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Andrés García-Medina

Observed names: A. García, A. García-Medina, Andres Garcia Medina, Andres Garcia-Medina, Andres García-Medina, Andrés García Medina, García-Medina, Andrés, Medina, Andrés García
ORCID: 0000-0002-2198-880X
Observed ORCID: 0000-0002-2198-880X
OpenAlex ID: A5078563291
LSTM–GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios
2023 · Andrés García-Medina, Ester Aguayo-Moreno · Computational Economics · 115
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Network Analysis of Multivariate Transfer Entropy of Cryptocurrencies in Times of Turbulence
2020 · Andrés García-Medina, José B. Hernández C. · Entropy · 38
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Correlations and flow of information between the New York Times and stock markets
2018 · Andrés García-Medina, Leonidas Sandoval, et al. · Physica A Statistical Mechanics and its Applications · 28
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Transfer entropy as a variable selection methodology of cryptocurrencies in the framework of a high dimensional predictive model
2020 · Andrés García-Medina, Graciela González Farías · PLoS ONE · 24
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What Drives Bitcoin? An Approach from Continuous Local Transfer Entropy and Deep Learning Classification Models
2021 · Andrés García-Medina, Toan Luu Duc Huynh · Entropy · 21
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Market Beta is not dead: An approach from Random Matrix Theory
2023 · L. Molero-González, J.E. Trinidad-Segovia, et al. · Finance research letters · 18
Global financial indices and twitter sentiment: A random matrix theory approach
2016 · A. García · Physica A Statistical Mechanics and its Applications · 14
Measuring information flux between social media and stock prices with Transfer Entropy
2021 · Román Alejandro Mendoza Urdiales, Andrés García-Medina, et al. · PLoS ONE · 12
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Two-step estimators of high-dimensional correlation matrices
2023 · Andrés García-Medina, Salvatore Miccichè, et al. · Physical review. E · 7
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Random Matrix Theory and Nested Clustered Optimization on high-dimensional portfolios
2023 · Andrés García-Medina, Benito Rodríguez-Camejo · International Journal of Modern Physics C · 6
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Study of the Behavior of Cryptocurrencies in Turbulent Times Using Association Rules
2021 · José Benito Hernández C., Andrés García-Medina, et al. · Mathematics · 5
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Multistage allocation problem for Mexican pension funds
2021 · Andrés García-Medina, Norberto A. Hernández-Leandro, et al. · PLoS ONE · 5
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High-dimensional covariance matrix estimators on simulated portfolios with complex structures
2025 · Andrés García-Medina · Physical review. E · 3
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Network Analysis of Multivariate Transfer Entropy of Cryptocurrencies in Times of Turbulence
2021 · Andrés García-Medina · Proceedings of Entropy 2021: The Scientific Tool of the 21st Century · 3
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Sustainability evaluation of basin indicator: A bibliometric analysis using Latent Dirichlet Allocation
2025 · Rebeca Moreno-Santoyo, Andres Garcia-Medina, et al. · Research Square · 2
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Iterative detection of global factors near the BBP phase transition
2026 · García-Medina, Andrés · arXiv (Cornell University) · 1
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Testing the significance of pricing factors of oil and gas companies
2024 · Antonio Garcia-Amate, Laura Molero-González, et al. · PLoS ONE · 1
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Rotationally Invariant Estimators on Portfolio Optimization to Unveil Financial States
2022 · Andrés García Medina, Rodrigo Macías Páez · International Journal of Modern Physics C · 1
Determining the number of factors in a forecast model by a random matrix test: cryptocurrencies
2019 · Medina, Andrés García, González-Farías, Graciela · RePEc: Research Papers in Economics · 1
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Denoising complex covariance matrices with hybrid ResNet and random matrix theory: Cryptocurrency portfolio applications
2025 · Andrés García-Medina · International Journal of Modern Physics C
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Technical Analysis Meets Machine Learning: Bitcoin Evidence
2025 · José Ángel Islas Anguiano, Andrés García-Medina · Preprints.org
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Factors relevance in asset pricing: new evidences in emerging markets from random matrix theory
2025 · Laura Molero-González, Juan E. Trinidad-Segovia, et al. · Economics and Business Letters
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Portfolio Selection: An Approach from Random Matrix Theory
2025 · Laura Molero González, Juan E. Trinidad Segovia, et al. · Springer eBooks
Unveiling the True Transfer Information between Reddit and Gamestop by Wavelets
2023 · Andres Garcia Medina, José Marcos García-Gómez, et al. · SSRN Electronic Journal
El uso de Twitter en el análisis financiero: aproximacion desde la econofísica
2017 · Andrés García Medina · INTERdisciplina
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Works count: 25
Citation count: 305
H-index: 8
I10-index: 8
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