Publication | Date of Publication | Type |
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Network-level traffic flow prediction: functional time series vs. functional neural network approach | 2024-04-15 | Paper |
Optimal Relative Performance Criteria in Mean-Field Contribution Games | 2024-03-01 | Paper |
Equilibria of time‐inconsistent stopping for one‐dimensional diffusion processes | 2024-01-31 | Paper |
Equilibrium concepts for time‐inconsistent stopping problems in continuous time | 2023-09-27 | Paper |
Autoregressive approximations to nonstationary time series with inference and applications | 2023-08-31 | Paper |
Relaxed Equilibria for Time-Inconsistent Markov Decision Processes | 2023-07-09 | Paper |
Stability of Equilibria in Time-Inconsistent Stopping Problems | 2023-04-26 | Paper |
Time Inconsistency, Precommitment, and Equilibrium Strategies for a Stackelberg Game | 2023-03-29 | Paper |
Short Communication: Stability of Time-Inconsistent Stopping for One-Dimensional Diffusions | 2023-01-04 | Paper |
Asymptotic analysis of synchrosqueezing transform -- toward statistical inference with nonlinear-type time-frequency analysis | 2022-12-08 | Paper |
Convergence rate of plugin estimates for functional parameters with applications to locally-stationary time-series | 2022-11-09 | Paper |
Convergence of Policy Improvement for Entropy-Regularized Stochastic Control Problems | 2022-09-15 | Paper |
Inference for Linear Models with Dependent Errors | 2022-07-11 | Paper |
Stability of Equilibria in Time-inconsistent Stopping Problems | 2022-05-17 | Paper |
A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria | 2022-04-01 | Paper |
Optimal bookmaking | 2021-11-05 | Paper |
Transport plans with domain constraints | 2021-08-11 | Paper |
Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time | 2021-07-15 | Paper |
Optimal equilibria for time‐inconsistent stopping problems in continuous time | 2021-03-23 | Paper |
Utility Maximization When Shorting American Options | 2021-03-11 | Paper |
Estimation and inference for precision matrices of nonstationary time series | 2020-12-14 | Paper |
Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time | 2020-11-19 | Paper |
Multiscale Linear-Quadratic Stochastic Optimal Control With Multiplicative Noise | 2020-11-18 | Paper |
Functional weak limit theorem for a local empirical process of non-stationary time series and its application | 2020-04-27 | Paper |
No-Arbitrage and Hedging with Liquid American Options | 2020-03-12 | Paper |
Statistical Inference for High Dimensional Panel Functional Time Series | 2020-03-12 | Paper |
Globally Optimal And Adaptive Short-Term Forecast of Locally Stationary Time Series And A Test for Its Stability | 2019-12-30 | Paper |
Time Consistent Stopping for the Mean-Standard Deviation Problem---The Discrete Time Case | 2019-11-22 | Paper |
Change Point Analysis of Correlation in Non-stationary Time Series | 2019-08-01 | Paper |
Inference for Non-Stationary Time Series Regression With or Without Inequality Constraints | 2019-06-12 | Paper |
A Mathematical Analysis of Technical Analysis | 2019-06-03 | Paper |
Simultaneous Inference of Linear Models with Time Varying Coefficients | 2019-04-30 | Paper |
State-domain Change Point Detection for Nonlinear Time Series Regression | 2019-04-24 | Paper |
Asymptotic analysis of synchrosqueezing transform -- toward statistical inference with nonlinear-type time-frequency analysis | 2019-04-20 | Paper |
The Optimal Equilibrium for Time-Inconsistent Stopping Problems---The Discrete-Time Case | 2019-02-19 | Paper |
On zero-sum optimal stopping games | 2018-12-10 | Paper |
Gradient-based structural change detection for nonstationary time series M-estimation | 2018-06-29 | Paper |
Simultaneous quantile inference for non-stationary long-memory time series | 2018-03-27 | Paper |
Optimal Equilibria for Time-Inconsistent Stopping Problems in Continuous Time | 2017-12-21 | Paper |
ON ARBITRAGE AND DUALITY UNDER MODEL UNCERTAINTY AND PORTFOLIO CONSTRAINTS | 2017-10-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q5368239 | 2017-10-20 | Paper |
SUPER-HEDGING AMERICAN OPTIONS WITH SEMI-STATIC TRADING STRATEGIES UNDER MODEL UNCERTAINTY | 2017-10-13 | Paper |
Long-Term Prediction Intervals of Time Series | 2017-07-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q5280017 | 2017-07-19 | Paper |
Reliable approximations of probability-constrained stochastic linear-quadratic control | 2017-06-02 | Paper |
On an Optimal Stopping Problem of an Insider | 2017-03-09 | Paper |
Arbitrage, hedging and utility maximization using semi-static trading strategies with American options | 2017-02-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q3180133 | 2017-01-06 | Paper |
On a stopping game in continuous time | 2016-05-27 | Paper |
A new two stage symmetric two-step method with vanished phase-lag and its first, second, third and fourth derivatives for the numerical solution of the radial Schrödinger equation | 2016-05-17 | Paper |
Multi-player stopping games in continuous time | 2015-09-14 | Paper |
Non-zero-sum stopping games in continuous time | 2015-08-17 | Paper |
On Hedging American Options under Model Uncertainty | 2015-06-26 | Paper |
On Controller-Stopper Problems with Jumps and Their Applications to Indifference Pricing of American Options | 2015-01-20 | Paper |
Measuring nonlinear dependence in time-series, a distance correlation approach | 2014-11-26 | Paper |
Dispersion and pollution of the cell-based smoothed radial point interpolation method (CS-RPIM) solution for the Helmholtz equation | 2014-10-16 | Paper |
Inference of weighted \(V\)-statistics for nonstationary time series and its applications | 2014-05-05 | Paper |
Nonparametric specification for non-stationary time series regression | 2014-04-10 | Paper |
Inference for non-stationary time-series autoregression | 2013-11-26 | Paper |
Heteroscedasticity and Autocorrelation Robust Structural Change Detection | 2013-08-07 | Paper |
On utility maximization with derivatives under model uncertainty | 2013-07-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q4900571 | 2013-01-24 | Paper |
Gaussian approximations for non-stationary multiple time series | 2011-10-21 | Paper |
On nonparametric prediction of linear processes | 2011-02-22 | Paper |
On linear models with long memory and heavy-tailed errors | 2011-01-14 | Paper |
Non-stationary structural model with time-varying demand elasticities | 2010-09-20 | Paper |
Nonparametric inference of quantile curves for nonstationary time series | 2010-08-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q3396956 | 2009-09-22 | Paper |
Local linear quantile estimation for nonstationary time series | 2009-08-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q5319927 | 2009-07-22 | Paper |