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- 2023
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Mark
GENERALIZED INFORMATION CRITERIA FOR SPARSE STATISTICAL JUMP MODELS
2023) p.68-78(
- Chapter in Book/Report/Conference proceeding › Book chapter
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Mark
What drives cryptocurrency returns? A sparse statistical jump model approach
2023) In Digital Finance(
- Contribution to journal › Article
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Mark
What drives cryptocurrency returns? A sparse statistical jump model approach
2023) 6th International Conference on Econometrics and Statistics(
- Contribution to conference › Abstract
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Mark
What Drives Cryptocurrency Returns? A Sparse Statistical Jump Model Approach
2023) 29th Nordic Conference in Mathematical Statistics(
- Contribution to conference › Abstract
- 2021
-
Mark
Dimensionality reduction in forecasting with temporal hierarchies
(
- Contribution to journal › Article
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Mark
Physics informed stochastic grey-box model of the flow-front in a vacuum assisted resin transfer moulding process with missing data
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
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Mark
Feature selection in jump models
(
- Contribution to journal › Article
- 2020
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Mark
Temporal hierarchies with autocorrelation for load forecasting
(
- Contribution to journal › Article
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Mark
Greedy Online Classification of Persistent Market States Using Realized Intraday Volatility Features
(
- Contribution to journal › Article
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Mark
Hyperparameter Optimization for Portfolio Selection
(
- Contribution to journal › Article