Ikuti
Pawel Polak
Judul
Dikutip oleh
Dikutip oleh
Tahun
COMFORT: A common market factor non-Gaussian returns model
MS Paolella, P Polak
Journal of Econometrics 187 (2), 593-605, 2015
402015
Regime Switching Dynamic Correlations for Asymmetric and Fat-Tailed Conditional Returns
MS Paolella, P Polak, PS Walker
Journal of Econometrics 213 (2), 493-515, 2019
322019
A Non-Elliptical Orthogonal GARCH Model for Portfolio Selection under Transaction Costs
MS Paolella, P Polak, PS Walker
Journal of Banking and Finance 125 (106046), 2021
292021
Musechat: A conversational music recommendation system for videos
Z Dong, X Liu, B Chen, P Polak, P Zhang
Proceedings of the IEEE/CVF Conference on Computer Vision and Pattern …, 2024
272024
ALRIGHT: Asymmetric LaRge-Scale (I) GARCH with hetero-tails
MS Paolella, P Polak
International Review of Economics & Finance 40, 282-297, 2015
262015
Heterogeneous Tail Generalized COMFORT Modeling via Cholesky Decomposition
J Naef, MS Paolella, P Polak
Journal of Multivariate Analysis 172, 84-106, 2019
182019
Portfolio Selection with Active Risk Monitoring
MS Paolella, P Polak
Swiss Finance Institute Research Paper 15 (17), 2015
152015
Real-Time Emotion Detection by Quantitative Facial Motion Analysis
JR Saadon, F Yang, R Burgert, S Mohammad, T Gammel, M Sepe, ...
Plos one 18 (3), e0282730, 2023
142023
COBra: Copula-Based Portfolio Optimization
MS Paolella, P Polak
Predictive Econometrics and Big Data, 36-77, 2018
112018
Density and Risk Prediction with Non-Gaussian COMFORT Models
MS Paolella, P Polak
82021
Dynamic currency hedging with non-Gaussianity and ambiguity
P Polak, U Ulrych
Quantitative Finance 24 (2), 305-327, 2024
62024
A unified framework for fast large-scale portfolio optimization
W Deng, P Polak, A Safikhani, R Shah
Data Science in Science 3 (1), 2295539, 2024
52024
Density and Risk Prediction with Non-Gaussian COMFORT Models
M Paolella, P Polak
Annals of Financial Economics 18 (1), 2023
52023
Face-GPS: A Comprehensive Technique for Quantifying Facial Muscle Dynamics in Videos
J Kim, Z Dong, P Polak
arXiv preprint arXiv:2401.05625, 2024
42024
Momentum Without Crashes
S Chitsiripanich, MS Paolella, P Polak, PS Walker
Swiss Finance Institute Research Paper, 2022
42022
CP-PINNs: Changepoints Detection in PDEs using Physics Informed Neural Networks with Total-Variation Penalty
Z Dong, P Polak
arXiv preprint arXiv:2208.08626, 2022
42022
Mapping the Invisible: Face-GPS for Facial Muscle Dynamics in Videos
Z Dong, J Kim, P Polak
2024 IEEE First International Conference on Artificial Intelligence for …, 2024
32024
High-Frequency Volatility Estimation with Fast Multiple Change Points Detection
G Balabhadra, EM Ainasse, P Polak
arXiv preprint arXiv:2303.10550, 2023
32023
Heterogeneous tail generalized common factor modeling
S Hediger, J Näf, MS Paolella, P Polak
Swiss Finance Institute Research Paper, 2021
32021
Dynamic Currency Hedging with Ambiguity
P Polak, U Ulrych
Swiss Finance Institute Research Paper Series, 2021
32021
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