Theoretical Comparison of Functional Principal Component and Functional Partial Least Squares, with Marine Carrasco, 2020.(on demand)
Interpretable Risk Neutral Density Estimation with a Functional Linear Model, 2020. (on demand).
“Limit exists only in your mind”
Work in Progress
Statistical Arbitrage in the Stock Market with the Partial Least Square Approach.
Predicting the Stock Market Trend using the Functional Logistic Model.
Phillip-Perron unit root Test for Functional Time Series.