| Publication | Date of Publication | Type |
|---|
Multiresolution approximation for volatility processes
Quantitative Finance | 2019-01-14 | Paper |
Sub-modular resolution analysis by network mixture models
Statistical Applications in Genetics and Molecular Biology | 2015-02-05 | Paper |
| Dynamic modularization assessment in affine protein interaction networks | 2011-12-19 | Paper |
Entropy embedding and fluctuation analysis in genomic manifolds
Communications in Nonlinear Science and Numerical Simulation | 2011-10-02 | Paper |
Gene feature interference deconvolution
Mathematical Biosciences | 2010-10-15 | Paper |
| scientific article; zbMATH DE number 5794257 (Why is no real title available?) | 2010-10-01 | Paper |
Dimensionality reduction and greedy learning of convoluted stochastic dynamics
Nonlinear Analysis. Real World Applications | 2009-03-24 | Paper |
| scientific article; zbMATH DE number 5504703 (Why is no real title available?) | 2009-02-09 | Paper |
Cascade systems de-noising and greedy calibrated approximation
Journal of Interdisciplinary Mathematics | 2008-11-10 | Paper |
Independent multiresolution component analysis and matching pursuit
Computational Statistics and Data Analysis | 2008-11-04 | Paper |
WAVELET TRANSFORMS FOR THE STATISTICAL ANALYSIS OF RETURNS GENERATING STOCHASTIC PROCESSES
International Journal of Theoretical and Applied Finance | 2008-09-03 | Paper |
| scientific article; zbMATH DE number 5278335 (Why is no real title available?) | 2008-05-23 | Paper |
| Multi-resolution properties of semi-parametric volatility models | 2008-05-14 | Paper |
| Nonlinear functional approximation of heterogeneous dynamics | 2007-06-26 | Paper |
FUNCTIONAL APPROXIMATION IN MULTISCALE COMPLEX SYSTEMS
Advances in Complex Systems | 2005-11-08 | Paper |
EXPLORING MULTI-RESOLUTION AND MULTI-SCALING VOLATILITY FEATURES
Fractals | 2005-10-04 | Paper |
Multiscale analysis of stock index return volatility
Computational Economics | 2004-08-06 | Paper |
Computationally Efficient Atomic Representations for Nonstationary Stochastic Processes
International Journal of Wavelets, Multiresolution and Information Processing | 2004-07-12 | Paper |
Functional approximation and estimation for latent variable systems
Numerical Mathematics and Advanced Applications | 2004-05-18 | Paper |
Empirical volatility analysis: Feature detection and signal extraction with function dictionaries
Physica A | 2003-02-05 | Paper |
Independent component analysis and resolution pursuit with wavelet and cosine packets
Neurocomputing | 2003-01-09 | Paper |
| scientific article; zbMATH DE number 1784956 (Why is no real title available?) | 2002-08-20 | Paper |
Statistical analysis of financial volatility by wavelet shrinkage
Methodology and Computing in Applied Probability | 2002-05-13 | Paper |
Robust control methods for on-line statistical learning.
EURASIP Journal on Applied Signal Processing | 2001-01-01 | Paper |
Neural networks and statistical inference: seeking robust and efficient learning
Computational Statistics and Data Analysis | 2000-06-04 | Paper |
| State-space stochastic volatility models: A review of estimation algorithms | 1999-09-15 | Paper |
