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Ganna Marchenko
Publication Activity (10 Years)
Years Active: 2018-2020
Publications (10 Years): 2
Top Topics
Financial Time Series
Maximum Entropy
Biomedical Signals
Computationally Tractable
Top Venues
CoRR
SIAM J. Financial Math.
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Publications
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Illia Horenko
,
Ganna Marchenko
,
Patrick Gagliardini
On a computationally-scalable sparse formulation of the multidimensional and non-stationary maximum entropy principle.
CoRR
(2020)
Ganna Marchenko
,
Patrick Gagliardini
,
Illia Horenko
Towards a Computationally Tractable Maximum Entropy Principle for Nonstationary Financial Time Series.
SIAM J. Financial Math.
9 (4) (2018)