Luis A. Seco

Orcid: 0000-0003-1502-3427

Affiliations:

University of Toronto, Department of Mathematics, Canada

According to our database¹, Luis A. Seco authored at least 6 papers between 2008 and 2017.

Collaborative distances:

Dijkstra number² of five.
Erdős number³ of four.

Timeline

Legend:

Book

In proceedings

Article

PhD thesis

Dataset

Other

Bibliography

2017

Stochastic Correlation in Risk Analytics: A Financial Perspective.

[BibT_eX]

[DOI]

Cuicui Luo

Luis A. Seco

IEEE Syst. J., 2017

2012

Algorithmic estimation of risk factors in financial markets with stochastic drift.

[BibT_eX]

[DOI]

Janko Hernández

David Saunders

Luis A. Seco

Comput. Oper. Res., 2012

2011

Introduction to the Special Issue on "Operational Research and Asia Risk Management".

[BibT_eX]

[DOI]

Asia Pac. J. Oper. Res., 2011

Using equity options to imply credit information.

[BibT_eX]

[DOI]

Angie Elkhodiry

Joseph Paradi

Luis A. Seco

Ann. Oper. Res., 2011

2010

Risk modeling in crude oil market: a comparison of Markov switching and GARCH models.

[BibT_eX]

[DOI]

Kybernetes, 2010

2008

Portfolio optimization when asset returns have the Gaussian mixture distribution.

[BibT_eX]

[DOI]

Ian Buckley

David Saunders

Luis A. Seco

Eur. J. Oper. Res., 2008

Luis A. Seco

Timeline

Legend:

Links

Online presence:

On csauthors.net:

Bibliography

Loading...