The statistics of the maximum drawdown in financial time series

von Casati, Alessandro
Veröffentlicht in Advances in financial risk management (2013)

Adaptive Supervised Learning for Financial Markets Volatility Targeting Models

von Benhamou, Eric
Veröffentlicht in ECML PKDD (2021 : Online) Machine learning and principles and practice of knowledge discovery in databases ; Part 2 (2021)