Publications

You can find all of my research articles on Google Scholar.

Pre-Prints

1. Dorador, A. (2026+). "Renet: Principled and Efficient Relaxation for the Elastic Net via Dynamic Objective Selection."
   [abstract] [preprint]
2. Dorador, A. (2025+). "One Permutation Is All You Need: Fast, Reliable Variable Importance and Model Stress-Testing."
   [abstract] [preprint]
3. Dorador, A. (2024+). "Constrained Max Drawdown: a Fast and Robust Portfolio Optimization Approach."
   [abstract] [preprint]

Peer-Reviewed Publications

1. Dorador, A. (2026). "TRUST: Transparent, Robust and Ultra-Sparse Trees." Pacific Rim International Conference on Artificial Intelligence Lecture Notes in Artificial Intelligence, Part IV: Interpretability, Fairness, and Trustworthy AI, Springer Nature.
   [abstract] [paper] [preprint]
2. Dorador, A. (2025). "Theoretical and Empirical Advances in Forest Pruning." Conference on Parsimony and Learning PMLR 280:615-651.
   [abstract] [paper] [preprint]
3. 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. (2025). Python package trust-free (3.1.2), PyPI. 11K downloads (Aug 2026).
2. Dorador, A. (2017). R package analytics (3.0), CRAN (formerly). 20K downloads (Aug 2026).
3. Dorador, A. and Thygesen, U.H. (2016). R package complexplus (2.1), CRAN (formerly). 50K downloads (Aug 2026).
4. Dorador, A. (2016). R package powerplus (3.1), CRAN (formerly). 33K downloads (Aug 2026).