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2020 – today
- 2023
[j13]David Ardia
, Keven Bluteau, Kris Boudt, Koen Inghelbrecht:
Climate Change Concerns and the Performance of Green vs. Brown Stocks. Manag. Sci. 69(12): 7607-7632 (2023)- [i2]Emiel Lemahieu, Kris Boudt, Maarten Wyns:
Generating drawdown-realistic financial price paths using path signatures. CoRR abs/2309.04507 (2023) - 2022
- [j12]Kris Boudt, Onno Kleen, Emil Sjørup:
Analyzing Intraday Financial Data in R: The highfrequency Package. J. Stat. Softw. 104(8) (2022) - 2021
- [j11]David Ardia, Keven Bluteau, Samuel Borms, Kris Boudt:
The R Package sentometrics to Compute, Aggregate, and Predict with Textual Sentiment. J. Stat. Softw. 99(2) (2021) - [i1]David Ardia, Keven Bluteau, Samuel Borms, Kris Boudt:
The R package sentometrics to compute, aggregate and predict with textual sentiment. CoRR abs/2110.10817 (2021) - 2020
- [j10]Kris Boudt, Chunlin Wan:
The effect of velocity sparsity on the performance of cardinality constrained particle swarm optimization. Optim. Lett. 14(3): 747-758 (2020) - [j9]Kris Boudt, Peter J. Rousseeuw, Steven Vanduffel, Tim Verdonck:
The minimum regularized covariance determinant estimator. Stat. Comput. 30(1): 113-128 (2020)
2010 – 2019
- 2018
- [j8]Kris Boudt, Edgars Jakobsons, Steven Vanduffel:
Block rearranging elements within matrix columns to minimize the variability of the row sums. 4OR 16(1): 31-50 (2018) - [j7]David Ardia, Kris Boudt, Leopoldo Catania:
Downside Risk Evaluation with the R Package GAS. R J. 10(2): 410 (2018) - 2017
- [j6]David Ardia, Guido Bolliger, Kris Boudt, Jean-Philippe Gagnon-Fleury:
The impact of covariance misspecification in risk-based portfolios. Ann. Oper. Res. 254(1-2): 1-16 (2017) - [j5]David Ardia, Kris Boudt, Jean-Philippe Gagnon-Fleury:
RiskPortfolios: Computation of Risk-Based Portfolios in R. J. Open Source Softw. 2(10): 171 (2017) - 2012
- [j4]Kris Boudt, Jonathan Cornelissen, Christophe Croux:
Jump robust daily covariance estimation by disentangling variance and correlation components. Comput. Stat. Data Anal. 56(11): 2993-3005 (2012) - [j3]Kris Boudt, Jonathan Cornelissen, Christophe Croux:
The Gaussian rank correlation estimator: robustness properties. Stat. Comput. 22(2): 471-483 (2012) - 2011
- [j2]David Ardia, Kris Boudt, Peter Carl, Katharine M. Mullen, G. Brian G. Peterson:
Differential Evolution with DEoptim. R J. 3(1): 27 (2011) - 2010
- [j1]Kris Boudt, Christophe Croux:
Robust M-estimation of multivariate GARCH models. Comput. Stat. Data Anal. 54(11): 2459-2469 (2010)
Coauthor Index
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