Patrick Gagliardini

According to our database, Patrick Gagliardini authored at least 3 papers between 2013 and 2020.

Collaborative distances:

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

2020

On a computationally-scalable sparse formulation of the multidimensional and non-stationary maximum entropy principle.

Illia Horenko, Ganna Marchenko, Patrick Gagliardini

CoRR, 2020

2018

Towards a Computationally Tractable Maximum Entropy Principle for Nonstationary Financial Time Series.

Ganna Marchenko, Patrick Gagliardini, Illia Horenko

SIAM J. Financial Math., 2018

2013

Granularity adjustment for risk measures: Systematic vs unsystematic risks.

Patrick Gagliardini, Christian Gouriéroux

Int. J. Approx. Reason., 2013