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Efstathia Bura

Vienna University of Technology - Institute for Mathematical Methods in Economics

Argentinierstr. 8

Vienna, 1040

Austria

  • Vienna University of Technology - Institute for Mathematical Methods in Economics

SCHOLARLY PAPERS

5

DOWNLOADS

667

TOTAL CITATIONS

3

Scholarly Papers (5)

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1.

A Krylov Subspace Approach to Large Portfolio Optimization

Number of pages: 34 Posted: 18 Dec 2011
Isabelle G. Bajeux-Besnainou, Wachi Bandara and Efstathia Bura
McGill University - Desautels Faculty of Management, Pluribus Labs and Vienna University of Technology - Institute for Mathematical Methods in Economics
Downloads 205 (378,726)
Citation 1

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Krylov subspaces, singular systems, sample covariance matrix, global minimum variance portfolio

2.

The Use of Peters-Belson Regression in Legal Cases

Number of pages: 22 Posted: 07 Dec 2010
Joseph L. Gastwirth, Efstathia Bura and Hiro Hikawa
George Washington University - Columbian College of Arts and Sciences, Vienna University of Technology - Institute for Mathematical Methods in Economics and Five Bridges Advisors, LLC
Downloads 174 (437,795)

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3.

A Unified Framework for Dimension Reduction in Forecasting

FEDS Working Paper No. 2017-004
Number of pages: 69 Posted: 19 Jan 2017
Alessandro Barbarino and Efstathia Bura
Board of Governors of the Federal Reserve System and Vienna University of Technology - Institute for Mathematical Methods in Economics
Downloads 156 (477,517)

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Diffusion Index, Dimension Reduction, Factor Models, Forecasting, Partial Least Squares, Principal Components

4.

Forecasting with Sufficient Dimension Reductions

FEDS Working Paper No. 2015-074, http://dx.doi.org/10.17016/FEDS.2015.074
Number of pages: 51 Posted: 21 Sep 2015
Alessandro Barbarino and Efstathia Bura
Board of Governors of the Federal Reserve System and Vienna University of Technology - Institute for Mathematical Methods in Economics
Downloads 132 (551,165)
Citation 2

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Diffusion Index, Dimension Reduction, Factor Models, Forecasting, Partial Least Squares, Principal Components

5.

How Accurate are the Power Calculations Relied on by the SEC in its Regulatory Deliberations?

Law, Probability & Risk, Vol. 8, Issue 3, pp. 277-288, 2009
Posted: 24 Nov 2009
Efstathia Bura and Joseph L. Gastwirth
Vienna University of Technology - Institute for Mathematical Methods in Economics and George Washington University - Columbian College of Arts and Sciences

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comparing two groups, hypothesis tests, indicator variables, regression, statistical power