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- 2023
-
Mark
GENERALIZED INFORMATION CRITERIA FOR SPARSE STATISTICAL JUMP MODELS
2023) p.68-78(
- Chapter in Book/Report/Conference proceeding › Book chapter
-
Mark
What drives cryptocurrency returns? A sparse statistical jump model approach
2023) In Digital Finance(
- Contribution to journal › Article
- 2021
-
Mark
Feature selection in jump models
(
- Contribution to journal › Article
-
Mark
Dimensionality reduction in forecasting with temporal hierarchies
(
- Contribution to journal › Article
- 2020
-
Mark
Temporal hierarchies with autocorrelation for load forecasting
(
- Contribution to journal › Article