, F., Poyatos, J. A. (2018). Designing a sustainable development goal index through a goal programming model: The Case of EU-28 Countries. Sustainability, 10(9), 3167.
21. Guijarro, F. (2018). A similarity measure for the cardinality constrained frontier in the mean–variance optimization model. Journal of the operational research society, 69(6), 928-945.
22. Arévalo, R., García, J., Guijarro, F., Peris, A. (2017). A dynamic trading rule based on filtered flag pattern recognition for stock market price forecasting. Expert Systems with Applications, 81, 177-192.
23. Visbal-Cadavid, D., Martínez-Gómez, M., Guijarro, F. (2017). Assessing the efficiency of public universities through DEA. A case study. Sustainability, 9(8), 1416.

Profile Details

https://scholar.google.com/citations?user=7DI6JFAAAAAJhl=es

https://www.researchgate.net/profile/Francisco-Guijarro-3

https://www.edx.org/bio/dr-francisco-guijarro-martinez

WoS Researcher ID: F-4942-2016