Anshul Verma

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A memory-based method to select the number of relevant components in principal component analysis
Journal of Statistical Mechanics: Theory and Experiment
2020-11-08Paper
A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering
Quantitative Finance
2019-09-26Paper


Research outcomes over time


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