Group by:

Date |

Item TypeNumber of items: **2**.

## Article

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.

This list was generated on **Sat Aug 10 18:38:42 2024 CEST**.