Matúš Maciak

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
Using interpolated implied volatility for analysing exogenous market changes Computational Management Science	2024-05-14	Paper
Real-time changepoint detection in a nonlinear expectile model Metrika	2024-04-15	Paper
Investment disputes and their explicit role in option market uncertainty and overall risk instability Computational Management Science	2023-12-14	Paper
FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING ASTIN Bulletin	2022-06-13	Paper
Infinitely stochastic micro reserving Insurance Mathematics & Economics	2021-10-19	Paper
Implied volatility surface estimation via quantile regularization Analytical Methods in Statistics	2020-12-18	Paper
Changepoint in dependent and non-stationary panels Statistical Papers	2020-11-02	Paper
Change-point detection in a linear model by adaptive fused quantile method Scandinavian Journal of Statistics	2020-09-08	Paper
Changepoint estimation for dependent and non-stationary panels. Applications of Mathematics	2020-07-02	Paper
Detection of similar successive groups in a model with diverging number of variable groups Sequential Analysis	2020-06-17	Paper
Changepoint detection by the quantile Lasso method Journal of Statistical Theory and Practice	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. Kybernetika	2019-03-01	Paper
Testing shape constraints in Lasso regularized joinpoint regression Analytical Methods in Statistics	2017-07-18	Paper
Discontinuities in robust nonparametric regression with \(\alpha\)-mixing dependence Journal of Nonparametric Statistics	2017-06-16	Paper
Regularization techniques in joinpoint regression Statistical Papers	2016-12-15	Paper

Research outcomes over time

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