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Pawel Polak
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Cited by
Year
COMFORT: A common market factor non-Gaussian returns model
MS Paolella, P Polak
Journal of Econometrics 187 (2), 593-605, 2015
382015
Regime Switching Dynamic Correlations for Asymmetric and Fat-Tailed Conditional Returns
MS Paolella, P Polak, PS Walker
Journal of Econometrics 213 (2), 493-515, 2019
292019
ALRIGHT: Asymmetric LaRge-Scale (I) GARCH with hetero-tails
MS Paolella, P Polak
International Review of Economics & Finance 40, 282-297, 2015
262015
A Non-Elliptical Orthogonal GARCH Model for Portfolio Selection under Transaction Costs
MS Paolella, P Polak, PS Walker
Journal of Banking and Finance 125 (106046), 2021
222021
Heterogeneous Tail Generalized COMFORT Modeling via Cholesky Decomposition
J Naef, MS Paolella, P Polak
Journal of Multivariate Analysis 172, 84-106, 2019
172019
Portfolio Selection with Active Risk Monitoring
MS Paolella, P Polak
Swiss Finance Institute Research Paper 15 (17), 2015
132015
COBra: Copula-Based Portfolio Optimization
MS Paolella, P Polak
Predictive Econometrics and Big Data, 36-77, 2018
102018
Real-Time Emotion Detection by Quantitative Facial Motion Analysis
JR Saadon, F Yang, R Burgert, S Mohammad, T Gammel, M Sepe, ...
Plos one 18 (3), e0282730, 2023
92023
Density and Risk Prediction with Non-Gaussian COMFORT Models
MS Paolella, P Polak
62021
Dynamic currency hedging with non-Gaussianity and ambiguity
P Polak, U Ulrych
Quantitative Finance, 1-23, 2024
42024
MuseChat: A Conversational Music Recommendation System for Videos
Z Dong, B Chen, X Liu, P Polak, P Zhang
arXiv preprint arXiv:2310.06282, 2023
42023
Density and Risk Prediction with Non-Gaussian COMFORT Models
M Paolella, P Polak
Annals of Financial Economics 18 (1), 2023
42023
Heterogeneous tail generalized common factor modeling
S Hediger, J Näf, MS Paolella, P Polak
Swiss Finance Institute Research Paper, 2021
42021
Dynamic Currency Hedging with Ambiguity
P Polak, U Ulrych
Swiss Finance Institute Research Paper Series, 2021
42021
MARC-MARS: Modeling Asset Returns via Conditional Multivariate Asymmetric Regime-Switching
M Paolella, P Polak
Swiss Finance Institute Research Paper Series, 2011
32011
A unified framework for fast large-scale portfolio optimization
W Deng, P Polak, A Safikhani, R Shah
Data Science in Science 3 (1), 2295539, 2024
22024
Face-GPS: A Comprehensive Technique for Quantifying Facial Muscle Dynamics in Videos
J Kim, Z Dong, P Polak
arXiv preprint arXiv:2401.05625, 2024
22024
Heterogeneous Tail Generalized Common Factor Modeling
S Hediger, J Näf, MS Paolella, P Polak
Digital Finance, 1-32, 2023
22023
Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy
J Miao, P Polak
arXiv preprint arXiv:2304.09947, 2023
22023
A Flexible Regime Switching Model for Asset Returns
MS Paolella, P Polak, P Walker
Swiss Finance Institute Research Paper 19 (27), 1-52, 2019
22019
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