Enrique ter Horst

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
A Bayesian time varying approach to risk neutral density estimation Journal of the Royal Statistical Society. Series A. Statistics in Society	2025-01-22	Paper
A framework for information synthesis into sentiment indicators using text mining methods Communications in Statistics: Theory and Methods	2022-08-01	Paper
A model-free, non-parametric method for density determination, with application to asset returns Physica A	2022-07-15	Paper
Multilayer network analysis of oil linkages Econometrics Journal	2022-06-22	Paper
Maximum entropy in the mean methods in propensity score matching for interval and noisy data Communications in Statistics: Theory and Methods	2022-05-17	Paper
Asset dependency structures and portfolio insurance strategies International Journal of Theoretical and Applied Finance	2021-08-24	Paper
Inferring probability densities from expert opinion Applied Mathematical Modelling	2020-01-15	Paper
Application of the method of maximum entropy in the mean to classification problems Physica A	2018-11-13	Paper
Numerical determination of hitting time distributions from their Laplace transforms: simple cases Physica A	2018-09-20	Paper
A relationship between the ordinary maximum entropy method and the method of maximum entropy in the mean Entropy	2016-06-15	Paper
A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities Bayesian Analysis	2016-04-22	Paper
A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities Bayesian Analysis	2016-04-22	Paper
Bayesian dynamic density estimation Bayesian Analysis	2016-02-16	Paper
Comment on article by Windle and Carvalho Bayesian Analysis	2015-12-21	Paper
Measuring expectations in options markets: an application to the S\&P500 index Quantitative Finance	2013-12-13	Paper
Stochastic volatility models including open, close, high and low prices Quantitative Finance	2012-06-26	Paper
Assessment and propagation of input uncertainty in tree-based option pricing models Applied Stochastic Models in Business and Industry	2011-02-22	Paper
Recovering decay rates from noisy measurements with maximum entropy in the mean Journal of Probability and Statistics	2010-12-01	Paper
Bayesian parameter inference for models of the Black and Scholes type Applied Stochastic Models in Business and Industry	2010-04-22	Paper

Research outcomes over time

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