Research Staff(alphabetical)
Disclaimer. The Curriculum Vitae in this page, and any links from this page to websites outside of the www.bde.es domain, are the sole responsibility of Diego José Torres Torres. The Banco de España is not responsible for their content.
Diego José Torres Torres
Quantitative Analyst
Asset Management Division. Operations Department
Contact Information
- Address: C/Alcalá 48
Fields of Interest
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Machine learning applied to asset management
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Portfolio construction
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Text mining / sentiment analysis
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Investment decisions
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Forecasting and prediction methods
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Asset pricing
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Expectations estimate
JEL Codes
C45, C51, C53, E37, G11
Curriculum Vitae
(1 MB)
Selected Publications and Working Papers
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“Machine learning applied to active fixed-income portfolio management: a Lasso logit approach”
Mercedes de Luis, Emilio Rodriguez y Diego Torres (2023)
JEL codes: C45, C51, C53, E37, G11
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“The Impact of Covid-19 on Analysts’ Sentiment about the Banking Sector”
Alicia Aguilar y Diego Torres (2023)
Studies of Applied Economics Vol. 41 No. 1 , January 2023
JEL codes: G21, C81, D8, C43
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“SUERF Policy Briefs: Sentiment Analysis using Analyst Reports”
Alicia Aguilar y Diego Torres (2021)
SUERF Policy Briefs No 194, October 2021
JEL codes: G21, C81, D8, C43
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“The Impact of COVID-19 on Analysts’ Sentiment about the Banking Sector”
Alicia Aguilar y Diego Torres (2021)
JEL codes: G21, C81, D8, C43
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“Projections of dynamic generational mortality tables and longevity risk in developing countries: the Chilean case”
Diego Torres et al (2015)
Estudios de Economía Aplicada, Vol. 33, No. 3
JEL codes: I12; J11; J23; H55; J32
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“Evaluating MIDAS performance for nowcasting Eurozone, Italy, Germany, France and Portugal’s GDP”
Diego Torres (2015)
Working Papers 1516, BBVA Bank, Economic Research Department
JEL codes: C51; C53; E37
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“A review of recent infrastructure investment in Latin America and the role of private pension funds”
Diego Torres et al (2011)
Working Papers 1137, BBVA Bank, Economic Research Department
JEL codes: O180; J320; G230