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
- Real-time changepoint detection in a nonlinear expectile model2023 | Faculty of Mathematics and Physics
- FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING2022 | Faculty of Mathematics and Physics
- Quantile LASSO with changepoints in panel data models applied to option pricing2020 | 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
- Discontinuities in Robust Nonparametric Regression Discontinuities in Robust Nonparametric Regression with Α-mixing Dependence2017 | Faculty of Mathematics and Physics
- Flexibility, robustness and discontinuity in nonparametric regression approachesPublication without faculty affiliation
- Investment disputes and their explicit role in option market uncertainty and overall risk instability2023 | Faculty of Mathematics and Physics
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