FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES
DÖRING, L
HORVATH, B
TEICHMANN, J
International Journal of Theoretical and Applied Finance
volume 20
issue 03
1750013
(24 May 2017)
Clustering market regimes using the Wasserstein distance
Horvath, B
Issa, Z
Muguruza, A
The Journal of Computational Finance
(2024)
Large deviations-based upper bounds on the expected relative length of longest common subsequences
Hauser, R
Martínez, S
Matzinger, H
Advances in Applied Probability
volume 38
issue 3
827-852
(01 Sep 2006)
Inferring the Composition of a Trader Population in a Financial Market
Gupta, N
Hauser, R
Johnson, N
(06 Jun 2007)
Using Artificial Market Models to Forecast Financial Time-Series
Gupta, N
Hauser, R
Johnson, N
(15 Jun 2005)
Low-Rank Boolean Matrix Approximation by Integer Programming
Kovacs, R
Gunluk, O
Hauser, R
(13 Mar 2018)
MOSES: A Streaming Algorithm for Linear Dimensionality Reduction
Eftekhari, A
Hauser, R
Grammenos, A
(04 Jun 2018)
Robust Portfolio Optimisation with Specified Competitors
Simões, G
McDonald, M
Williams, S
Fenn, D
Hauser, R
(11 Jan 2017)
Optimal Trade Execution with Uncertain Volume Target
Vaes, J
Hauser, R
(28 Oct 2018)
Letter Change Bias and Local Uniqueness in Optimal Sequence Alignments
Hauser, R
Matzinger, H
(24 Apr 2013)