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Martin Magris

Aarhus University (from arXiv:2310.03435, 2023) · ORCID · OpenAlex

9 papers in scope · 4 published · 6 on the econ.EM arXiv · 177 citations · h-index 3 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Trong Nghia-Nguyen
  2. Minh-Ngoc Tran
  3. Robert Kohn
  4. Tra Ngoc Vy Nguyen
  5. David Gunawan
  6. Chen Liu
  7. Alexandros Iosifidis
  8. Chao Wang
  9. Adam Clements
  10. Christopher Drovandi
  11. Dan Li
  12. Haoyuan Wang
  13. Yasin Şimşek
  14. Andrew J. Patton
  15. Richard Gerlach
  16. William E. Griffiths
  17. Duangkamon Chotikapanich
  18. Slawek Smyl
  19. Kasun Bandara
  20. Diego S. de Brito

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(6 of 9)

Efficient Training of Probabilistic Neural Networks for Survival Analysis
published2024 · IEEE Journal of Biomedical and Health Informatics · 3 citations
with Christian Marius Lillelund, Christian Fischer Pedersen
IEEE Journal of Biomedical and Health Informatics
Variational Inference for GARCH-family Models
working paper2023 · arXiv · 1 citations
with Alexandros Iosifidis
Paper profile arXiv arXiv:2310.03435
Predicting the state of synchronization of financial time series using cross recurrence plots
published2023 · Neural Computing and Applications · 11 citations · first circulated 2022
with Mostafa Shabani, George Tzagkarakis, Juho Kanniainen, Alexandros Iosifidis
Neural Computing and Applications
Bayesian learning for neural networks: an algorithmic survey
published2023 · Artificial Intelligence Review · 141 citations · first circulated 2022
with Alexandros Iosifidis
Artificial Intelligence Review
Bayesian bilinear neural network for predicting the mid‐price dynamics in limit‐order book markets
published2023 · Journal of Forecasting · 17 citations · first circulated 2022
with Mostafa Shabani, Alexandros Iosifidis
Paper profile Journal of Forecasting arXiv:2203.03613
Quasi Black-Box Variational Inference with Natural Gradients for Bayesian Learning
working paper2022 · arXiv · 2 citations
with Mostafa Shabani, Alexandros Iosifidis
Paper profile arXiv arXiv:2205.11568
Approximate Bayes factors for unit root testing
working paper2021 · arXiv · 1 citations
with Iosifidis Alexandros
Paper profile arXiv arXiv:2102.10048
On the simulation of the Hawkes process via Lambert-W functions
working paper2019 · arXiv · 1 citations
Paper profile arXiv arXiv:1907.09162
A Vine-copula extension for the HAR model
working paper2019 · arXiv
Paper profile arXiv arXiv:1907.08522

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.