المؤلفون: Hertz, John, Tyrcha, Joanna

مصطلحات موضوعية: Condensed Matter - Disordered Systems and Neural Networks

URL الوصول: http://arxiv.org/abs/2412.10094

المؤلفون: Alfelt, Gustav, 1985, Bodnar, Taras, Javed, Farrukh, Tyrcha, Joanna, 1956

المصدر: Journal of business & economic statistics. 41(3):833-845

مصطلحات موضوعية: Covariance targeting, High-dimensional data, Realized covariance matrix, Stock co-volatility, Time series matrix-variate model

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-207419
https://doi.org/10.1080/07350015.2022.2075370

المؤلفون: Bodnar, Taras, Lindholm, Mathias, Thorsén, Erik, Tyrcha, Joanna

المصدر: Computational Management Science. (18):299-324

مصطلحات موضوعية: Quantile-based return measure, VaR, CVaR, CVoR, Optimal portfolios, Elliptically contoured distributions

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-193040
https://doi.org/10.1007/s10287-021-00395-8

المؤلفون: Hertz, John, Tyrcha, Joanna, Correales, Alvaro

المصدر: Phys. Rev. E 98, 052403 (2018)

مصطلحات موضوعية: Physics - Biological Physics, Quantitative Biology - Molecular Networks, 92C42

URL الوصول: http://arxiv.org/abs/1808.05003

المؤلفون: Alfelt, Gustav, Bodnar, Taras, Tyrcha, Joanna

المصدر: Communications in Statistics - Theory and Methods. 49(20):5060-5090

مصطلحات موضوعية: Wishart autoregressive process, goodness-of-fit test, Bartlett decomposition, Wishart distribution, parameter uncertainty

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-170027
https://doi.org/10.1080/03610926.2019.1612917

المؤلفون: Wängberg, Tobias, Tyrcha, Joanna, 1956, Li, Chun-Biu

المصدر: BMC Bioinformatics. 23(1)

مصطلحات موضوعية: Data visualisation, Dimensionality reduction, Graph distance, Dimensionality reduction validation

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-212452
https://doi.org/10.1186/s12859-022-05028-8

المؤلفون: Battistin, Claudia, Hertz, John, Tyrcha, Joanna, Roudi, Yasser

مصطلحات موضوعية: Condensed Matter - Disordered Systems and Neural Networks, Condensed Matter - Statistical Mechanics, Physics - Data Analysis, Statistics and Probability

URL الوصول: http://arxiv.org/abs/1412.1727

المؤلفون: Tyrcha, Joanna, Hertz, John

المصدر: Math Biosci Eng (2014), 11(1):149-65

مصطلحات موضوعية: Condensed Matter - Disordered Systems and Neural Networks, Physics - Data Analysis, Statistics and Probability

URL الوصول: http://arxiv.org/abs/1301.7274

المؤلفون: Tyrcha, Joanna, Roudi, Yasser, Marsili, Matteo, Hertz, John

المصدر: J. Stat. Mech. (2013) P03005

مصطلحات موضوعية: Quantitative Biology - Quantitative Methods, Quantitative Biology - Neurons and Cognition

URL الوصول: http://arxiv.org/abs/1203.5673

المؤلفون: Hertz, John, Roudi, Yasser, Tyrcha, Joanna

مصطلحات موضوعية: Quantitative Biology - Quantitative Methods, Condensed Matter - Disordered Systems and Neural Networks

URL الوصول: http://arxiv.org/abs/1106.1752

المؤلفون: Roudi, Yasser, Tyrcha, Joanna, Hertz, John

المصدر: Phys. Rev. E 79, 051915, 2009

مصطلحات موضوعية: Quantitative Biology - Quantitative Methods, Condensed Matter - Disordered Systems and Neural Networks, Quantitative Biology - Neurons and Cognition

URL الوصول: http://arxiv.org/abs/0902.2885

المؤلفون: Jafari-Mamaghani, Mehrdad, Tyrcha, Joanna

المصدر: Entropy. 16(3):1743-1755

مصطلحات موضوعية: Granger causality, information theory, transfer entropy, multivariate distributions, power-law distributions

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-104001
https://doi.org/10.3390/e16031743

المؤلفون: Hertz, John A., Roudi, Yasser, Tyrcha, Joanna

المصدر: Principle of Neural Coding. :527-546

وصف الملف: electronic

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-74144
http://arxiv.org/abs/1106.1752
https://su.diva-portal.org/smash/get/diva2:506871/FULLTEXT01.pdf

المؤلفون: Alfelt, Gustav, Bodnar, Taras, Javed, Farrukh, Tyrcha, Joanna

مصطلحات موضوعية: ddc:330, C32, C55, C58, G17, Covariance targeting, High-dimensional data, Realized covariance matrix, Stock co-volatility, Time series matrix-variate model

Relation: Series: Working Paper; No. 1/2021; gbv-ppn:1767332149; http://hdl.handle.net/10419/244576; RePEc:hhs:oruesi:2021_001

الاتاحة: http://hdl.handle.net/10419/244576

المؤلفون: Bodnar, Taras, Mazur, Stepan, Podgórski, Krzysztof, Tyrcha, Joanna

مصطلحات موضوعية: ddc:330, C10, C44, tangency portfolio, singular Wishart distribution, singular covariance matrix, high-dimensional asymptotics, hypothesis testing

Relation: Series: Working Paper; No. 1/2018; http://hdl.handle.net/10419/244533; RePEc:hhs:oruesi:2018_001

الاتاحة: http://hdl.handle.net/10419/244533

المؤلفون: Wängberg, Tobias, Tyrcha, Joanna, Li, Chun-Biu

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::15cc424d20c3cfca0e0b1df4756c49d7

المؤلفون: Wängberg, Tobias, Tyrcha, Joanna, Li, Chun-Biu

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::24651e763aa932086d974d414bc0e7a2

المؤلفون: Roudi, Yasser, Tyrcha, Joanna, Hertz, John

المصدر: Roudi , Y , Tyrcha , J & Hertz , J 2009 , ' Fast and reliable methods for extracting functional connectivity in large populations ' , BMC Neuroscience , vol. 10, suppl 1 , pp. 09 . https://doi.org/10.1186/1471-2202-10-S1-O9

وصف الملف: application/pdf

الاتاحة: https://curis.ku.dk/portal/da/publications/fast-and-reliable-methods-for-extracting-functional-connectivity-in-large-populations(70b48790-149b-11df-803f-000ea68e967b).html
https://doi.org/10.1186/1471-2202-10-S1-O9
https://curis.ku.dk/ws/files/44137226/Fast_and_reliable_methods_for_extracting_functional.pdf

المؤلفون: Bodnar, Taras, Mazur, Stepan, 1988, Podgorski, Krzysztof, Tyrcha, Joanna

المصدر: Journal of Statistical Planning and Inference. 201:40-57

مصطلحات موضوعية: Tangency portfolio, singular Wishart distribution, singular covariance matrix, high-dimensional asymptotics, hypothesis testing

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-63498

المؤلفون: Lock, John G., Jafari-Mamaghani, Mehrdad, Shafqat-Abbasi, Hamdah, Gong, Xiaowei, Tyrcha, Joanna, Strömblad, Staffan

مصطلحات موضوعية: Medical and Health Sciences, Medicin och hälsovetenskap, Mathematics, Matematik

وصف الملف: application/pdf

Relation: PLOS ONE, 2014, 9:2, s. e90593-; info:eu-repo/grantAgreement/EC/FP7/HEALTH-F4-2010-258068; ISI:000332396200233

الاتاحة: http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-101587
https://doi.org/10.1371/journal.pone.0090593