Quantitative Analyst
Asset Management Division. Operations Department
Información de contacto
- C/Alcalá 48
- Curriculum Vitae (1 MB)
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
Códigos JEL
C45, C51, C53, E37, G11
Publicaciones
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
SUERF Policy Briefs: Sentiment Analysis using Analyst Reports
Alicia Aguilar y Diego Torres (2021)
SUERF Policy Briefs No 194, October 2021
The Impact of COVID-19 on Analysts’ Sentiment about the Banking Sector Alicia Aguilar y Diego Torres (2021) Códigos JEL: 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
Evaluating MIDAS performance for nowcasting Eurozone, Italy, Germany, France and Portugal’s GDP
Diego Torres (2015)
Working Papers 1516, BBVA Bank, Economic Research Department
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