Ganna Marchenko

According to our database1, Ganna Marchenko authored at least 2 papers between 2018 and 2020.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of six.

Timeline

Legend:

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Article 
PhD thesis 
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Links

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Bibliography

2020
On a computationally-scalable sparse formulation of the multidimensional and non-stationary maximum entropy principle.
CoRR, 2020

2018
Towards a Computationally Tractable Maximum Entropy Principle for Nonstationary Financial Time Series.
SIAM J. Financial Math., 2018


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