Mike J. Chantler

Heriot-Watt University - Department of Computer Science

Edinburgh

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS

484

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (8)

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1.

Tutorial on Empirical Mode Decomposition: Basis Decomposition and Frequency Adaptive Graduation in Non-Stationary Time Series

Number of pages: 54 Posted: 07 Sep 2021 Last Revised: 03 Oct 2022
Cole van Jaarsveldt, Gareth Peters, Matthew Ames, Matthew Ames and Mike J. Chantler
Heriot-Watt University - Department of Actuarial Mathematics and Statistics, University of California Santa Barbara, The Institute of Statistical MathematicsResilientML and Heriot-Watt University - Department of Computer Science
Downloads 152 (296,294)

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Time Series Analysis, Empirical Mode Decomposition, Fourier Analysis, Wavelet Analysis, Independent Component Analysis, X11, Non-Stationary, Graduation, Signal Decomposition

2.

Package AdvEMDpy: Algorithmic Variations of Empirical Mode Decomposition in Python

Number of pages: 48 Posted: 25 Oct 2021 Last Revised: 19 Oct 2022
Cole van Jaarsveldt, Matthew Ames, Matthew Ames, Gareth Peters and Mike J. Chantler
Heriot-Watt University - Department of Actuarial Mathematics and Statistics, The Institute of Statistical MathematicsResilientML, University of California Santa Barbara and Heriot-Watt University - Department of Computer Science
Downloads 126 (342,980)

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Empirical Mode Decomposition (EMD), Statistical EMD (SEMD), Enhanced EMD (EEMD), Ensemble EMD, Hilbert transform, time series analysis, filtering, graduation, Winsorization, downsampling, splines, knot optimisation, Python, R, MATLAB

3.

GLS Kernel Regression for Network-Structured Data

Number of pages: 33 Posted: 30 Aug 2021
Edward Antonian, Gareth Peters, Mike J. Chantler and Hongxuan Yan
Heriot-Watt University, University of California Santa Barbara, Heriot-Watt University - Department of Computer Science and Chinese Academy of Sciences (CAS)
Downloads 113 (370,957)

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Graph Signal Processing, Regression, Kernel

4.

Package CovRegpy: Regularised Covariance Regression and Forecasting in Python

Number of pages: 39 Posted: 04 Mar 2023
Cole van Jaarsveldt, Gareth Peters, Matthew Ames, Matthew Ames and Mike J. Chantler
Heriot-Watt University - Department of Actuarial Mathematics and Statistics, University of California Santa Barbara, The Institute of Statistical MathematicsResilientML and Heriot-Watt University - Department of Computer Science
Downloads 36 (665,265)

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Portfolio Optimisation, Regularised Covariance Regression (RCR), Empirical Mode Decomposition (EMD), Singular Spectrum Analysis (SSA), Singular Spectrum Decomposition (SSD), X11, Implicit Factors, Risk Premia Parity, Risk Parity, Long\Short Equity

5.

On-chain analytics for sentiment-driven statistical causality in cryptocurrencies: Supplementary appendix

Number of pages: 183 Posted: 06 Apr 2021 Last Revised: 24 Nov 2021
Ioannis Chalkiadakis, Anna Zaremba, Gareth Peters and Mike J. Chantler
ESC Rennes School of Business, affiliation not provided to SSRN, University of California Santa Barbara and Heriot-Watt University - Department of Computer Science
Downloads 32 (690,837)

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Multiple-Output Gaussian Process, Granger causality, sentiment index, sentiment analysis, text mining, multimodal systems, heterogeneous data, cryptocurrencies, cryptocoin markets, natural language processing

6.

Supplement to: Package AdvEMDpy: Algorithmic Variations of Empirical Mode Decomposition in Python

Number of pages: 13 Posted: 19 Oct 2022
Cole van Jaarsveldt, Matthew Ames, Matthew Ames, Gareth Peters and Mike J. Chantler
Heriot-Watt University - Department of Actuarial Mathematics and Statistics, The Institute of Statistical MathematicsResilientML, University of California Santa Barbara and Heriot-Watt University - Department of Computer Science
Downloads 14 (831,213)

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Empirical Mode Decomposition (EMD), Statistical EMD (SEMD), Enhanced EMD (EEMD), Ensemble EMD, Hilbert transform, time series analysis, filtering, graduation, Winsorization, downsampling, splines, knot optimisation, Python, R, MATLAB

7.

Iterative Methods for Signal Reconstruction on Product Graphs with Arbitrary Missing Data

Number of pages: 26 Posted: 21 Nov 2022
Edward Antonian, Gareth Peters and Mike J. Chantler
Heriot-Watt University, University of California Santa Barbara and Heriot-Watt University - Department of Computer Science
Downloads 11 (858,368)

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Graph, Network, Regression, Reconstruction, Cartesian Product Graph

8.

On-chain Analytics for Sentiment-driven Statistical Causality in Cryptocurrencies

Posted: 11 Feb 2021 Last Revised: 22 Nov 2021
Ioannis Chalkiadakis, Anna Zaremba, Gareth Peters and Mike J. Chantler
ESC Rennes School of Business, affiliation not provided to SSRN, University of California Santa Barbara and Heriot-Watt University - Department of Computer Science

Abstract:

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Multiple-Output Gaussian Process, Granger causality, sentiment index, sentiment analysis, text mining, multimodal systems, heterogeneous data, cryptocurrencies, cryptocoin markets, natural language processing