Author/Creator: Pizzinga, Adrian - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Pizzinga, Adrian

1. A pairs trading strategy based on linear state space models and the Kalman filter. Issue 10 (2nd October 2016)

Authors:: de Moura, Carlos Eduardo; Pizzinga, Adrian; Zubelli, Jorge
Journal:: Quantitative finance
Issue:: Volume 16:Issue 10(2016)
Page Start:: 1559
Record Type:: Journal Article
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2. An Extensive Comparison of Some Well‐Established Value at Risk Methods. (23rd July 2020)

Authors:: Calmon, Wilson; Ferioli, Eduardo; Lettieri, Davi; Soares, Johann; Pizzinga, Adrian
Journal:: International statistical review
Issue:: Volume 89:Number 1(2021)
Page Start:: 148
Record Type:: Journal Article
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3. Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models. (29th December 2020)

Authors:: Pizzinga, Adrian; Fernandes, Marcelo
Journal:: Journal of time series analysis
Issue:: Volume 42:Number 3(2021)
Page Start:: 355
Record Type:: Journal Article
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4. Independent events and their complements. Issue 6 (3rd July 2021)

Authors:: Crispim, Carolina Martins; Mizuno, Gabriel Perez; Pizzinga, Adrian
Journal:: International journal of mathematical education in science and technology
Issue:: Volume 52:Issue 6(2021)
Page Start:: 937
Record Type:: Journal Article
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5. Independent events and their complements. Part II. Issue 12 (1st November 2022)

Authors:: Mizuno, Gabriel Perez; Crispim, Carolina Martins; Pizzinga, Adrian
Journal:: International journal of mathematical education in science and technology
Issue:: Volume 53:Issue 12(2022)
Page Start:: 3470
Record Type:: Journal Article
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6. Modeling and predicting IBNR reserve: extended chain ladder and heteroscedastic regression analysis. Issue 5 (3rd April 2016)

Authors:: Costa, Leonardo; Pizzinga, Adrian; Atherino, Rodrigo
Journal:: Journal of applied statistics
Issue:: Volume 43:Issue 5(2016)
Page Start:: 847
Record Type:: Journal Article
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7. State‐space models for predicting IBNR reserve in row‐wise ordered runoff triangles: Calendar year IBNR reserves & tail effects. (17th December 2019)

Authors:: Costa, Leonardo; Pizzinga, Adrian
Journal:: Journal of forecasting
Issue:: Volume 39:Number 3(2020)
Page Start:: 438
Record Type:: Journal Article
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