Kris Boudt

Publication Activity (10 Years)

Years Active: 2010-2023
Publications (10 Years): 11

Top Topics

Binary Matrices

Risk Evaluation

Greenhouse Gases

Particle Swarm Optimization

Top Venues

J. Stat. Softw.

Ann. Oper. Res.

Publications

Emiel Lemahieu, Kris Boudt, Maarten Wyns
Generating drawdown-realistic financial price paths using path signatures. CoRR (2023)
David Ardia, Keven Bluteau, Kris Boudt, Koen Inghelbrecht
Climate Change Concerns and the Performance of Green vs. Brown Stocks. Manag. Sci. 69 (12) (2023)
Kris Boudt, Onno Kleen, Emil Sjørup
: The highfrequency Package. J. Stat. Softw. 104 (8) (2022)
David Ardia, Keven Bluteau, Samuel Borms, Kris Boudt
The R package sentometrics to compute, aggregate and predict with textual sentiment. CoRR (2021)
David Ardia, Keven Bluteau, Samuel Borms, Kris Boudt
The R Package sentometrics to Compute, Aggregate, and Predict with Textual Sentiment. J. Stat. Softw. 99 (2) (2021)
Kris Boudt, Peter J. Rousseeuw, Steven Vanduffel, Tim Verdonck
The minimum regularized covariance determinant estimator. Stat. Comput. 30 (1) (2020)
Kris Boudt, Chunlin Wan
The effect of velocity sparsity on the performance of cardinality constrained particle swarm optimization. Optim. Lett. 14 (3) (2020)
Kris Boudt, Edgars Jakobsons, Steven Vanduffel
Block rearranging elements within matrix columns to minimize the variability of the row sums. 4OR 16 (1) (2018)
David Ardia, Kris Boudt, Leopoldo Catania
Downside Risk Evaluation with the R Package GAS. R J. 10 (2) (2018)
David Ardia, Kris Boudt, Jean-Philippe Gagnon-Fleury
RiskPortfolios: Computation of Risk-Based Portfolios in R. J. Open Source Softw. 2 (10) (2017)
David Ardia, Guido Bolliger, Kris Boudt, Jean-Philippe Gagnon-Fleury
The impact of covariance misspecification in risk-based portfolios. Ann. Oper. Res. 254 (1-2) (2017)
Kris Boudt, Jonathan Cornelissen, Christophe Croux
The Gaussian rank correlation estimator: robustness properties. Stat. Comput. 22 (2) (2012)
Kris Boudt, Jonathan Cornelissen, Christophe Croux
Jump robust daily covariance estimation by disentangling variance and correlation components. Comput. Stat. Data Anal. 56 (11) (2012)
David Ardia, Kris Boudt, Peter Carl, Katharine M. Mullen, G. Brian G. Peterson
Differential Evolution with DEoptim. R J. 3 (1) (2011)
Kris Boudt, Christophe Croux
Robust M-estimation of multivariate GARCH models. Comput. Stat. Data Anal. 54 (11) (2010)