lehalle's statistics [138 articles] Export

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	Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability) (v. 35) [My Copy] (17 July 2003) by Harold J. Kushner, George G. Yin posted to stochastic-calculus stochastic-algorithm statistics by lehalle on 2009-12-01 13:53:02 as
	Mixing: Properties and Examples (Lecture Notes in Statistics) [My Copy] (11 March 1994) by Paul Doukhan posted to statistics statistical-learning by lehalle on 2009-12-01 13:51:25 as
	Analysis of Time Series Structure: SSA and Related Techniques [My Copy] (23 January 2001) by Nina Golyandina, Vladimir Nekrutkin, Anatoly A. Zhigljavsky posted to timeseries statistics by lehalle on 2009-11-27 11:47:20 as
	A Wavelet Tour of Signal Processing, 3rd ed., Third Edition: The Sparse Way [My Copy] (25 December 2008) by Stephane Mallat posted to wavelets statistics signale-processing by lehalle on 2009-11-21 08:29:32 as along with 4 people sugarexpletive fjanoos tinagruening mdelbra
	Markov Random Field Modeling in Image Analysis (Advances in Pattern Recognition) [My Copy] (10 March 2009) by Stan Z. Li posted to statistics statistical-learning probability bayesian-statistics by lehalle on 2009-11-21 08:21:28 as along with 1 person cpsaltis
	Making Sense of Data II: A Practical Guide to Data Visualization, Advanced Data Mining Methods, and Applications [My Copy] (03 February 2009) by Glenn J. Myatt, Wayne P. Johnson posted to statistics data-visualization by lehalle on 2009-11-20 20:30:30 as
	Dirichlet processes, chinese restaurant processes and all that [My Copy] In NIPS 2005 (2005) by Michael I. Jordan posted to statistics statistical-learning bayesian-statistics by lehalle on 2009-11-18 22:11:03 as
	Ten Statisticians and Their Impacts for Psychologists [My Copy] Perspectives on Psychological Science, Vol. 4, No. 6. (2009), pp. 587-597. by Daniel B. Wright posted to statistics by lehalle on 2009-11-15 19:00:55 as along with 2 people hkreysa sfcheung
	Parameter Estimation for Multivariate Gamma Distributions. Application to image registration [My Copy] (September 2006) by F. Chatelain, J. Y. Tourneret, J. Inglada, A. Ferrari posted to statistics by lehalle on 2009-11-15 16:25:09 as
	A multivariate Gamma distribution and its characterizations [My Copy] (2006) by Mark Carpenter, Norou Diawara posted to statistics by lehalle on 2009-11-15 16:18:09 as
	On Bayesian Inference for Generalized Multivariate Gamma Distribution [My Copy] (27 November 2007) by Sourish Das, Dipak K. Dey posted to statistics by lehalle on 2009-11-15 16:14:16 as
	Remarks on a Multivariate Gamma Distribution [My Copy] The American Mathematical Monthly, Vol. 68, No. 4. (1961), pp. 342-346. by P. R. Krishnaiah, M. M. Rao posted to statistics by lehalle on 2009-11-15 16:08:32 as
	A note on characterizations of the bivariate gamma distribution [My Copy] Journal of Statistical Planning and Inference, Vol. 128, No. 1. (January 2005), pp. 259-269. by C. Chou posted to statistics by lehalle on 2009-11-15 16:06:11 as
	A form of multivariate gamma distribution [My Copy] Annals of the Institute of Statistical Mathematics, Vol. 44, No. 1. (1 March 1992), pp. 97-106. by A. M. Mathal, P. G. Moschopoulos posted to statistics by lehalle on 2009-11-15 15:58:06 as
	Bayesian inference for multivariate gamma distributions [My Copy] Statistics and Computing, Vol. 14, No. 3. (1 August 2004), pp. 223-233. by Efthymios G. Tsionas posted to statistics bayesian-statistics by lehalle on 2009-11-15 15:32:08 as
	Econophysics: Empirical facts and agent-based models [My Copy] (10 Sep 2009) by Anirban Chakraborti, Ioane M. Toke, Marco Patriarca, Frederic Abergel posted to statistics market-model by lehalle on 2009-11-09 17:16:14 as along with 1 person acrmartins
	Approximating a Diffusion by a Hidden Markov Model [My Copy] (1 Jun 2009) by Ioannis Kontoyiannis, Sean P. Meyn posted to stochastic-algorithm statistics by lehalle on 2009-11-01 07:54:52 as along with 1 person ansobol
	Markov Chains and Stochastic Stability (Cambridge Mathematical Library) [My Copy] (27 April 2009) by Sean Meyn, Richard L. Tweedie posted to stochastic-algorithm statistics by lehalle on 2009-11-01 07:42:26 as
	Stochastic Approximations and Differential Inclusions [My Copy] SIAM J. Control Optim., Vol. 44, No. 1. (2005), pp. 328-348. by Michel Benaïm, Josef Hofbauer, Sylvain Sorin posted to stochastic-algorithm statistics statistical-learning by lehalle on 2009-10-31 17:49:58 as
	Stochastic Approximations and Differential Inclusions, Part II: Applications [My Copy] Math. Oper. Res., Vol. 31, No. 4. (2006), pp. 673-695. by Michel Benaïm, Josef Hofbauer, Sylvain Sorin posted to stochastic-algorithm statistics statistical-learning by lehalle on 2009-10-31 17:49:17 as
	Dynamics of Stochastic Approximations [My Copy] Le Seminaire de Probabilites, Vol. 1709 (1999), pp. 1-68. by Michel Benaïm posted to stochastic-algorithm statistics statistical-learning by lehalle on 2009-10-31 17:48:16 as
	Sequences with low discrepancy. Generalization and application to Robbins-Monro algorithm [My Copy] Statistics, Vol. 21, No. 2. (1990), pp. 251-272. by Gilles Pagès, Bernard Lapeyre, K. Sab posted to stochastic-algorithm statistics robbins-monro by lehalle on 2009-10-31 15:06:09 as
	Econometric models of limit-order executions [My Copy] Journal of Financial Economics, Vol. 65, No. 1. (July 2002), pp. 31-71. by Andrew W. Lo, Craig MacKinlayb, June Zhan posted to statistics market-model algo-trading by lehalle on 2009-10-29 17:30:21 as
	Ten Years of General Statistical Analysis [My Copy] pp. 553-648. by Vyacheslav L. Girko posted to statistics by lehalle on 2009-10-29 13:10:53 as
	Some Hypothesis Tests for the Covariance Matrix When the Dimension Is Large Compared to the Sample Size [My Copy] The Annals of Statistics, Vol. 30, No. 4. (2002), pp. 1081-1102. by Olivier Ledoit, Michael Wolf posted to statistics hypothesis-testing covariance by lehalle on 2009-10-29 13:00:49 as
	Differential equation approximations for Markov chains [My Copy] Probablility Survey, Vol. 8 (2005) by Richard W. R. Darling, James R. Norris posted to stochastic-algorithm statistics probability markov_chain by lehalle on 2009-10-29 12:28:03 as
	A new algorithm for independent component analysis with or without constraints [My Copy] Sensor Array and Multichannel Signal Processing Workshop Proceedings, 2002 (02 April 2003), pp. 413-417. by Xuejun Liao, L. Carin posted to statistics statistical-learning compression by lehalle on 2009-10-29 07:55:21 as
	Independent component analysis: algorithms and applications [My Copy] Neural Networks, Vol. 13, No. 4-5. (June 2000), pp. 411-430. by A Hyvärinen, posted to statistics statistical-learning compression by lehalle on 2009-10-29 07:52:28 as along with 8 people mzabidi LSK dokooh flips Diego_Prada eyliu breuderink ganeshrnaik
	Making Markowitz's Portfolio Optimization Theory Practically Useful [My Copy] Social Science Research Network Working Paper Series (08 May 2006) by Zhidong Bai, Huixia Liu, Wing-Keung Wong posted to statistics portfolio_optimization finance by lehalle on 2009-10-29 07:02:23 as
	Special Invited Paper. Additive Logistic Regression: A Statistical View of Boosting [My Copy] The Annals of Statistics, Vol. 28, No. 2. (2000), pp. 337-374. by Jerome Friedman, Trevor Hastie, Robert Tibshirani posted to statistics statistical-learning by lehalle on 2009-10-29 06:48:54 as along with 2 people nmdang lisper
	Base-Invariance Implies Benford's Law [My Copy] Proceedings of the American Mathematical Society, Vol. 123, No. 3. (1995), pp. 887-895. by Theodore P. Hill posted to statistics probability by lehalle on 2009-10-28 19:49:32 as along with 1 person dir289
	Power-law distributions in empirical data [My Copy] SIAM Review, Vol. 51, No. 4. (2 Feb 2009), 661. by Aaron Clauset, Cosma R. Shalizi, M. E. J. Newman posted to statistics microstructure finance by lehalle on 2009-10-28 18:48:32 as along with 65 people and 2 groups lawraga ulmer aheineike danilov Diego_Prada kinop jaia jsaramak ccthomas vagoskar acrmartins krisl makrehchi jotwin quianominorleo akuhn arsyed coccoinomane janpaniev pawelsobko alexv Borelli tmarscha dpf garyfeng kubyaddi tnhh kaarsinogen dmeister ddahlem vtraag mattjb jfelipe yonyoni laurobeltrao mmcgloho galyardt gconaldi egh ansobol lfriedl jjray itmeson dumpa madhadron sdvillal bigbossman merazzle xpontus muraken sugarexpletive jaspervoskuilen tomhebbron gi0rgi0ne amoebe jasonn pprett AbnerCYH halukbingol anhlc stringertheory deanmalmgren jyew nazareno diamantis ReadingLab EntrepreneurialRisks
	The Capital Asset Pricing Model: Theory and Evidence [My Copy] Social Science Research Network Working Paper Series (16 September 2003) by Eugene F. Fama, Kenneth R. French posted to valuation statistics finance arbitrage by lehalle on 2009-10-28 17:18:20 as
	U-Statistics in Banach Spaces [My Copy] by Yu posted to statistics by lehalle on 2009-10-17 12:40:13 as
	Central Limit Theorem and the Bootstrap for U-Statistics of Strongly Mixing Data [My Copy] (December 2008) by Herold Dehling, Martion Wendler posted to variance statistics by lehalle on 2009-10-17 12:36:06 as
	Inequalities for the occurrence times of rare events in mixing processes. The state of the art. [My Copy] In in Mixing Processes. The State of the Art,” Markov Proc. Relat. Fields, Vol. 7 (2000) by Miguel Abadi, Antonio Galves, Dedicated To Joel Lebowitz posted to statistics probability by lehalle on 2009-09-09 20:09:49 as
	The Established Liquidity Fragmentation Affects all Investors [My Copy] NAVIGATING LIQUIDITY, Vol. 2 (March 2009) by Charles-Albert Lehalle, Romain Burgot posted to trading statistics microstructure by lehalle on 2009-08-25 13:30:38 as
	True Spreads Censored by Tick Size [My Copy] (February 2005) by Anthony Hall, Paul Kofman, James Mcculloch posted to trading statistics finance by lehalle on 2009-08-12 09:08:42 as
	Quantile regression, an introduction [My Copy] (December 2000) by Roger Koenker, Kevin F. Haallock posted to statistics by lehalle on 2009-08-07 21:00:42 as
	Optimal split of orders across liquidity pools: a stochatic algorithm approach [My Copy] (2009) by Gilles Pagès, Sophie Laruelle, Charles-Albert Lehalle posted to control statistical-learning statistics trading by lehalle on 2009-07-16 11:31:39 as
	On the language of taxonomy: an outline of a thermostatistical theory of systems of categories with Willis (natural) structure [My Copy] In Symposium on Information Theory, London (September 1955), pp. 135-145. by B. Mandelbrot posted to benford complexity fractal statistics by lehalle on 2009-07-16 01:16:48 as
	Measuring and Modeling Execution Cost and Risk [My Copy] Social Science Research Network Working Paper Series (03 November 2008) by Robert F. Engle, Robert Ferstenberg, Jeffrey R. Russell posted to performance statistics trading by lehalle on 2009-04-20 09:51:36 as along with 1 person volrider
	Adaptive Observers and Parametric Identification for Systems in Non-canonical Adaptive Observer Form [My Copy] (16 Mar 2009) by Ivan Y. Tyukin, Erik Steur, Henk Nijmeijer, Cees van Leeuwen posted to estimation statistics by lehalle on 2009-03-16 20:39:29 as
	Large deviations for singular and degenerate diffusion models in adaptive evolution [My Copy] (13 Mar 2009) by Nicolas Champagnat posted to evolution genetical-algorithm probability statistics by lehalle on 2009-03-16 20:39:00 as
	A Stochastic Model for Order Book Dynamics [My Copy] Social Science Research Network Working Paper Series (26 September 2008) by Rama Cont, Sasha Stoikov, Rishi Talreja posted to simulation statistics trading by lehalle on 2009-01-21 08:05:17 as
	Density Estimation of Censored Data with Infinite-Order Kernels [My Copy] (25 Apr 2007) by Arthur Berg, Dimitris N. Politis posted to censored-statistics statistics by lehalle on 2009-01-16 15:21:12 as
	Efficient Mean Estimation in Lognormal Linear Models [My Copy] Journal of Statistical Planning and Inference, Vol. 138 (2008), pp. 552-567. by Shen Haipeng, Zhu Zhengyuan posted to statistics by lehalle on 2009-01-16 15:16:25 as
	Comparison of presmoothing methods in kernel density estimation under censoring [My Copy] (2006) by M. A. Jacome, I. Gijbels, R. Cao posted to censored-statistics statistics by lehalle on 2009-01-16 15:11:50 as
	Statistical Arbitrage in the U.S. Equities Market [My Copy] Social Science Research Network Working Paper Series (30 June 2008) by Marco Avellaneda, Jeong-Hyun Lee posted to arbitrage statistics trading by lehalle on 2009-01-04 17:00:29 as
	Cointegration: an overview [My Copy] (November 2004) by Soren Johansen posted to statistics by lehalle on 2009-01-02 11:47:11 as

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finance	161
statistics	138
stochastic-calculus	58
microstructure	35
trading	34
ref	29
control	27
optimization	22
marketing	19
concurrence	19
statistical-learning	19
probability	17
market-impact	15
portfolio	15
volatility	14
high-frequency	13
stochastic-algorithm	13
optimal-trading	10
mathematics	9
stochastic-control	8
em-algorithm	8
algo-trading	7
econometry	6
hedge	6
arbitrage	6
ann	5
mathematical-statistics	5
estimation	5
quantitative-trading	5
omega	4
funds	4
order-book	4
ratio	4
volumes	4
correlations	4
market-model	4
programming	4
kernel	4
monitoring	4
cds	3
science	3
dimension-reduction	3
credit	3
computer-science	3
bayesian-statistics	3
algorithm	3
tca	3
market-making	3
large-deviations	2
random-matrix	2
copula	2
compression	2
pde	2
censored-statistics	2
economy	2
problem-solving	2
distribution	2
legal	2
dynamical-systems	2
pricing	2
fractal	2
jump	2
ensae	2
risk	2
cours	2
innovation	2
valuation	2
diagnosis	2
hypothesis-testing	2
rules	2
smart-order-routing	1
derivatives	1
density	1
data-visualization	1
simple	1
covariance	1
interest-rate	1
capm	1
numerical-computations	1
combinatorial-geometry	1
signale-processing	1
genetical-algorithm	1
timeseries	1
yield	1
benford	1
wavelets	1
vibrations	1
evolution	1
measure	1
dynamic-programming	1
functional-programming	1
spectral-decomposition	1
estimator	1
student	1
fun	1
robbins-monro	1
automotive	1
variance	1
tex	1
noise	1
brownian-motion	1
akaike	1
aerospace	1
multiscale-analysis	1
game-theory	1
value	1
options_pricing	1
complexity	1
detection	1
logic	1
credit_default_swap	1
simulation	1
publications	1
semidefinite-programming	1
risk-neutral	1
threshold-crossing	1
portfolio_optimization	1
performance	1
at	1
markov_chain	1
matlab	1
basket	1

lehalle's statistics [138 articles] Export

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