Tutorial on Empirical Mode Decomposition: Basis Decomposition and Frequency Adaptive Graduation in Non-Stationary Time Series. - Cole van Jaarsveldt; Gareth W. Peters; Matthew Ames; Mike Chantler (IEEE Access, 2023)

Long/Short Equity Risk Premia Parity Portfolios via Implicit Factors in Regularized Covariance Regression. - Cole van Jaarsveldt; Gareth W. Peters; Matthew Ames; Mike Chantler (IEEE Access, 2024)