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04/06/2021
Large factor model estimation by nuclear norm plus l_1 norm penalization
This paper provides a comprehensive estimation framework via nuclear nor...
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12/02/2019
Matrix sketching for supervised classification with imbalanced classes
Matrix sketching is a recently developed data compression technique. An ...
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09/24/2019
High-dimensional clustering via Random Projections
In this work, we address the unsupervised classification issue by exploi...
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05/07/2019
One-class classification with application to forensic analysis
The analysis of broken glass is forensically important to reconstruct th...
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03/01/2018
Exploring the relationship between money stock and GDP in the Euro Area via a bootstrap test for Granger-causality in the frequency domain
The question regarding the relationship between money stock and GDP in t...
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11/24/2017