3 citations · 3 across the 2 of their papers we have counts for
2 papers
econ.EM2023★ 3 cited
A Simple Method for Predicting Covariance Matrices of Financial Returns
Kasper Johansson, Mehmet Giray Ogut, Markus Pelger +2
We consider the well-studied problem of predicting the time-varying covariance matrix of a vector of financial returns. Popular methods range from simple predictors like rolling wi…
cs.CV2021
Unsupervised Discovery of the Long-Tail in Instance Segmentation Using Hierarchical Self-Supervision
Zhenzhen Weng, Mehmet Giray Ogut, Shai Limonchik +1
Instance segmentation is an active topic in computer vision that is usually solved by using supervised learning approaches over very large datasets composed of object level masks.…