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Michael Pokojovy, Ph.D.'s Projects

abstract.hjm icon abstract.hjm

The abstract Heath-Jarrow-Morton model: Calibration and forecasting the US daily Treasury yield curve rates

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Albendazole (Anthelmintic Benzimidazole)-Induced Morphological Changes in Female Ascaris lumbricoides var. suum and Loss of Synaptonemal Complexes in Meiosis

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Time-to-Event Modeling for Hospital Length of Stay Prediction for COVID-19 Patients: Data Preparation

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A robust deterministic affine-equivariant algorithm for multivariate location and scatter - Supplemental R Code for Pokojovy & Jobe (2022) CSDA Paper

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Forecasting the Euro Area Yield Curve Using the Heath-Jarrow-Morton Model

mvvasicek icon mvvasicek

ML Estimation for Discrete Multivariate Vasicek Processes

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US Population Modeling & Forecasting

ppcovmcd icon ppcovmcd

A robust deterministic affine-equivariant algorithm for multivariate location and scatter

semipargbm icon semipargbm

Quantitative Stock Market Modeling Using Multivariate Geometric Random Walk

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Detecting Selected Non-Random Patterns with Individuals Control Charts

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Univariate Fast Initial Response Statistical Process Control with Taut Strings

ts.fir.finsurv icon ts.fir.finsurv

A Fast Initial Response Approach to Real-Time Financial Surveillance

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The Taut String Approach to Statistical Inverse Problems

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