Fernández Bariviera, Aurelio
Speciality: financial and economic mathematics
Research group: Mercats i Anàlisi Financera (2014 SGR 444 GRC)
URV research group: Finances i Banca / Gestió Electrònica (e-management)
Office: FEE 113

I was born in Argentina, where I obtained my bachelor degree in Accounting and Finance from Universidad Nacional de La Plata. I obtained a postgraduate degree from the University of Padua (Italy) and a PhD in economics from Universitat Rovira i Virgili. My research focuses on financial time series analysis, quantitative techniques for discriminating stochastic and chaotic dynamics, and mathematical economics. Key words: Econophysics, Empirical asset pricing, Market efficiency, Complex systems, Nonlinear dynamics, Information theory.



La elección de una forma jurídica y el acceso al financiamiento externo de las PYMES. Un estudio empírico
Principal researcher: Terceño Gómez, Antonio
Members: Barberà Mariné, M. G.Fernández Bariviera, A.Guercio, M. B.Martínez, L. B. Vigier, H.Briozzo, A.Cadenasso, S.Castillo, N. G.Milanesi, G.Pesce, G.Savoretti, A. A.Tesan, C. G.Oliveras, G.Della Valentina, F.
Initial year: 2013    Final year: 2015
Code: PICT-2012-0990

Agencia Nacional de Promoción Científica y Tecnológica (ANPCyT). Fondo para la Investigación Científica y Tecnológica (FonCyT).

More information



Fernández Bariviera, A.Jimbo Santana, P.Lanzarini, L. (2018). "Extraction of Knowledge with Population-Based Metaheuristics Fuzzy Rules Applied to Credit Risk".

Dins Advances in Swarm Intelligence

Cham , (Suïssa) . Springer International Publishing vol. 10942, p. 153-163.


Fernández Bariviera, A.Zunino, L. Rosso, O. A. (2018). "An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers".


uartil 2017: Q1 Applied Mathematics, Q1 Mathematical Physics vol. 28, p. 0755111-0755117.
Fernández Bariviera, A.Plastino, A.Judge, G. (2018). "Spurious Seasonality Detection: A Non-Parametric Test Proposal". Econometrics vol. 6, p. 1-15.
Fernández Bariviera, A.Martínez, L. B. Guercio, M. B.Terceño Gómez, A. (2018). "The impact of the financial crisis on the long-range memory of European corporate bond and stock markets".


Quartil 2017: Q3 Economics vol. 45, p. 1-15.
Fernández Bariviera, A.Basgall, M.J.Hasperué, W. (2017). "Some stylized facts of the Bitcoin market".

Physica A

Quartil 2017: Q2 Physics, Multidisciplinary vol. 484, p. 82-90.
Fernández Bariviera, A. (2017). "The inefficiency of Bitcoin revisited: A dynamic approach".

Economics Letters

Quartil 2017: Q4 Economics vol. 161, p. 1-4.


Fernández Bariviera, A.Lanzarini, L.Villa Monte, A.Jimbo Santana, P. (2015). "Obtaining Classification Rules Using LVQ+PSO: An Application to Credit Risk".

Scientific Methods for the Treatment of Uncertainty in Social Sciences.

Cham , (Suïssa) . Editorial: Springer Verlag. vol. 377, p. 383-391
Thomasz, E. O. Fernández Bariviera, A. (2012). "Risk behavior of stock markets before and after the crisis".

Modeling and Simulation in Engineering, Economics and Management.

Heidelberg , (Alemanya) . Editorial: Springer Verlag, vol. 145, p. 384-393.
Lanzarini, L.Fernández Bariviera, A.Guercio, M. B.Tomás Monterde, C. (2012). "The effect of changes of the hurst exponent in return predictability: The case of the dutch market".

Gil-Aluja, J.; Terceño, A. (ed.). Methods for decision making in an uncertain environament. Singapur (República de Singapur).

World Scientific Proceeding Series on Computer Engineering and Information Science, vol. 6, p. 384-393.

Peer-reviewed articles

Fernández Bariviera, A.Zunino, L. Olivares, F.Rosso, O. A. (2017). "A simple and fast representation space for classifying complex time series".

Physics Letters A, Quartil 2016: Q2 Physics

Multidisciplinary vol. 381 p. 1021-1028
Fernández Bariviera, A.Jimbo Santana, P.Villa Monte, A.Rucci, E.Lanzarini, L. (2017). "Analysis of Methods for Generating Classification Rules Applicable to Credit Risk".

Journal of Computer Science & Technology, Quartil 2016: Q3 Computer Science, Software Engineering; Q4 Computer Science

Hardware and Architecture vol. 17 p. 20-28
Fernández Bariviera, A.Villa Monte, A.Lanzarini, L.Jimbo Santana, P. (2017). "Simplifying credit scoring rules using LVQ + PSO".

Kybernetes, Quartil 2016: Q4 Computer Science

Cybernetics vol. 46 p. 8-16
Fernández Bariviera, A.Jimbo Santana, P.Villa Monte, A.Rucci, E.Lanzarini, L. (2017). "Métodos de minería de datos ligados a la inteligencia artificial aplicables a riesgo crediticio". FIGEMPA vol. 1 p. 96-104
Fernández Bariviera, A.Martín, M. T.Plastino, A.Vampa, V. (2016). "LIBOR troubles: Anomalous movements detection based on maximum entropy".

Quartil 2015: Physics, Multidisciplinary Q2.

Physica A vol. 449, p. 401-407.
Fernández Bariviera, A.Zunino, L.Guercio, M. B.Martinez, L. B.Rosso, O. A. (2016). "Monitoring the informational efficiency of European corporate bond markets with dynamical permutation min-entropy".

Quartil 2015: Physics, Multidisciplinary Q2.

Physica A vol. 456, p. 1-19.
Fernández Bariviera, A.Martínez, L. B. Rosso, O. A. Guercio, M. B. (2016). "Libor at crossroads: Stochastic switching detection using information theory quantifiers".

Quartil 2015: Mathematics, Interdisciplinary Applications Q2, Physics, Multidisciplinary Q2, Physics, Mathematical Q2.

Chaos Solitons & Fractals vol. 88, p. 172-182.
Fernández Bariviera, A. (2016). "Econofísica: la física de los mercados financieros". Nucleos vol. 3, p. 41-48.
Fernández Bariviera, A.Zunino, L. Rosso, O. A. (2016). "Crude oil market and geopolitical events: An analysis based on information-theory-based quantifiers".

Quartil 2016: Q4 Economics and Econometrics

Fuzzy Economic Review vol. 21 p. 41-51
Fernández Bariviera, A.Guercio, M. B.Martinez, L. B.Rosso, O. A. (2015). "A permutation information theory tour through different interest rate maturities: the Libor case".

Quartil 2015: Engineering (miscellaneous) Q1, Mathematics (miscellaneous) Q2, Physics and Astronomy (miscellaneous) Q1.

Philosophical Transactions of the Royal Society of London Series A-Mathemat vol. 373.
Rosso, O. A. Martínez, L. B. Guercio, M. B.Fernández Bariviera, A. (2015). "The(in)visible hand in the Libor market: an information theory approach". European Physical Journal B, vol. 88, p. 1-9.
Fernández Bariviera, A.Zambrano, E.Hernando, A.Hernando, R.Plastino, A. (2015). "Thermodynamics of firms' growth".

Quartil 2015: Multidisciplinary Sciences Q1.

Journal Of The Royal Society Interface vol. 12.
Fernández Bariviera, A.Guercio, M. B.Martínez, L. B. (2014). "Informational Efficiency in Distressed Markets: The Case of European Corporate Bonds". Economic And Social Review, vol. 45, p. 349-369.
Fernández Bariviera, A.Zunino, L. Guercio, M. B.Martínez, L. B.Rosso, O. A. (2013). "Eciency and credit ratings: a permutation-information-theory analysis". Journal Of Statistical Mechanics-Theory And Experiment, vol. 2013, p. 8007.
Fernández Bariviera, A.Zunino, L. Guercio, M. B.Martínez, L. B.Rosso, O. A. (2013). "Revisiting the European sovereign bonds with a permutation-information-theory approach". European Physical Journal B, vol. 86, p. 1-10.
Fernández Bariviera, A.Guercio, M. B.Martínez, L. B. (2012). "A comparative analysis of the informational efficiency of the fixed income market in seven European countries". (Suïssa) . Economics Letters, vol. 116, p. 426-428.
Zunino, L. Fernández Bariviera, A.Guercio, M. B.Martínez, L. B. Rosso, O. A. (2012). "On the efficiency of sovereign bond markets". (Països Baixos) . Physica A, vol. 391, p. 4342-4349.
Fernández Bariviera, A. (2011). "The influence of liquidity on informational efficiency: The case of the Thai Stock Market". (Països Baixos) . Physica A, vol. 390, p. 4426-4432.
Barberà Mariné, M. G.Càmara, S.Fernández Bariviera, A.Guercio, M. B. (2009). "Modified Net Final Value: Revisiting the Net Final Value in Uncertainty". (Grècia) . The Journal of Financial Decision Making, vol. 5, p. 17-27.
Terceño Gómez, A.Brotons, J. M.Fernández Bariviera, A.i altres (2008). "Immunization strategy in a fuzzy environment". (Espanya) . Fuzzy Economic Review, vol. II, p. 95-115.
de Andrés Sánchez, J.Fernández Bariviera, A. (2004). "Análisis de la estacionalidad diaria en el mercado español de bonos y obligaciones del Estado".

Boletín Económico de ICE,

vol. 2800.


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