Efstathia Bura

Vienna University of Technology - Institute for Mathematical Methods in Economics

Argentinierstr. 8

Vienna, 1040

Austria

SCHOLARLY PAPERS

5

DOWNLOADS

240

CITATIONS

2

Scholarly Papers (5)

1.

A Krylov Subspace Approach to Large Portfolio Optimization

Number of pages: 34 Posted: 18 Dec 2011
McGill University - Desautels Faculty of Management, Pluribus Labs and Vienna University of Technology - Institute for Mathematical Methods in Economics
Downloads 87 (235,824)
Citation 2

Abstract:

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

2.

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 - Division of Research and Statistics and Vienna University of Technology - Institute for Mathematical Methods in Economics
Downloads 51 (319,060)

Abstract:

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

3.

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 49 (290,401)

Abstract:

4.

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 - Division of Research and Statistics and Vienna University of Technology - Institute for Mathematical Methods in Economics
Downloads 0 (359,510)

Abstract:

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

Abstract:

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