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About 11 results for "UCm09AZ_uJjixa3AC_LuX_Jw"

"Kalman Filtering with Applications in Finance" by Shengjie Xiu
The POP estimator for the degree of freedom parameter of multivariate t-distribution
"M-estimators of scatter with eigenvalue shrinkage" by Prof. Esa Ollila
Imputation of Time Series with Missing Values under Heavy-Tailed AR Model
Learning Graphs in Financial Markets
Plenary Talk: "Learning graphs of stocks: From iid to time-varying models"
"A Theoretical Basis for Practitioners 1/N and Long-only Quintile Portfolio" by Rui Zhou
Financial Engineering Playground: Signal Processing, Robust Estimation, Kalman, Optimization

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