Alexander Y. Shestopaloff
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Person:1631577
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 |
|---|---|---|
| Bayesian Partial Reduced-Rank Regression Journal of Computational and Graphical Statistics | 2026-02-25 | Paper |
| Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models Applied Mathematical Finance | 2026-01-20 | Paper |
| The good, the bad, and latency: exploratory trading on Bybit and Binance Quantitative Finance | 2025-08-26 | Paper |
| A Statistical Performance Analysis of Graph Clustering Algorithms Lecture Notes in Computer Science | 2023-03-09 | Paper |
| Fragmentation, price formation and cross-impact in bitcoin markets Applied Mathematical Finance | 2022-09-09 | Paper |
| Sampling latent states for high-dimensional non-linear state space models with the embedded HMM method Bayesian Analysis | 2018-12-06 | Paper |
| Sampling latent states for high-dimensional non-linear state space models with the embedded HMM method Bayesian Analysis | 2018-12-06 | Paper |
Research outcomes over time
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