21 – 30 of 32
- show: 10
- |
- sort: year (new to old)
Close
Embed this list
<iframe src=" "
width=" "
height=" "
allowtransparency="true"
frameborder="0">
</iframe>
- 2016
-
Mark
Dynamic Portfolio Optimization Across Hidden Market Regimes
2016) SIAM Conference on Financial Mathematics and Engineering(
- Contribution to conference › Paper, not in proceeding
-
Mark
Detecting change points in VIX and S&P 500: A new approach to dynamic asset allocation
(
- Contribution to journal › Article
-
Mark
Practical Applications Summary: Regime-Based versus Static Asset Allocation: Letting the Data Speak
(
- Contribution to journal › Article
- 2015
-
Mark
Consumption management in the Nord Pool region: A stability analysis
(
- Contribution to journal › Article
-
Mark
Stylized facts of financial time series hidden Markov models with time varying parameters
2015) 22nd International Forecasting Financial Markets Conference(
- Contribution to conference › Paper, not in proceeding
-
Mark
Stylized Facts of Financial Time Series and Hidden Markov Models with Time-Varying Parameters
2015) 22nd International Conference on Forecasting Financial Markets(
- Contribution to conference › Paper, not in proceeding
-
Mark
Statistics for Finance
2015) In Chapman & Hall/CRC Texts in Statistical Science(
- Book/Report › Book
-
Mark
Deposition of Nutrients From Harmattan Dust in Ghana, West Africa
(
- Contribution to journal › Article
- 2012
-
Mark
Sediment and nutrient deposition in Lake Volta in Ghana due to Harmattan dust
(
- Contribution to journal › Article
-
Mark
Efficient Iterated Filtering
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding