44 citations · 44 across the 3 of their papers we have counts for
3 papers
cs.LG2025
Realized Volatility Forecasting for New Issues and Spin-Offs using Multi-Source Transfer Learning
Andreas Teller, Uta Pigorsch, Christian Pigorsch
Forecasting the volatility of financial assets is essential for various financial applications. This paper addresses the challenging task of forecasting the volatility of financial…
cs.LG2021
Out-of-Distribution Detection Using Outlier Detection Methods
Jan Diers, Christian Pigorsch
Out-of-distribution detection (OOD) deals with anomalous input to neural networks. In the past, specialized methods have been proposed to reject predictions on anomalous input. Sim…
math.ST2009★ 44 cited
On the definition, stationary distribution and second order structure of positive semidefinite Ornstein--Uhlenbeck type processes
Christian Pigorsch, Robert Stelzer
Several important properties of positive semidefinite processes of Ornstein--Uhlenbeck type are analysed. It is shown that linear operators of the form $X\mapsto AX+XA^{\mathrm{T}}…