Details about Giovanni Montana

Access statistics for papers by Giovanni Montana.

Last updated 2021-09-03. Update your information in the RePEc Author Service.

Short-id: pmo385

Working Papers

2009

1. Dynamic modeling of mean-reverting spreads for statistical arbitrage
   Papers, arXiv.org View citations (6)
   See also Journal Article Dynamic modeling of mean-reverting spreads for statistical arbitrage, Computational Management Science, Springer (2011) View citations (17) (2011)

2007

2. Fast estimation of multivariate stochastic volatility
   Papers, arXiv.org
3. Flexible least squares for temporal data mining and statistical arbitrage
   Papers, arXiv.org View citations (14)

Journal Articles

2015

1. Classifier calibration using splined empirical probabilities in clinical risk prediction
   Health Care Management Science, 2015, 18, (2), 156-165
2. Predicting Response to Neoadjuvant Chemotherapy with PET Imaging Using Convolutional Neural Networks
   PLOS ONE, 2015, 10, (9), 1-18
3. Prediction of Outcome in Acute Lower Gastrointestinal Bleeding Using Gradient Boosting
   PLOS ONE, 2015, 10, (7), 1-14 View citations (2)

2014

4. A Bayesian mixture of lasso regressions with t-errors
   Computational Statistics & Data Analysis, 2014, 77, (C), 84-97 View citations (2)

2013

5. Pathways-Driven Sparse Regression Identifies Pathways and Genes Associated with High-Density Lipoprotein Cholesterol in Two Asian Cohorts
   PLOS Genetics, 2013, 9, (11), 1-28 View citations (1)
6. Random forests on distance matrices for imaging genetics studies
   Statistical Applications in Genetics and Molecular Biology, 2013, 12, (6), 757-786

2012

7. 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 View citations (1)

2011

8. Dynamic modeling of mean-reverting spreads for statistical arbitrage
   Computational Management Science, 2011, 8, (1), 23-49 View citations (17)
   See also Working Paper Dynamic modeling of mean-reverting spreads for statistical arbitrage, Papers (2009) View citations (6) (2009)

2009

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

2002

10. Small sets and Markov transition densities
    Stochastic Processes and their Applications, 2002, 99, (2), 177-194 View citations (2)