a year ago by Daniel P. Palomar
Mean and Covariance Matrix Estimation under Heavy Tails
a year ago by Daniel P. Palomar
Design of High-Order Portfolios Including Skewness and Kurtosis
3 years ago by Daniel P. Palomar
Imputation of Financial Time Series with Missing Values and/or Outliers
a year ago by Daniel P. Palomar
Modeling and Forecasting Financial Intraday Signals
2 years ago by Daniel P. Palomar
Automated Backtesting of Portfolios over Multiple Datasets
5 years ago by Daniel P. Palomar
Design of Portfolio of Stocks to Track an Index