Kevin R. Keane

Publication Activity (10 Years)

Years Active: 2012-2019
Publications (10 Years): 3

Top Topics

Multiple Constraints

Detect Anomalies

Portfolio Selection

Top Venues

Publications

Kevin R. Keane
Portfolio Variance Constraints. ICPRAM (2019)
Kevin R. Keane, Jason J. Corso
The Wrong Tool for Inference - A Critical View of Gaussian Graphical Models. ICPRAM (2018)
Kevin R. Keane
Detecting motion anomalies. IWGS@SIGSPATIAL (2017)
Kevin R. Keane, Jason J. Corso
Multi-Process Models - An Application for the Construction of Financial Factor Models. BMA@UAI (2014)
Kevin R. Keane, Jason J. Corso
Maintaining Prior Distributions across Evolving Eigenspaces: An Application to Portfolio Construction. ICMLA (2) (2012)
Kevin R. Keane, Jason J. Corso
Dynamically Mixing Dynamic Linear Models with Applications in Finance. ICPRAM (2) (2012)