Repository: Freie Universität Berlin, Math Department

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Number of items: 2.

2018

Marchenko, A. and Gagliardini, P. and Horenko, I. (2018) Toward a computationally-tractable maximum entropy principle for non-stationary financial time series. SIAM Journal of Financial Mathematics, 9 (4). pp. 1249-1285. ISSN 1945-497X

Pospisil, L. and Gagliardini, P. and Sawyer, W. and Horenko, I. (2018) On a scalable nonparametric denoising of time series signals. Communications in Applied Mathematics and Computational Science, 13 (1). pp. 107-138.

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