76 citations · 122 across the 24 of their papers we have counts for
16 papers · 1 filter
Complexity-based Financial Stress Evaluation
Hongjian Xiao, Yao Lei Xu, Danilo P. Mandic
Financial markets typically exhibit dynamically complex properties as they undergo continuous interactions with economic and environmental factors. The Efficient Market Hypothesis…
Bayesian autoregressive spectral estimation
Alejandro Cuevas, Sebastián López, Danilo Mandic +1
Autoregressive (AR) time series models are widely used in parametric spectral estimation (SE), where the power spectral density (PSD) of the time series is approximated by that of…
A Probabilistic Spectral Analysis of Multivariate Real-Valued Nonstationary Signals
Bruno Scalzo, Ljubisa Stankovic, Danilo P. Mandic
A class of multivariate spectral representations for real-valued nonstationary random variables is introduced, which is characterised by a general complex Gaussian distribution. In…
Methods of Adaptive Signal Processing on Graphs Using Vertex-Time Autoregressive Models
Thiernithi Variddhisai, Danilo Mandic
The concept of a random process has been recently extended to graph signals, whereby random graph processes are a class of multivariate stochastic processes whose coefficients are…
Graph Theory and Metro Traffic Modelling
Bruno Scalzo Dees, Anthony G. Constantinides, Danilo P. Mandic
In this article we demonstrate how graph theory can be used to identify those stations in the London underground network which have the greatest influence on the functionality of t…
A Statistically Identifiable Model for Tensor-Valued Gaussian Random Variables
Bruno Scalzo Dees, Anh-Huy Phan, Danilo P. Mandic
Real-world signals typically span across multiple dimensions, that is, they naturally reside on multi-way data structures referred to as tensors. In contrast to standard ``flat-vie…