Christian Pigorsch

Available identifiers

zbMath Open pigorsch.christianMaRDI QIDQ302182

List of research outcomes

Publication	Date of Publication	Type
Improving image classification robustness using self-supervision	2024-05-27	Paper
Self-supervised learning for outlier detection	2024-05-21	Paper
A discrete-time model for daily S\&P500 returns and realized variations: jumps and leverage effects	2016-07-04	Paper
ESTIMATING RESIDUAL HEDGING RISK WITH LEAST-SQUARES MONTE CARLO	2015-01-21	Paper
An operational interpretation and existence of the Aumann-Serrano index of riskiness	2012-06-26	Paper
Volatility Estimation Based on High-Frequency Data	2012-01-10	Paper
On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes	2010-11-12	Paper
The Volatility of Realized Volatility	2008-11-19	Paper
An extended network model with a packet diffusion process	2002-07-31	Paper
Shocks in the asymmetric simple exclusion process in a discrete-time update	2001-08-07	Paper

Research outcomes over time

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