Portfolio optimization using cellwise robust association measures and clustering methods with application to highly volatile markets EJ Menvouta, S Serneels, T Verdonck The Journal of Finance and Data Science 9, 100097, 2023 | 7 | 2023 |
direpack: A Python 3 package for state-of-the-art statistical dimensionality reduction methods EJ Menvouta, S Serneels, T Verdonck SoftwareX 21, 101282, 2023 | 5 | 2023 |
Sparse dimension reduction based on energy and ball statistics EJ Menvouta, S Serneels, T Verdonck Advances in Data Analysis and Classification, 1-25, 2022 | 4 | 2022 |
Practicable optimization for portfolios that contain nonfungible tokens EJ Menvouta, S Serneels, T Verdonck Finance Research Letters 55, 103969, 2023 | 3 | 2023 |
mCube: Multinomial Micro-level reserving Model EJ Menvouta, J Ponnet, R Van Oirbeek, T Verdonck arXiv preprint arXiv:2212.00101, 2022 | 1 | 2022 |
direpack: A Python 3 package for state-of-the-art statistical dimension reduction methods EJ Menvouta, S Serneels, T Verdonck arXiv preprint arXiv:2006.01635, 2020 | 1 | 2020 |