7 research outputs found
Topological Recognition of Critical Transitions in Time Series of Cryptocurrencies
- Author
- A K Jain
- Cham Springer
- D Cohen-Steiner
- Daniel Goldsmith
- F A Khasawneh
- F A Khasawneh
- F Chazal
- F Takens
- G Carlsson
- G Livan
- G Nicolis
- H Edelsbrunner
- H Holzmann
- J A Perea
- J A Perea
- J Berwald
- J Berwald
- J Chiu
- J Chu
- J Garland
- J Stark
- J.-C Gerlach
- L Catania
- L Catania
- L M Seversky
- M B Kennel
- M C M�nnix
- M Casdagli
- M Gidea
- M Gidea
- M Kozlowska
- M Kramar
- M R Muldoon
- M Scheffer
- M Scheffer
- Marian Gidea
- P Bubenik
- P Bubenik
- P Truong
- P Y Lum
- Pablo Roldan
- R J Adler
- S Chan
- S Dro? Zd? Z
- S V Gonchenko
- T Sauer
- V Dakos
- V Guttal
- V N Livina
- Yonah Shmalo
- Yuri A. Katz
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2018
- Field of study
Large Scale Covariance Estimates for Portfolio Selection
- Author
- A Kourtis
- A Lunde
- C Stein
- E Fama
- Francesco Lautizi
- G H Golub
- H M Markowitz
- H White
- J Fan
- J Lintner
- J Mossin
- J Y Campbell
- K Sheppard
- L R Haff
- M C M�nnix
- O Ledoit
- O Ledoit
- O Ledoit
- O Ledoit
- O Ledoit
- O Ledoit
- P Balduzzi
- P Dellacorte
- P R Hansen
- R C Green
- R Jagannathan
- R Kan
- R Litterman
- R O Michaud
- R Sullivan
- R Weigand
- Riskmetrics
- S A Ross
- V Demiguel
- V Demiguel
- W F Sharpe
- W F Sharpe
- W Hlawitschka
- Y Chen
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
Credit Risk Meets Random Matrices: Coping with Non-Stationary Asset Correlations
- Author
- Abel Elizalde
- Alexander F R Koivusalo
- Alexander J Mcneil
- Andreas MMhlbacher
- Bernaola-Galv�n
- Chetalova
- Christian Bluhm
- Christoph Rieke
- Darrell Duffie
- Darrell Duffie
- David Lando
- David X Li
- Di Gangi
- Dong-Ming Song
- Efraim Benmelech
- Eric Heitfield
- Fisher Black
- Francis A Longstaff
- Frederik Meudt
- G Schwert
- Georg Mainik
- J B Gao
- Jean-Philippe Bouchaud
- Joachim Sicking
- John C Hull
- John Wishart
- Jon P L Hatchett
- Kay Giesecke
- Kiyosi It�
- Laurent Laloux
- Leonidas Sandoval
- Lorenzo Giada
- Michael C M�nnix
- Michael C M�nnix
- Michel Crouhy
- Michele Tumminello
- Paul Glasserman
- Paul Glasserman
- Philipp J Sch�nbucher
- Philipp J Sch�nbucher
- Rainer Hegger
- Robb J Muirhead
- Robert C Merton
- Roger B Nelsen
- Royce K P Zia
- Royce K P Zia
- Rudi Sch�fer
- Rustam Ibragimov
- Sebastian Heise
- Sudheer Chava
- Szilard Pafka
- Thilo A Schmitt
- Thilo A Schmitt
- Thilo A Schmitt
- Thomas Guhr
- Thomas Guhr
- Tomasz R Bielecki
- Vasiliki Plerou
- Vasiliki Plerou
- Yahoo! Finance
- Yiting Zhang
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2018
- Field of study
Regularities and Irregularities in Order Flow Data
- Author
- A Andrei
- A Gareche
- A Thilo
- Alex Boulatov
- Anindya S Chakrabarti
- Bal�zs Szalkai
- Bruno Biais
- D Martin
- Doyne Farmer
- Eun Jung Lee
- Felix Patzelt
- Frederik Meudt
- J Peter
- Jean-Philippe Bouchaud
- Joel Hasbrouck
- Jonathan Brogaard
- Khalil Dayri
- Larry Harris
- Laszlo J Doyne Farmer
- M Sebastian
- Marc Potters
- Martin Theissen
- Nikolaus Hautsch
- Paolo Pasquariello
- Rama Cont
- Rudi Michael C M�nnix
- Ruihong Huang
- Sebastian Matthias Krause
- Shanshan Wang
- Szabolcs Mike
- Tarun Chordia
- Terrence Hendershott
- Thomas Guhr
- Yuriy Stepanov
- Zoltan Eisler
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study