2
H index
2
i10 index
40
Citations
Giovanni Montana : Citation Profile
University of Warwick | RESEARCH PRODUCTION: 10 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2002 - 2015). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Giovanni Montana. | Is cited by:
| Cites to:
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Main data
Where Giovanni Montana has published?
| Journals with more than one article published | # docs |
|---|---|
| PLOS ONE | 2 |
| Statistical Applications in Genetics and Molecular Biology | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 3 |
Recent works citing Giovanni Montana (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | On statistical arbitrage under a conditional factor model of equity returns. (2023). Roberts, Stephen ; Zohren, Stefan ; Spears, Trent. In: Papers. RePEc:arx:papers:2309.02205. Full description at Econpapers || Download paper |
| 2024 | Optimal Entry and Exit with Signature in Statistical Arbitrage. (2023). Lee, Kiseop ; Chakraborty, Prakash ; Ning, Boming. In: Papers. RePEc:arx:papers:2309.16008. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | A Diversification Framework for Multiple Pairs Trading Strategies. (2023). Ning, Boming ; Leung, Tim ; Lee, Kiseop. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:5:p:93-:d:1148312. Full description at Econpapers || Download paper |
Works by Giovanni Montana:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Fast estimation of multivariate stochastic volatility In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Flexible least squares for temporal data mining and statistical arbitrage In: Papers. [Full Text][Citation analysis] | paper | 13 |
| 2009 | Dynamic modeling of mean-reverting spreads for statistical arbitrage In: Papers. [Full Text][Citation analysis] | paper | 21 |
| 2011 | Dynamic modeling of mean-reverting spreads for statistical arbitrage.(2011) In: Computational Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2009 | Functional modelling of microarray time series with covariate curves In: Statistica. [Citation analysis] | article | 0 |
| 2012 | Fast Identification of Biological Pathways Associated with a Quantitative Trait Using Group Lasso with Overlaps In: Statistical Applications in Genetics and Molecular Biology. [Full Text][Citation analysis] | article | 1 |
| 2013 | Random forests on distance matrices for imaging genetics studies In: Statistical Applications in Genetics and Molecular Biology. [Full Text][Citation analysis] | article | 0 |
| 2014 | A Bayesian mixture of lasso regressions with t-errors In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2002 | Small sets and Markov transition densities In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 1 |
| 2015 | Classifier calibration using splined empirical probabilities in clinical risk prediction In: Health Care Management Science. [Full Text][Citation analysis] | article | 0 |
| 2013 | Pathways-Driven Sparse Regression Identifies Pathways and Genes Associated with High-Density Lipoprotein Cholesterol in Two Asian Cohorts In: PLOS Genetics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Prediction of Outcome in Acute Lower Gastrointestinal Bleeding Using Gradient Boosting In: PLOS ONE. [Full Text][Citation analysis] | article | 1 |
| 2015 | Predicting Response to Neoadjuvant Chemotherapy with PET Imaging Using Convolutional Neural Networks In: PLOS ONE. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team