Torres Torres, Diego José

Staff Economist

Professional information

Curriculum Vitae (1 MB)

Fields of interest

Machine learning applied to asset management, Portfolio construction, Text mining / sentiment analysis, Investment decisions, Forecasting and prediction methods, Asset pricing, Expectations estimate

JEL Codes

C45, C51, C53, E37, G11

Perceiving central bank communications through press coverage Pilar García and Diego Torres

JEL Codes: 2505

Machine learning applied to active fixed-income portfolio management: a Lasso logit approach. Mercedes de Luis, Emilio Rodríguez and Diego Torres

JEL Codes: 2324

The impact of COVID-19 on analysts’ sentiment about the banking sector Alicia Aguilar and Diego Torres

JEL Codes: 2124

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 , and SUERF Policy Brief | No. 194

JEL Codes: G21, C81, D8, C43

Projections of dynamic generational mortality tables and longevity risk in developing countries: the Chilean case Javier Alonso Meseguer, David Tuesta Cárdenas, Diego Torres Torres, Begoña Villamide Muiña (2015)

Studies of Applied Economics, Vol. 33, No. 3

JEL Codes: I12; J11; J23; H55; J32

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

A review of recent infrastructure investment in Latin America and the role of private pension funds Diego Torres, Enestor Dos Santos, David Tuesta (2011)

Working Papers 1137, BBVA Bank, Economic Research Department

JEL Codes: O180; J320; G230