default author photo

Joni Virta

University of Turku - Department of Mathematics and Statistics

Turku, FIN-20014

Finland

  • University of Turku - Department of Mathematics and Statistics

SCHOLARLY PAPERS

4

DOWNLOADS

210

TOTAL CITATIONS

0

Scholarly Papers (4)

Actions:
Email selected abstracts
1.

When Does Centrality Matter for Portfolio Selection?

Number of pages: 52 Posted: 24 Dec 2025
Roope Rihtamo, Harto Saarinen, Henri Nyberg and Joni Virta
University of Turku, University of Turku - Turku School of Economics, University of Turku - Department of Mathematics and Statistics and University of Turku - Department of Mathematics and Statistics
Downloads 128 (576,708)

Abstract:

Loading...

Markowitz Minimum-Variance Portfolio, Centrality, Market Networks

2.

Weighted embedding and outlier detection of metric space data

Number of pages: 31 Posted: 28 May 2024
Lauri Heinonen, Henri Nyberg and Joni Virta
University of Turku - Department of Mathematics and Statistics, University of Turku - Department of Mathematics and Statistics and University of Turku - Department of Mathematics and Statistics
Downloads 53 (1,031,043)

Abstract:

Loading...

Distance matrix, kernel method, multidimensional scaling, principal component analysis MSC Classification: 62H25

3.

Evaluation of temporal preservation in synthetic longitudinal patient data

Number of pages: 17 Posted: 20 Mar 2026
Katariina Perkonoja, Parisa Movahedi, Antti Airola, Kari Auranen and Joni Virta
University of Turku, University of Turku, University of Turku, University of Turku and University of Turku - Department of Mathematics and Statistics
Downloads 15 (1,500,778)

Abstract:

Loading...

Synthetic data generation, Longitudinal patient data, Temporal preservation, Resemblance evaluation, Fidelity metrics

4.

Limiting distributions of PCA and PLS in dynamic factor models

Number of pages: 28 Posted: 20 Apr 2026
Samuel Rauhala and Joni Virta
University of Turku and University of Turku - Department of Mathematics and Statistics
Downloads 14 (1,555,090)

Abstract:

Loading...

Asymptotics, dynamic factor model, high-dimensional time series, principal component analysis, partial least squares JEL codes: C32