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12/16/2022
Some recent trends in embeddings of time series and dynamic networks
We give a review of some recent developments in embeddings of time serie...
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06/03/2021
Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian Correlations
It is well known that there are asymmetric dependence structures between...
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06/03/2021
Statistical embedding: Beyond principal components
There has been an intense recent activity in embedding of very high dime...
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09/20/2019
The Locally Gaussian Partial Correlation
It is well known that the dependence structure for jointly Gaussian vari...
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09/27/2018