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Mihai Cucuringu — most-cited papers & profile · Time Series
← authors
·
overview
Mihai Cucuringu
9
papers ·
45
citations ·
19
h-index
University of California, Los Angeles · Oxford University Press (United Kingdom) · University of California System · University of Oxford
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Most-cited papers
Volatility forecasting with machine learning and intraday commonality
2022 · 25 citations
The GNAR-edge model: A network autoregressive model for networks with time-varying edge weights
2023 · 7 citations
OFTER: An Online Pipeline for Time Series Forecasting
2023 · 2 citations
Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects
2023 · 2 citations
Dynamic Time Warping for Lead-Lag Relationships in Lagged Multi-Factor Models
2023 · 2 citations
DAMNETS: A Deep Autoregressive Model for Generating Markovian Network Time Series
2022 · 1 citations
NIRVAR: Network Informed Restricted Vector Autoregression
2024
A GCN-LSTM Approach for ES-mini and VX Futures Forecasting
2024
Top co-authors
Chao Zhang
· 2
Gesine Reinert
· 2
Sam Howison
· 2
Alessandra Luati
· 1
Alexander Y. Shestopaloff
· 1
Anastasia Mantziou
· 1
Andrew Elliott
· 1
Brendan Martin
· 1
Francesco Sanna Passino
· 1
Jase Clarkson
· 1
Nikolas Michael
· 1
Nikolas Michael
· 1
Topics
Domain — Finance
Domain — Healthcare
Probabilistic
Foundation Models