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- 2018
-
Mark
Generalized sparse covariance-based estimation
(
- Contribution to journal › Article
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Mark
Hyperparameter Selection for Group-Sparse Regression: A Probabilistic Approach
(
- Contribution to journal › Article
-
Mark
Optimal adaptive sequential calibration of option models
(
- Chapter in Book/Report/Conference proceeding › Book chapter
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Mark
Dynamic portfolio optimization across hidden market regimes
(
- Contribution to journal › Article
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Mark
Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models
(
- Contribution to journal › Article
-
Mark
Multi-dimensional grid-less estimation of saturated signals
(
- Contribution to journal › Article
-
Mark
Practical Applications of Dynamic Allocation or Diversification: A Regime-Based Approach to Multiple Assets
(
- Contribution to journal › Article
-
Mark
Intelligent, Flexible production in an Energy System Dominated by Renewables.
(
- Chapter in Book/Report/Conference proceeding › Book chapter
-
Mark
A Diffusion Bridge Sampler for Drift- and Diffusion Dominated Models
2018) 10th Bachelier world congress(
- Contribution to conference › Paper, not in proceeding
-
Mark
Objective detection and time-frequency localization of components within transient signals
(
- Contribution to journal › Article