Topological data analysis of contagion maps for examining spreading processes on networks
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Projection estimators for autoregressive panel data models
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Windmeijer, F
Econometrics Journal
volume 5
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457-479
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Foundations of Bayesian Inference for Complex Statistical Models
Nickl, R
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van der Vaart, A
Oberwolfach Reports
volume 18
issue 2
1191-1208
(24 Aug 2022)
ADM-CLE approach for detecting slow variables in continuous time Markov chains and dynamic data
Cucuringu, M
Erban, R
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Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets
Albers, J
Cucuringu, M
Howison, S
Shestopaloff, A
(22 Aug 2021)
Volatility forecasting with machine learning and intraday commonality
Zhang, C
Zhang, Y
Cucuringu, M
Qian, Z
(08 Feb 2022)
Option Volume Imbalance as a predictor for equity market returns
Michael, N
Cucuringu, M
Howison, S
(23 Jan 2022)
Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets
Lu, Y
Reinert, G
Cucuringu, M
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OFTER: An Online Pipeline for Time Series Forecasting
Michael, N
Cucuringu, M
Howison, S
OFTER: An Online Pipeline for Time Series Forecasting
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Cucuringu, M
Howison, S
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