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Application of filtering methods in asset pricing. (English) Zbl 1454.91313

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 2303-2321 (2021).
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Learning mixtures of linear regressions in subexponential time via Fourier moments. (English) Zbl 07298272

Makarychev, Konstantin (ed.) et al., Proceedings of the 52nd annual ACM SIGACT symposium on theory of computing, STOC ’20, Chicago, IL, USA, June 22–26, 2020. New York, NY: Association for Computing Machinery (ACM). 587-600 (2020).
MSC:  68Qxx
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A clustering-based multiobjective evolutionary algorithm for balancing exploration and exploitation. (English) Zbl 07239993

Pan, Linqiang (ed.) et al., Bio-inspired computing: theories and applications. 14th international conference, BIC-TA 2019, Zhengzhou, China, November 22–25, 2019. Revised selected papers. Part I. Singapore: Springer. Commun. Comput. Inf. Sci. 1159, 355-369 (2020).
MSC:  68Q07
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Toward an efficient computation of log-likelihood functions in statistical inference: overdispersed count data clustering. (English) Zbl 1434.62116

Bouguila, Nizar (ed.) et al., Mixture models and applications. Cham: Springer. Unsuperv. Semi-Superv. Learn., 155-176 (2020).
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