Daniel Bartz
Identifiers
- name variant Daniel Bartz 0.60 · backfill
Papers (4)
- Cross-validation based Nonlinear Shrinkage stat.ML · 2016 · author #1
- Validity of time reversal for testing Granger causality math.ST · 2015 · author #3
- Multi-Target Shrinkage stat.ME · 2014 · author #1
- Directional Variance Adjustment: improving covariance estimates for high-dimensional portfolio optimization q-fin.PM · 2011 · author #1
Mentions
- 1509.07636 #3 · backfill · confidence 0.70 Daniel Bartz
- 1412.2041 #1 · backfill · confidence 0.70 Daniel Bartz
- 1109.3069 #1 · backfill · confidence 0.70 Daniel Bartz
Frequent Coauthors
- Klaus-Robert M\"uller 3 shared papers
- Christian W. Hesse 1 shared papers
- Danny Panknin 1 shared papers
- Irene Winkler 1 shared papers
- Johannes H\"ohne 1 shared papers
- Kerr Hatrick 1 shared papers
- Stefan Haufe 1 shared papers
- Steven Lemm 1 shared papers