Gregor Lenhard

Publication Activity (10 Years)

Years Active: 2022-2022
Publications (10 Years): 2

Top Topics

Covariance Matrix

Top Venues

Publications

Gregor Lenhard, Dietmar Maringer
State-ANFIS: A Generalized Regime-Switching Model for Financial Modeling. CIFEr (2022)
Kevin Huynh, Gregor Lenhard
Asymmetric Autoencoders for Factor-Based Covariance Matrix Estimation. ICAIF (2022)