papers
Publications (6)
q-fin.PM2008
Hedging strategies and minimal variance portfolios for European and exotic options in a Levy market
Wing Yan Yip, Sofia Olhede, David Stephens
stat.ME2012
A Bayesian Model of NMR Spectra for the Deconvolution and Quantification of Metabolites in Complex Biological Mixtures
William Astle, Maria De Iorio, Sylvia Richardson +2
math.ST2013
The Propensity Score Estimation in the Presence of Length-biased Sampling: A Nonparametric Adjustment Approach
Ashkan Ertefaie, Masoud Asgharian, David Stephens
cs.LG2018
Modeling disease progression in longitudinal EHR data using continuous-time hidden Markov models
Aman Verma, Guido Powell, Yu Luo +2
stat.ME2015
Variable Selection in Causal Inference using a Simultaneous Penalization Method
Ashkan Ertefaie, Masoud Asgharian, David Stephens
math.PR2007
The Explicit Chaotic Representation of the powers of increments of Levy Processes
Wing Yan Yip, David Stephens, Sofia Olhede