EconPapers    
Economics at your fingertips  
 

Details about Giovanni Montana

E-mail:
Homepage:http://www2.imperial.ac.uk/~gmontana/
Workplace:Imperial College Mathematics Department

Access statistics for papers by Giovanni Montana.

Last updated 2013-12-07. Update your information in the RePEc Author Service.

Short-id: pmo385


Jump to Journal Articles

Working Papers

2009

  1. Dynamic modeling of mean-reverting spreads for statistical arbitrage
    Papers, arXiv.org Downloads View citations (4)
    See also Journal Article in Computational Management Science (2011)

2007

  1. Fast estimation of multivariate stochastic volatility
    Papers, arXiv.org Downloads
  2. Flexible least squares for temporal data mining and statistical arbitrage
    Papers, arXiv.org Downloads View citations (11)

Journal Articles

2013

  1. Random forests on distance matrices for imaging genetics studies
    Statistical Applications in Genetics and Molecular Biology, 2013, 12, (6), 757-786 Downloads

2012

  1. Fast Identification of Biological Pathways Associated with a Quantitative Trait Using Group Lasso with Overlaps
    Statistical Applications in Genetics and Molecular Biology, 2012, 11, (1), 1-43 Downloads View citations (1)

2011

  1. Dynamic modeling of mean-reverting spreads for statistical arbitrage
    Computational Management Science, 2011, 8, (1), 23-49 Downloads View citations (10)
    See also Working Paper (2009)

2009

  1. Functional modelling of microarray time series with covariate curves
    Statistica, 2009, 69, (2), 159-186

2002

  1. Small sets and Markov transition densities
    Stochastic Processes and their Applications, 2002, 99, (2), 177-194 Downloads View citations (1)
 
Page updated 2019-05-21