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Robert J. Elliott

Publication record assembled from the DBLP archive of ranked conferences.

Papers indexed

3

Venues

3

Active years

2007–2009

Best venue rank

C

Where they publish

Papers

3 indexed papers, newest first.

YearVenueTitleAuthors
2009ISCASA Continuous-time Hidden Markov Model for Mean-variance Portfolio Optimization.Robert J. Elliott, Tak Kuen Siu
2008ACSSCAn exact recursive filter for Quadrature Amplitude Modulation dynamics.Robert J. Elliott, William Paul Malcolm
2007ACCInsurance Claims Modulated by a Hidden Marked Point Process.Robert J. Elliott, Tak Kuen Siu, Hailiang Yang