Papers

• A Cap-Axis Integral Diagnostic of Factor Models (2026)
  Useong Shin
  4.33
• Mixing-Law Uncertainty in Multivariate Normal Mean-Variance Mixtures: Semi-parametric Estimation and Robust Cumulative-Prospect Decisions (2026)
  Nuerxiati Abudurexiti
  4.33
• Spurious seasonality detection: a non-parametric test proposal (2018)
  Aurelio F. Bariviera et al.
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• Quant GANs: Deep Generation of Financial Time Series (2019)
  Magnus Wiese et al.
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• Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19 (2019)
  Nick James et al.
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• Automated regime classification in multidimensional time series data using sliced Wasserstein k-means clustering (2023)
  Qinmeng Luan and James Hamp
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