Michael Muma

1. The Terminating-Knockoff Filter: Fast High-Dimensional Variable Selection with False Discovery Rate Control
   2021/10/12 by Jasin Machkour, Michael Muma, Machkour, Jasin +3 · 1 citation
   Biochemistry, Genetics and Molecular Biology · Decision Sciences · Mathematics · #Advanced Statistical Methods and Models #Advanced Statistical Process Monitoring #FOS: Computer and information sciences #FOS: Electrical engineering #FOS: Mathematics #Gene expression and cancer classification #Genetic and phenotypic traits in livestock #Machine Learning (stat.ML) #Methodology (stat.ME) #Signal Processing (eess.SP) #Statistical Methods and Inference #Statistical Methods in Clinical Trials #Statistics Theory (math.ST) #electronic engineering #information engineering
2. FDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking
   2024/01/26 by Jasin Machkour, Machkour, Jasin, Daniel P. Palomar +3 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Methodology (stat.ME) #Portfolio Management (q-fin.PM) #Risk and Portfolio Optimization #Stochastic processes and financial applications