Konul Mustafayeva | DeepAI

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Featured Co-authors

Stephen Roberts
85 publications
Weining Wang
14 publications
Babak Mahdavi-Damghani
1 publication
Cristin Buescu
1 publication

research

∙ 05/20/2019

Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency Data

Estimating spot covariance is an important issue to study, especially wi...

0 Konul Mustafayeva, et al. ∙

research

∙ 12/26/2018

Portfolio Optimization for Cointelated Pairs: SDEs vs. Machine Learning

We investigate the problem of dynamic portfolio optimization in continuo...

0 Babak Mahdavi-Damghani, et al. ∙