Journal Paper

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Year Paper Title
2019 Investing with cryptocurrencies -A liquidity constrained investment approach., Journal Of Financial Econometrics, vol. 19, 11, pp. 1817-1837, 2019
2019 Model-driven statistical arbitrage on LETF option markets, Quantitative Finance, 2019
2019 Towards the interpretation of time-varying regularization parameters in streaming penalized regression models, Pattern Recognition Letters, vol. 125, 1, pp. 542-548, 2019
2019 Forecasting in Blockchain-based Local Energy Markets, Energies , vol. 12, 14, pp. 2718-, 2019
2019 Modelling Industry Interdependency Dynamics in a Network Context, Studies in Economics and Finance, Studies in Economics and Finance, Studies in Economics and Finance, 2019
2019 Risk-Constrained Kelly Portfolio under alpha stable laws, Computational Economics, pp. 1-26, 2019
2019 Data Driven Value-at-Risk Forecasting using a SVR-GARCH-KDE Hybrid, CompStat Data Analysis, vol. 2018, 001, 2019
2019 DSLM: a decentralized search for large and mobile networks., The Journal of Supercomputing, vol. 74(2), pp. 738-767, 2019
2019 Facilitating apps recommendation in Google Play., The Electronic Library, vol. 36, pp. 5-, 2019
2019 Yeh, Yin-Hua and Chen-Chieh Liao, The Effect of Estate Tax Change on the Controlling Shareholding Structure and Corporate Value of Family Firms, Corporate Governance: An International Review, vol. 27 (1), 33-44, 2019