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Lyudmila Grigoryeva

University of St. Gallen (from arXiv:2512.13642, 2025) · ORCID · OpenAlex

15 papers in scope · 14 published · 2 on the econ.EM arXiv · 182 citations · h-index 6 (over the papers listed here)

Related authors

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

  1. Y. Li
  2. Giovanni Ballarin
  3. Marcel Hirt
  4. Sophie van Huellen
  5. Juan-Pablo Ortega
  6. Πέτρος Δελλαπόρτας
  7. Marc Hallin
  8. Eduardo Mendes
  9. Matteo Barigozzi
  10. Marcelo C. Medeiros
  11. Ricardo Masini
  12. Byunghoon Kang
  13. Quinlan Lee
  14. Iones Kelanemer Holban
  15. Elena Peavento
  16. Lutz Kilian
  17. Ana María Herrera
  18. Christian Gouriéroux
  19. Susan Athey
  20. Guido W. Imbens

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

(2 of 15)

From Many Models, One: Macroeconomic Forecasting with Reservoir Ensembles
working paper2025 · arXiv
with Giovanni Ballarin, Y. Li
Paper profile arXiv arXiv:2512.13642
Reservoir Kernels and Volterra Series
published2025 · IEEE Transactions on Neural Networks and Learning Systems · 3 citations · first circulated 2022
with Lukas Gonon, Juan-Pablo Ortega
IEEE Transactions on Neural Networks and Learning Systems
Nearest Neighbors GParareal: Improving Scalability of Gaussian Processes for Parallel-in-Time Solvers
published2025 · SIAM Journal on Scientific Computing · first circulated 2024
with Guglielmo Gattiglio, Massimiliano Tamborrino
SIAM Journal on Scientific Computing
Infinite-dimensional reservoir computing
published2024 · Neural Networks · 11 citations · first circulated 2023
with Lukas Gonon, Juan-Pablo Ortega
Neural Networks
Tracing curves in the plane: Geometric-invariant learning from human demonstrations
published2024 · PLoS ONE
with Sri Harsha Turlapati, Juan-Pablo Ortega, Domenico Campolo
PLoS ONE
Reservoir computing for macroeconomic forecasting with mixed-frequency data
published2023 · International Journal of Forecasting · 23 citations · first circulated 2022
with Giovanni Ballarin, Πέτρος Δελλαπόρτας, Marcel Hirt, Sophie van Huellen, Juan-Pablo Ortega
Paper profile International Journal of Forecasting arXiv:2211.00363
Discrete-Time Signatures and Randomness in Reservoir Computing
published2021 · IEEE Transactions on Neural Networks and Learning Systems · 3 citations
with Christa Cuchiero, Lukas Gonon, Juan-Pablo Ortega, Josef Teichmann
IEEE Transactions on Neural Networks and Learning Systems
Echo state networks are universal
published2018 · Neural Networks · 1 citations
with Juan-Pablo Ortega
Neural Networks
Volatility forecasting using global stochastic financial trends extracted from non-synchronous data
published2017 · Econometrics and Statistics · 14 citations · first circulated 2015
with Juan-Pablo Ortega, Anatoly Peresetsky
Econometrics and Statistics
Bedside Evaluation of the Functional Organization of the Auditory Cortex in Patients with Disorders of Consciousness
published2016 · PLoS ONE · 4 citations
with Julie Henriques, Lionel Pazart, Emelyne Muzard, Yvan Beaussant, Émmanuel Haffen, Thierry Moulin, Régis Aubry, Juan-Pablo Ortega, Damien Gabriel
PLoS ONE
Optimal nonlinear information processing capacity in delay-based reservoir computers
published2015 · Scientific Reports · 50 citations · first circulated 2014
with Julie Henriques, Laurent Larger, Juan-Pablo Ortega
Scientific Reports
Estimation and empirical performance of non-scalar dynamic conditional correlation models
published2015 · Computational Statistics & Data Analysis · 27 citations · first circulated 2014
with Luc Bauwens, Juan-Pablo Ortega
Computational Statistics & Data Analysis
Asymptotic forecasting error evaluation for estimated temporally aggregated linear processes
published2015 · International Journal of Computational Economics and Econometrics
with Juan-Pablo Ortega
International Journal of Computational Economics and Econometrics
Hybrid Forecasting with Estimated Temporally Aggregated Linear Processes
published2014 · Journal of Forecasting · 2 citations
with Juan-Pablo Ortega
Journal of Forecasting
Stochastic nonlinear time series forecasting using time-delay reservoir computers: Performance and universality
published2014 · Neural Networks · 44 citations · first circulated 2013
with Julie Henriques, Laurent Larger, Juan-Pablo Ortega
Neural Networks

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.