Beyond PCA for modeling financial time-series
- Dmitry Malioutov
- 2013
- GlobalSIP 2013
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17 results for Dmitry Malioutov
Equity factor analysis via column subset selection
- Christos Boutsidis
- Dmitry Malioutov
- 2013
- GlobalSIP 2013
Quantifying homologous proteins and proteoforms
- Dmitry Malioutov
- Tianchi Chen
- et al.
- 2019
- Molecular and Cellular Proteomics
Performance of natural language classifiers in a question-answering system
- R. Bakis
- D.P. Connors
- et al.
- 2017
- IBM J. Res. Dev
Approximating spectral sums of large-scale matrices using stochastic Chebyshev approximations
- Insu Han
- Dmitry Malioutov
- et al.
- 2017
- SIAM Journal on Scientific Computing
Covariance Matrix Estimation for Interest-Rate Risk Modeling via Smooth and Monotone Regularization
- Dmitry Malioutov
- Aycan A. Corum
- et al.
- 2016
- IEEE JSTSP
Smooth monotone covariance for elliptical distributions and applications in finance
- Xiaoping Zhou
- Dmitry Malioutov
- et al.
- 2014
- Quantitative Finance