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20202025
most citedNon-Asymptotic Analysis of Stochastic Approximation Algorithms for Streaming Data

4 citations · 8 across the 9 of their papers we have counts for

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q-fin.CP2021

Predicting Risk-adjusted Returns using an Asset Independent Regime-switching Model

Nicklas Werge

Financial markets tend to switch between various market regimes over time, making stationarity-based models unsustainable. We construct a regime-switching model independent of asse…