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Middle censoring in the presence of covariates
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Stochastic Filtering Problem with Financial Application to High Frequency Trading
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Investigating optimal investment problems for portfolios of cointegrated assets, with transaction costs
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Topics on functional Ito calculus and multiscale stochastic volatility modeling
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Sequential Monte Carlo methods : applications to disease surveillance and fMRI data
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Contributions to Bayesian statistics : vector autoregressive time series, instrumental variables, recommendation systems
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Asymptotic Behavior of Worst Case Scenario Prices in Uncertain Volatility Models
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Semi-Parametric Mixed-Effects Models for the Analysis of QT intervals
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Mixture Tests with contributions to the analysis of times between events in a limit order book
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Diversification, Systemic Default and Regulation
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