Quantitative Risk Solutions Lab

Title:   Statistical Causality for Multivariate Non-Linear Time Series via Gaussian Process Models

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Title:   Non-Parameteric Gaussian Process Vector Valued Time Series Models and Testing for Causality

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Title:   Part A: Copula Decompositions via a Tensor Approximation of Generalized Correlated Diffusions 

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Preprint [SSRN]

Title:     Part B: Evaluating Concordance Measures via a Tensor Approximation of Generalized Correlated Diffusions

Preprint [SSRN] and [arXiv]

Title:   Sensor Network Based Precision Agriculture: Obtaining Optimal Environmental Schedules for Agaricus Bisporus Production via Variable Domain Functional Regression

Preprint [SSRN]

Title:   Tensor Approximation of Generalized Correlated Diffusions and Functional Copula Operators 

Preprint [SSRN] and [arXiv: 1502.06349]

Title:     Spectral characterization of the family of alpha-Stable processes that generalize Gaussian process models

Preprint [SSRN]

Title:   Ecological non-linear state space model selection via adaptive particle Markov chain Monte Carlo (AdPMCMC)

Preprint [SSRN] and [arXiv:1005.2238v1]