Sparse twoblock dimension reduction : a versatile alternative to sparse PLS2 and CCA
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Journal of chemometrics - ISSN 0886-9383-39:8 (2025) p. 1-10
Elegant robustification of sparse partial least squares by robustness-inducing transformations
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Statistics: a journal of theoretical and applied statistics - ISSN 0233-1888-58:1 (2024) p. 44-64
Portfolio optimization using cellwise robust association measures and clustering methods with application to highly volatile markets
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The Journal of Finance and Data Science - ISSN 2405-9188-9 (2023) p. 1-13
Practicable optimization for portfolios that contain nonfungible tokens
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Finance research letters - ISSN 1544-6123-55:B (2023) p. 1-12
Detecting wash trading for nonfungible tokens
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Finance research letters - ISSN 1544-6123-52 (2023) p. 1-7