Matúš Maciak

Available identifiers

Publication	Date of Publication	Type
Using interpolated implied volatility for analysing exogenous market changes	2024-05-14	Paper
Real-time changepoint detection in a nonlinear expectile model	2024-04-15	Paper
Investment disputes and their explicit role in option market uncertainty and overall risk instability	2023-12-14	Paper
FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING	2022-06-13	Paper
Infinitely stochastic micro reserving	2021-10-19	Paper
Implied Volatility Surface Estimation via Quantile Regularization	2020-12-18	Paper
Changepoint in dependent and non-stationary panels	2020-11-02	Paper
Change‐point detection in a linear model by adaptive fused quantile method	2020-09-08	Paper
Changepoint estimation for dependent and non-stationary panels.	2020-07-02	Paper
Detection of similar successive groups in a model with diverging number of variable groups	2020-06-17	Paper
Changepoint detection by the quantile Lasso method	2020-02-24	Paper
Quantile LASSO with changepoints in panel data models applied to option pricing	2019-09-23	Paper
Linear trend filtering via adaptive Lasso	2019-06-14	Paper
Bootstrapping nonparametric M-smoothers with independent error terms	2019-06-12	Paper
Structural breaks in dependent, heteroscedastic, and extremal panel data	2019-03-01	Paper
Testing Shape Constraints in Lasso Regularized Joinpoint Regression	2017-07-18	Paper
Discontinuities in robust nonparametric regression with α-mixing dependence	2017-06-16	Paper
Regularization techniques in joinpoint regression	2016-12-15	Paper

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