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 memory-based method to select the number of relevant components in principal component analysis Journal of Statistical Mechanics: Theory and Experiment | 2020-11-08 | Paper |
| A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering Quantitative Finance | 2019-09-26 | Paper |
Research outcomes over time
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