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researcher

L. Nghiem

15 papers hereh-index 685 citations25 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author11
  • middle author2

Across the 15 of 15 papers where every author was matched, so the position is known.

fields
  • stat.ME11
  • cs.CY1
  • q-fin.ST1
  • stat.AP1
  • stat.ML1

identity via Semantic Scholar / OpenAlex

activity
20152024
most citedRisk-return relationship: An empirical study of different statistical methods for estimating the Capital Asset Pricing Models (CAPM) and the Fama-French model for large cap stocks

4 citations · 5 across the 15 of their papers we have counts for

collaborators
Showing stat.MLShow all

1 paper · 1 filter

stat.ML2017

Lagged Exact Bayesian Online Changepoint Detection with Parameter Estimation

Michael Byrd, Linh Nghiem, Jing Cao

Identifying changes in the generative process of sequential data, known as changepoint detection, has become an increasingly important topic for a wide variety of fields. A recentl…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.