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Luke De Clerk

Loughborough University (from arXiv:2201.03286, 2022) · ORCID · OpenAlex

5 papers in scope · 3 published · 5 on the econ.EM arXiv · 6 citations · h-index 2 (over the papers listed here)

Papers

(3 of 5)

AI algorithms for fitting GARCH parameters to empirical financial data
published2022 · Physica A Statistical Mechanics and its Applications · 1 citations
with Sergey Savel’ev
Physica A Statistical Mechanics and its Applications
Nonstationary Generalised Autoregressive Conditional Heteroskedasticity Modelling for Fitting Higher Order Moments of Financial Series within Moving Time Windows
published2022 · Journal of Probability and Statistics · 2 citations
with Sergey Savel’ev
Journal of Probability and Statistics
An investigation of higher order moments of empirical financial data and their implications to risk
published2022 · Heliyon · 2 citations · first circulated 2021
with Sergey Savel’ev
Paper profile Heliyon arXiv:2103.13199
A machine learning search for optimal GARCH parameters
working paper2022 · arXiv
with Sergey Savl'ev
Paper profile arXiv arXiv:2201.03286
Non-stationary GARCH modelling for fitting higher order moments of financial series within moving time windows
working paper2021 · arXiv · 1 citations
with Sergey Savel’ev
Paper profile arXiv arXiv:2102.11627

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.