A spectral relevance analysis approach to pattern recognition of financial time series.

Yarema Okhrin

Christine Distler Yarema Okhrin Jonathan Pfahler A spectral relevance analysis approach to pattern recognition of financial time series. 129555 2026 298 Expert Syst. Appl. https://doi.org/10.1016/j.eswa.2025.129555 db/journals/eswa/eswa298.html#DistlerOP26 streams/journals/eswa

Yarema Okhrin Viktoriia Petruk Wolfgang Schmid Monitoring time dependent image processes for detecting shifts in pixel intensities. 5225-5256 2025 December 40 Comput. Stat. 9 https://doi.org/10.1007/s00180-025-01645-y db/journals/cstat/cstat40.html#OkhrinPS25 streams/journals/cstat

Linus Lach Alexander Willi Fottner Yarema Okhrin Bridging the Gap Between f-divergences and Bayes Hilbert Spaces. 2025 ICLR https://openreview.net/forum?id=m5qpn0KTMZ conf/iclr/2025 db/conf/iclr/iclr2025.html#LachFO25

Yarema Okhrin Wolfgang Schmid Ivan Semeniuk New Approaches for Monitoring Image Data. 921-933 2021 30 IEEE Trans. Image Process. https://doi.org/10.1109/TIP.2020.3039389 https://www.wikidata.org/entity/Q102384907 db/journals/tip/tip30.html#OkhrinSS21

Taras Bodnar Solomiia Dmytriv Yarema Okhrin Nestor Parolya Wolfgang Schmid Statistical Inference for the Expected Utility Portfolio in High Dimensions. 1-14 2021 69 IEEE Trans. Signal Process. https://doi.org/10.1109/TSP.2020.3037369 db/journals/tsp/tsp69.html#BodnarDOPS21

Nicole Barthel Claudia Czado Yarema Okhrin A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series. 2020 142 Comput. Stat. Data Anal. https://doi.org/10.1016/j.csda.2019.106810 db/journals/csda/csda142.html#BarthelCO20

Taras Bodnar Yarema Okhrin Valdemar Vitlinskyy Taras Zabolotskyy Determination and estimation of risk aversion coefficients. 297-317 2018 15 Comput. Manag. Sci. 2 https://doi.org/10.1007/s10287-018-0317-x https://www.wikidata.org/entity/Q129781874 db/journals/cms/cms15.html#BodnarOVZ18

Taras Bodnar Stepan Mazur Yarema Okhrin Bayesian estimation of the global minimum variance portfolio. 292-307 2017 256 Eur. J. Oper. Res. 1 https://doi.org/10.1016/j.ejor.2016.05.044 db/journals/eor/eor256.html#BodnarMO17

Taras Lazariv Yarema Okhrin Wolfgang Schmid Behavior of EWMA type control charts for small smoothing parameters. 115-125 2015 89 Comput. Stat. Data Anal. https://doi.org/10.1016/j.csda.2015.03.010 db/journals/csda/csda89.html#LazarivOS15

Taras Bodnar Yarema Okhrin Boundaries of the risk aversion coefficient: Should we invest in the global minimum variance portfolio? 5440-5448 2013 219 Appl. Math. Comput. 10 https://doi.org/10.1016/j.amc.2012.11.049 db/journals/amc/amc219.html#BodnarO13

Taras Bodnar Stepan Mazur Yarema Okhrin On the exact and approximate distributions of the product of a Wishart matrix with a normal vector. 70-81 2013 122 J. Multivar. Anal. https://doi.org/10.1016/j.jmva.2013.07.007 db/journals/ma/ma122.html#BodnarMO13

Olha Bodnar Taras Bodnar Yarema Okhrin Surveillance of the covariance matrix based on the properties of the singular Wishart distribution. 3372-3385 2009 53 Comput. Stat. Data Anal. 9 https://doi.org/10.1016/j.csda.2009.02.020 db/journals/csda/csda53.html#BodnarBO09

Nicole Barthel Olha Bodnar Taras Bodnar Claudia Czado Christine Distler Solomiia Dmytriv Alexander Willi Fottner Linus Lach Taras Lazariv Stepan Mazur Nestor Parolya Viktoriia Petruk Jonathan Pfahler Wolfgang Schmid Ivan Semeniuk Valdemar Vitlinskyy Taras Zabolotskyy