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- 2021
-
Mark
Feature selection in jump models
(
- Contribution to journal › Article
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Mark
Dimensionality reduction in forecasting with temporal hierarchies
(
- Contribution to journal › Article
-
Mark
Heat load forecasting using adaptive temporal hierarchies
(
- Contribution to journal › Article
- 2020
-
Mark
Learning hidden Markov models with persistent states by penalizing jumps
(
- Contribution to journal › Article
-
Mark
Hyperparameter Optimization for Portfolio Selection
(
- Contribution to journal › Article
-
Mark
Greedy Online Classification of Persistent Market States Using Realized Intraday Volatility Features
(
- Contribution to journal › Article
-
Mark
Temporal hierarchies with autocorrelation for load forecasting
(
- Contribution to journal › Article
- 2019
-
Mark
Multi-period portfolio selection with drawdown control
(
- Contribution to journal › Article
-
Mark
Temporal hierarchies with autocorrelation for load forecasting
2019) International Symposium on Forecasting, 2019(
- Contribution to conference › Abstract
- 2018
-
Mark
Dynamic portfolio optimization across hidden market regimes
(
- Contribution to journal › Article