Joint Estimation of Frequency, Amplitude and Spectrum

Excitation signals as used in structural dynamics and vibration fatigue

Code for our ICDMW 2018 paper: "Contextual Bandit with Adaptive Feature Extraction".

Stochastic simulations of population abundance with known component density feedback on survival to test for ability to return ensemble feedback signal

Algorithmic Strategy Backtesting

Advanced non-stationary Z-measures with bias reduction for estimating bank insolvency risks

Code for reproducing the results of the paper "A class of modular and flexible covariate-based covariance functions for nonstationary spatial modeling"

Short-horizon estimation of noisy, non-stationary signals using adaptive state-space models (cryptocurrency data as a sensor proxy).

Conditional independence testing for (possibly nonstationary) time series