4. Statistics
  5. Machine Learning

Giovanni Montana

Statistics – Machine Learning

Scientist

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Scientist

Dynamic modeling of mean-reverting spreads for statistical arbitrage

Economy – Quantitative Finance – Statistical Finance
Scientific paper

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Fast estimation of multivariate stochastic volatility

Economy – Quantitative Finance – Statistical Finance
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Fast Identification of Biological Pathways Associated with a Quantitative Trait Using Group Lasso with Overlaps

Statistics – Methodology
Scientific paper

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Flexible least squares for temporal data mining and statistical arbitrage

Economy – Quantitative Finance – Statistical Finance
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Functional modelling of microarray time series with covariate curves

Statistics – Methodology
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Profile ID: LFWR-SCP-P-216077

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