2

Sparse mean-reverting portfolios via penalized likelihood optimization

Year:
2020
Language:
english
File:
PDF, 595 KB
english, 2020
6

Boosting as a kernel-based method

Year:
2019
Language:
english
File:
PDF, 799 KB
english, 2019
13

Estimating nuisance parameters in inverse problems

Year:
2012
Language:
english
File:
PDF, 809 KB
english, 2012
14

Variational Properties of Value Functions

Year:
2013
Language:
english
File:
PDF, 396 KB
english, 2013
20

An $\ell _{1}$-Laplace Robust Kalman Smoother

Year:
2011
Language:
english
File:
PDF, 857 KB
english, 2011