Douglas E. Johnston

According to our database1, Douglas E. Johnston authored at least 9 papers between 1994 and 2020.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2020
A Recursive Bayesian Solution for the Excess Over Threshold Distribution with Stochastic Parameters.
Proceedings of the 2020 IEEE International Conference on Acoustics, 2020

2019
A Recursive Bayesian Model for Extreme Values.
Proceedings of the IEEE International Conference on Acoustics, 2019

2013
Replication and optimization of hedge fund risk factor exposures.
Proceedings of the IEEE International Conference on Acoustics, 2013

2012
Particle Filtering of Stochastic Volatility Modeled With Leverage.
IEEE J. Sel. Top. Signal Process., 2012

Estimating hedge fund risk factor exposures.
Proceedings of the 13th IEEE International Workshop on Signal Processing Advances in Wireless Communications, 2012

2011
The Science Behind Risk Management.
IEEE Signal Process. Mag., 2011

1994
Bayesian Detection and MMSE Frequency Estimation of Sinusoidal Signals via Adaptive Importance Sampling.
Proceedings of the 1994 IEEE International Symposium on Circuits and Systems, ISCAS 1994, London, England, UK, May 30, 1994

Bayesian procedure for the Detection of Damped Signals.
Proceedings of the 1994 IEEE International Symposium on Circuits and Systems, ISCAS 1994, London, England, UK, May 30, 1994

An efficient Bayes solution to AR signal modelling for short sequences.
Proceedings of ICASSP '94: IEEE International Conference on Acoustics, 1994


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