Classes
- Fundamentals of Mathematical ModellingNMFM310 | Faculty of Mathematics and Physics
- Statistics for Financial Mathematics 2NMFM332 | Faculty of Mathematics and Physics
- Introduction to R programmingNMSA230 | Faculty of Mathematics and Physics
- Statistical Project SeminarNMST551 | Faculty of Mathematics and Physics
- Advanced Statistical SeminarNMST611 | Faculty of Mathematics and Physics
Publications
- Bootstrapping Not Independent and Not Identically Distributed Data2022 | Faculty of Mathematics and Physics
- Infinitely stochastic micro reserving2021 | Faculty of Mathematics and Physics
- CHANGEPOINT ESTIMATION FOR DEPENDENT AND NON-STATIONARY PANELS2020 | Faculty of Mathematics and Physics
- Change-point detection in a linear model by adaptive fused quantile method2020 | Faculty of Mathematics and Physics
- Quantile LASSO with changepoints in panel data models applied to option pricing2020 | Faculty of Mathematics and Physics
- Detection of similar successive groups in a model with diverging number of variable groups2020 | Faculty of Mathematics and Physics
- Quantile LASSO in arbitrage-free option markets2020 | Faculty of Mathematics and Physics
- Implied Volatility Surface Estimation via Quantile Regularization2020 | Faculty of Mathematics and Physics
- Changepoint Detection by the Quantile LASSO Method2019 | Faculty of Mathematics and Physics
- Bootstrapping Nonparametric M-Smoothers with Independent Error Terms2018 | Faculty of Mathematics and Physics
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