Majnu John

MaRDI QIDQ1020094zbMATH OpenFDO

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!

Publication	Date of Publication	Type
Arbitrage-free pricing with diffusion-dependent jumps Journal of Stochastic Analysis	2026-02-10	Paper
A jump-diffusion process for asset price with non-independent jumps Journal of Stochastic Analysis	2025-09-30	Paper
Dynamic correlation estimators for bivariate Brownian and geometric Brownian motions Journal of Stochastic Analysis	2025-09-30	Paper
Calculating infinitesimal generators Journal of Stochastic Analysis	2025-09-30	Paper
Potential application of elastic nets for shared polygenicity detection with adapted threshold selection The International Journal of Biostatistics	2024-11-12	Paper
A few theoretical results for Laplace and arctan penalized ordinary least squares linear regression estimators Communications in Statistics. Theory and Methods	2024-07-16	Paper
A simple illustration of interleaved learning using Kalman filter for linear least squares Results in Applied Mathematics	2024-01-11	Paper
Confidence intervals for finite difference solutions Communications in Statistics. Simulation and Computation	2022-06-29	Paper
On two recent nonconvex penalties for regularization in machine learning Results in Applied Mathematics	2022-05-31	Paper
Weak-consistent dynamic correlation estimators for Brownian motion pairs and for Geometric Brownian motion pairs	2020-06-10	Paper
Confidence Intervals for Finite Difference Solutions (available as arXiv preprint)	2017-01-19	Paper
A data-adaptive methodology for finding an optimal weighted generalized Mann-Whitney-Wilcoxon statistic Computational Statistics and Data Analysis	2009-05-29	Paper

Research outcomes over time

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