Schneider, Paul
- Optimal Investment and Equilibrium Pricing under Ambiguity
2022/06/21 by Michail Anthropelos, Paul M. Schneider, Anthropelos, Michail +1 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · #Decision-Making and Behavioral Economics #Economic theories and models #FOS: Economics and business #Financial Markets and Investment Strategies #General Economics (econ.GN)
- Empirical asset pricing with nonlinear risk premia
2009/11/04 by Aleksandar Mijatovic, Aleksandar Mijatović, Mijatovic, Aleksandar +2 · 1 citation
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Risk and Volatility Modeling #Pricing of Securities (q-fin.PR) #Statistical Finance (q-fin.ST) #Stochastic processes and financial applications #q-fin.PR #q-fin.ST
- Adaptive joint distribution learning
2021/10/10 by Damir Filipović, Filipovic, Damir, Michael Multerer +3 · 2 citations
Computer Science · Mathematics · Physics and Astronomy · #62G07 #65D05 #65D15 #FOS: Computer and information sciences #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Model Reduction and Neural Networks #Numerical Analysis (math.NA) #Tensor decomposition and applications
- Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels
2024/10/29 by Damir Filipović, Filipovic, Damir, Paul Schneider +1 · 2 citations
Economics, Econometrics and Finance · #(primary) 62G05 (secondary) 62G20 #46E22 #46E40 #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Methodology (stat.ME) #Spatial and Panel Data Analysis #Statistical Finance (q-fin.ST)