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Torres Torres, Diego José

Quantitative Analyst

Asset Management Division. Operations Department

Información de contacto

Campos de interés

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

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

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

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

The Impact of COVID-19 on Analysts’ Sentiment about the Banking Sector Alicia Aguilar y Diego Torres (2021)

JEL Codes: G21, C81, D8, C43

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

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 et al (2011)

Working Papers 1137, BBVA Bank, Economic Research Department

 JEL Codes: O180; J320; G230

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