Foundations of Bayesian Inference for Complex Statistical Models
Nickl, R
Rousseau, J
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
(07 Apr 2015)
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
(18 Feb 2023)
OFTER: An Online Pipeline for Time Series Forecasting
Michael, N
Cucuringu, M
Howison, S
OFTER: An Online Pipeline for Time Series Forecasting
Michael, N
Cucuringu, M
Howison, S
(07 Apr 2023)
The Good, the Bad, and Latency: Exploratory Trading on Bybit and Binance
Albers, J
Cucuringu, M
Howison, S
Shestopaloff, A
The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method
Bouchard-Côté, A
Vollmer, S
Doucet, A
(08 Oct 2015)