Matthew Ames

According to our database, Matthew Ames authored at least 4 papers between 2017 and 2024.

Collaborative distances:

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

2024

Long/Short Equity Risk Premia Parity Portfolios via Implicit Factors in Regularized Covariance Regression.

Cole van Jaarsveldt, Gareth W. Peters, Matthew Ames, Mike Chantler

IEEE Access, 2024

2023

A method of comparing virtual reality orthognathic surgical predictions and postsurgical treatment outcomes.

Jason Sherbel, Marilia Yatabe, Lucia H. S. Cevidanes, Antonio C. Ruellas, Sharon Aronovich, Lauren Ehardt, Matthew Ames, Hera Kim-Berman

Virtual Real., December, 2023

Tutorial on Empirical Mode Decomposition: Basis Decomposition and Frequency Adaptive Graduation in Non-Stationary Time Series.

Cole van Jaarsveldt, Gareth W. Peters, Matthew Ames, Mike Chantler

IEEE Access, 2023

2017

Forecasting covariance for optimal carry trade portfolio allocations.

Matthew Ames, Guillaume Bagnarosa, Gareth W. Peters, Pavel V. Shevchenko, Tomoko Matsui

Proceedings of the 2017 IEEE International Conference on Acoustics, 2017