1 citations · 1 across the 2 of their papers we have counts for
3 papers
math.ST2024★ 1 cited
The Quadratic Optimization Bias Of Large Covariance Matrices
Hubeyb Gurdogan, Alex Shkolnik
We describe a puzzle involving the interactions between an optimization of a multivariate quadratic function and a "plug-in" estimator of a spiked covariance matrix. When the large…
q-fin.CP2021
Multi Anchor Point Shrinkage for the Sample Covariance Matrix (Extended Version)
Hubeyb Gurdogan, Alec Kercheval
Portfolio managers faced with limited sample sizes must use factor models to estimate the covariance matrix of a high-dimensional returns vector. For the simplest one-factor market…
math.AG2017
A polynomial invariant for plane curve complements: Krammer polynomials
Mehmet Emin Aktas, Serdar Cellat, Hubeyb Gurdogan
We use the Krammer representation of the braid group in Libgober's invariant and construct a new multivariate polynomial invariant for curve complements: Krammer polynomial. We sho…