Exact fast smoothing in switching models with application to stochastic volatility. - Ivan Gorynin; Stéphane Derrode; Emmanuel Monfrini; Wojciech Pieczynski (EUSIPCO, 2015)

Unsupervised learning of Markov-switching stochastic volatility with an application to market data. - Ivan Gorynin; Emmanuel Monfrini; Wojciech Pieczynski (MLSP, 2016)

Fast filtering with new sparse transition Markov chains. - Ivan Gorynin; Emmanuel Monfrini; Wojciech Pieczynski (SSP, 2016)

Pairwise Markov models for stock index forecasting. - Ivan Gorynin; Emmanuel Monfrini; Wojciech Pieczynski (EUSIPCO, 2017)

Unsupervised learning of asymmetric high-order autoregressive stochastic volatility model. - Ivan Gorynin; Emmanuel Monfrini; Wojciech Pieczynski (ICASSP, 2017)

Fast smoothing in switching approximations of non-linear and non-Gaussian models. - Ivan Gorynin; Stéphane Derrode; Emmanuel Monfrini; Wojciech Pieczynski (Comput. Stat. Data Anal., 2017)

Fast Filtering in Switching Approximations of Nonlinear Markov Systems With Applications to Stochastic Volatility. - Ivan Gorynin; Stéphane Derrode; Emmanuel Monfrini; Wojciech Pieczynski (IEEE Trans. Autom. Control., 2017)

Bayesian state estimation in partially observable Markov processes. (Estimation bayésienne dans les modèles de Markov partiellement observés). - Ivan Gorynin (2017)

Assessing the segmentation performance of pairwise and triplet Markov models. - Ivan Gorynin; Hugo Gangloff; Emmanuel Monfrini; Wojciech Pieczynski (Signal Process., 2018)