Ivan Gorynin

Publication Activity (10 Years)

Years Active: 2015-2018
Publications (10 Years): 8

Top Topics

Assemble To Order Systems

Unsupervised Learning

Top Venues

University of Paris-Saclay, France (PHD)

Education History

University of Paris-Saclay, France

PHD

Publications

Ivan Gorynin, Hugo Gangloff, Emmanuel Monfrini, Wojciech Pieczynski
Assessing the segmentation performance of pairwise and triplet Markov models. Signal Process. 145 (2018)
Ivan Gorynin, Stéphane Derrode, Emmanuel Monfrini, Wojciech Pieczynski
Fast Filtering in Switching Approximations of Nonlinear Markov Systems With Applications to Stochastic Volatility. IEEE Trans. Autom. Control. 62 (2) (2017)
Ivan Gorynin, Emmanuel Monfrini, Wojciech Pieczynski
Unsupervised learning of asymmetric high-order autoregressive stochastic volatility model. ICASSP (2017)
Ivan Gorynin, Emmanuel Monfrini, Wojciech Pieczynski
Pairwise Markov models for stock index forecasting. EUSIPCO (2017)
Ivan Gorynin, Stéphane Derrode, Emmanuel Monfrini, Wojciech Pieczynski
Fast smoothing in switching approximations of non-linear and non-Gaussian models. Comput. Stat. Data Anal. 114 (2017)
Ivan Gorynin, Emmanuel Monfrini, Wojciech Pieczynski
Unsupervised learning of Markov-switching stochastic volatility with an application to market data. MLSP (2016)
Ivan Gorynin, Emmanuel Monfrini, Wojciech Pieczynski
Fast filtering with new sparse transition Markov chains. SSP (2016)
Ivan Gorynin, Stéphane Derrode, Emmanuel Monfrini, Wojciech Pieczynski
Exact fast smoothing in switching models with application to stochastic volatility. EUSIPCO (2015)