Pages that link to "Item:Q5249571"
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The following pages link to Statistics and Data Analysis for Financial Engineering (Q5249571):
Displaying 17 items.
- Learning discontinuous piecewise affine fitting functions using mixed integer programming over lattice (Q2046327) (← links)
- Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028) (← links)
- Some properties of portfolios constructed from principal components of asset returns (Q2103515) (← links)
- Quantifying the data-dredging bias in structural break tests (Q2122806) (← links)
- Visualization and statistical modeling of financial big data: double-log modeling with skew-symmetric error distributions (Q2329863) (← links)
- Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model (Q2633428) (← links)
- Financial risk modelling and portfolio optimization with R (Q2827013) (← links)
- Statistical Analysis of Financial Data in R (Q2849599) (← links)
- Statistics and Data Analysis for Financial Engineering (Q3060352) (← links)
- Statistical Methods for Financial Engineering (Q3101682) (← links)
- Constructing an optimal portfolio on the Bulgarian stock market using hybrid genetic algorithm for pre- and post-COVID-19 periods (Q5876830) (← links)
- Copula-Based Functional Bayes Classification With Principal Components and Partial Least Squares (Q6039858) (← links)
- Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA (Q6069877) (← links)
- On fair designs of c<scp>ross‐chain</scp> exchange for cryptocurrencies via Monte Carlo simulation (Q6077334) (← links)
- Pretest and shrinkage estimators for log-normal means (Q6138169) (← links)
- Regret-aversion over different maturities: application to energy futures markets (Q6594848) (← links)
- Constrained estimation for the binomial AR(1) model: on Bayesian approach (Q6667625) (← links)
