activity
20222026
most citedPortfolio Optimization based on Neural Networks Sensitivities from Assets Dynamics respect Common Drivers

9 citations · 14 across the 14 of their papers we have counts for

collaborators
Showing q-fin.STShow all

1 paper · 1 filter

q-fin.ST2022★ 2 cited

A Clustering Algorithm for Correlation Quickest Hub Discovery Mixing Time Evolution and Random Matrix Theory

Alejandro Rodriguez Dominguez, David Stynes

We present a geometric version of Quickest Change Detection (QCD) and Quickest Hub Discovery (QHD) tests in correlation structures that allows us to include and combine new informa…