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- 2016
-
Mark
Spatial size of waves
(
- Contribution to journal › Article
-
Mark
Detecting change points in VIX and S&P 500: A new approach to dynamic asset allocation
(
- Contribution to journal › Article
-
Mark
Efficient computation of the quasi likelihood function for discretely observed diffusion processes
(
- Contribution to journal › Article
-
Mark
Dynamic Portfolio Optimization Across Hidden Market Regimes
2016) SIAM Conference on Financial Mathematics and Engineering(
- Contribution to conference › Paper, not in proceeding
-
Mark
Parameter Estimation in Finance Using Radial Basis Function Methods
2016) SIAM Conference on Financial Mathematics and Engineering(
- Contribution to conference › Paper, not in proceeding
-
Mark
Antithetic sampling for sequential Monte Carlo methods with application to state-space models
(
- Contribution to journal › Article
-
Mark
An IV Test for a Unit Root in Generally Trending and Correlated Panels
(
- Contribution to journal › Article
-
Mark
Certain bivariate distributions and random processes connected with maxima and minima
2016) In Working Papers in Statistics(
- Working paper/Preprint › Working paper
-
Mark
On the functional Hodrick-Prescott Filter with non-compact operators
(
- Contribution to journal › Article
-
Mark
Conjugate priors for Gaussian emission plsa recommender systems
(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding