Frantz Maurer

According to our database, Frantz Maurer authored at least 3 papers between 2020 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Taming impulsive high-frequency data using optimal sampling periods.

George Tzagkarakis, Frantz Maurer, John P. Nolan

Ann. Oper. Res., February, 2024

2020

An energy-based measure for long-run horizon risk quantification.

George Tzagkarakis, Frantz Maurer

Ann. Oper. Res., 2020

Nonparametric Adaptive Value-at-Risk Quantification Based on the Multiscale Energy Distribution of Asset Returns.

George Tzagkarakis, Frantz Maurer, Thomas Dionysopoulos

Proceedings of the 28th European Signal Processing Conference, 2020