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Giovanni Montana

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This is information that was supplied by Giovanni Montana in registering through RePEc. If you are Giovanni Montana , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Giovanni
Middle Name:
Last Name: Montana
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RePEc Short-ID: pmo385

Email:
Homepage: http://www2.imperial.ac.uk/~gmontana/
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Affiliation

Imperial College Mathematics Department
Homepage: http://www2.imperial.ac.uk/mathematics/
Location: London

Works

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Working papers

  1. Kostas Triantafyllopoulos & Giovanni Montana, 2008. "Dynamic modeling of mean-reverting spreads for statistical arbitrage," Papers 0808.1710, arXiv.org, revised May 2009.
  2. Kostas Triantafyllopoulos & Giovanni Montana, 2007. "Fast estimation of multivariate stochastic volatility," Papers 0708.4376, arXiv.org, revised Nov 2007.
  3. Giovanni Montana & Kostas Triantafyllopoulos & Theodoros Tsagaris, 2007. "Flexible least squares for temporal data mining and statistical arbitrage," Papers 0709.3884, arXiv.org.

Articles

  1. Sim Aaron & Tsagkrasoulis Dimosthenis & Montana Giovanni, 2013. "Random forests on distance matrices for imaging genetics studies," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 12(6), pages 757-786, December.
  2. Silver Matt & Montana Giovanni & Alzheimer's Disease Neuroimaging Initiative, 2012. "Fast Identification of Biological Pathways Associated with a Quantitative Trait Using Group Lasso with Overlaps," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 11(1), pages 1-43, January.
  3. K. Triantafyllopoulos & G. Montana, 2011. "Dynamic modeling of mean-reverting spreads for statistical arbitrage," Computational Management Science, Springer, vol. 8(1), pages 23-49, April.
  4. Maurice Berk & Giovanni Montana, 2009. "Functional modelling of microarray time series with covariate curves," Statistica, Department of Statistics, University of Bologna, vol. 69(2), pages 159-186.
  5. Kendall, Wilfrid S. & Montana, Giovanni, 2002. "Small sets and Markov transition densities," Stochastic Processes and their Applications, Elsevier, vol. 99(2), pages 177-194, June.

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