Summary
My personal webpage can be found at:
http://www2.imperial.ac.uk/~nkantas/
Publications
Journals
Borovykh A, Kantas N, Parpas P, et al. , 2021, On stochastic mirror descent with interacting particles: Convergence properties and variance reduction, Physica D: Nonlinear Phenomena, Vol:418, ISSN:0167-2789, Pages:132844-132844
Kantas N, 2020, Data-Driven Computational Methods: Parameter and Operator Estimations., Siam Review, Vol:62, ISSN:0036-1445, Pages:992-993
Marowka M, Peters GW, Kantas N, et al. , 2020, Factor augmented bayesian cointegration model: a case study on the soybean crush spread, Journal of the Royal Statistical Society Series C: Applied Statistics, Vol:69, ISSN:0035-9254, Pages:483-500