Publications

You can also find my articles on Google Scholar.

Pre-Prints

1. Dorador, A. (2025). "Theoretical and Empirical Advances in Forest Pruning."
   [abstract] [preprint]
2. Dorador, A. (2024+). "Constrained Max Drawdown: a Fast and Robust Portfolio Optimization Approach."
   [abstract] [preprint]

Peer-Reviewed Publications

1. Arratia, A. and Dorador, A. (2019). "On the efficacy of stop-loss rules in the presence of overnight gaps." Quantitative Finance. 19(11):1857-1873 .
   [abstract] [paper] [preprint]

Software

1. Dorador, A. (2017). R package analytics (3.0), CRAN (formerly). >19K downloads (April 2025).
2. Dorador, A. and Thygesen, U.H. (2016). R package complexplus (2.1), CRAN. >45K downloads (April 2025).
3. Dorador, A. (2016). R package powerplus (3.1), CRAN (formerly). >33K downloads (April 2025).