Giovanni Montana : Citation Profile

Are you Giovanni Montana?

University of Warwick

2

H index

2

i10 index

41

Citations

RESEARCH PRODUCTION:

10

Articles

3

Papers

RESEARCH ACTIVITY:

   13 years (2002 - 2015). See details.
   Cites by year: 3
   Journals where Giovanni Montana has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 1 (2.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo385
   Updated: 2024-11-04    RAS profile: 2021-09-03    
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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:

Leung, Tim (7)

Kočenda, Evžen (2)

Darvas, Zsolt (2)

Fernandes, Marcelo (1)

Feldkircher, Martin (1)

Kuethe, Todd (1)

Skrabic Peric, Blanka (1)

Fabozzi, Frank (1)

Sun, David (1)

Guven, Serhat (1)

Cordier, Jean (1)

Cites to:

Kohn, Robert (2)

Villani, Mattias (2)

Fan, Jianqing (1)

Giordani, Paolo (1)

Main data

Where Giovanni Montana has published?

Journals with more than one article published# docs
PLOS ONE2
Statistical Applications in Genetics and Molecular Biology2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org3

Recent works citing Giovanni Montana (2024 and 2023)

YearTitle of citing document
2023On statistical arbitrage under a conditional factor model of equity returns. (2023). Roberts, Stephen ; Zohren, Stefan ; Spears, Trent. In: Papers. RePEc:arx:papers:2309.02205.

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2024Optimal 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

2024Advanced Statistical Arbitrage with Reinforcement Learning. (2024). Lee, Kiseop ; Ning, Boming. In: Papers. RePEc:arx:papers:2403.12180.

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2024Extensions to the invariance property of maximum likelihood estimation for affine?transformed state?space models. (2021). Fernandes, Marcelo ; Pizzinga, Adrian. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:3:p:355-371.

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2023.

Full description at Econpapers || Download paper

2023A 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:

YearTitleTypeCited
2007Fast estimation of multivariate stochastic volatility In: Papers.
[Full Text][Citation analysis]		paper0
2007Flexible least squares for temporal data mining and statistical arbitrage In: Papers.
[Full Text][Citation analysis]		paper13
2009Dynamic modeling of mean-reverting spreads for statistical arbitrage In: Papers.
[Full Text][Citation analysis]		paper21
2011Dynamic 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
2009Functional modelling of microarray time series with covariate curves In: Statistica.
[Citation analysis]		article0
2012Fast 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]		article1
2013Random forests on distance matrices for imaging genetics studies In: Statistical Applications in Genetics and Molecular Biology.
[Full Text][Citation analysis]		article0
2014A Bayesian mixture of lasso regressions with t-errors In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article2
2002Small sets and Markov transition densities In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article1
2015Classifier calibration using splined empirical probabilities in clinical risk prediction In: Health Care Management Science.
[Full Text][Citation analysis]		article0
2013Pathways-Driven Sparse Regression Identifies Pathways and Genes Associated with High-Density Lipoprotein Cholesterol in Two Asian Cohorts In: PLOS Genetics.
[Full Text][Citation analysis]		article1
2015Prediction of Outcome in Acute Lower Gastrointestinal Bleeding Using Gradient Boosting In: PLOS ONE.
[Full Text][Citation analysis]		article2
2015Predicting Response to Neoadjuvant Chemotherapy with PET Imaging Using Convolutional Neural Networks In: PLOS ONE.
[Full Text][Citation analysis]		article0

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