Author of the publication

Forecasting High-Frequency Futures Returns Using Online Langevin Dynamics.

, , and . J. Sel. Topics Signal Processing, 6 (4): 366-380 (2012)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Sparse structure inference for group and network tracking., , , and . FUSION, page 1208-1214. IEEE, (2016)Blind model-based fusion of multi-band and panchromatic images., , , , and . MFI, page 21-25. IEEE, (2016)Bayesian hierarchical models and inference for musical audio processing., , and . ISWPC, page 278-282. IEEE, (2008)Sequential Inference Methods for Non-Homogeneous Poisson Processes with State-Space Prior., and . ICASSP, page 2856-2860. IEEE, (2018)Approximate simulation of linear continuous time models driven by asymmetric stable Lévy processes., and . ICASSP, page 4676-4680. IEEE, (2017)Particle filtering with progressive Gaussian approximations to the optimal importance density., and . CAMSAP, page 360-363. IEEE, (2013)On Destination Prediction Based on Markov Bridging Distributions., , , , , and . IEEE Signal Process. Lett., 26 (11): 1663-1667 (2019)Bayesian Intent Prediction for Fast Maneuvering Objects using Variable Rate Particle Filters., , , and . MLSP, page 1-6. IEEE, (2019)Optimum Kernel Particle Filter for Asymmetric Laplace Noise in Multivariate Models., and . FUSION, page 1-4. IEEE, (2020)Models and Algorithms for Tracking of Maneuvering Objects Using Variable Rate Particle Filters., , , and . Proc. IEEE, 95 (5): 925-952 (2007)