Kris Boudt

According to our database, Kris Boudt authored at least 14 papers between 2010 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2023

Climate Change Concerns and the Performance of Green vs. Brown Stocks.

David Ardia, Keven Bluteau, Kris Boudt, Koen Inghelbrecht

Manag. Sci., December, 2023

Generating drawdown-realistic financial price paths using path signatures.

Emiel Lemahieu, Kris Boudt, Maarten Wyns

CoRR, 2023

2022

Analyzing Intraday Financial Data in <i>R</i>: The highfrequency Package.

Kris Boudt, Onno Kleen, Emil Sjørup

J. Stat. Softw., 2022

2021

The R Package sentometrics to Compute, Aggregate, and Predict with Textual Sentiment.

David Ardia, Keven Bluteau, Samuel Borms, Kris Boudt

J. Stat. Softw., 2021

2020

The minimum regularized covariance determinant estimator.

Kris Boudt, Peter J. Rousseeuw, Steven Vanduffel, Tim Verdonck

Stat. Comput., 2020

The effect of velocity sparsity on the performance of cardinality constrained particle swarm optimization.

Kris Boudt, Chunlin Wan

Optim. Lett., 2020

2018

Downside Risk Evaluation with the R Package GAS.

David Ardia, Kris Boudt, Leopoldo Catania

R J., 2018

Block rearranging elements within matrix columns to minimize the variability of the row sums.

Kris Boudt, Edgars Jakobsons, Steven Vanduffel

4OR, 2018

2017

RiskPortfolios: Computation of Risk-Based Portfolios in R.

David Ardia, Kris Boudt, Jean-Philippe Gagnon-Fleury

J. Open Source Softw., 2017

The impact of covariance misspecification in risk-based portfolios.

David Ardia, Guido Bolliger, Kris Boudt, Jean-Philippe Gagnon-Fleury

Ann. Oper. Res., 2017

2012

The Gaussian rank correlation estimator: robustness properties.

Kris Boudt, Jonathan Cornelissen, Christophe Croux

Stat. Comput., 2012

Jump robust daily covariance estimation by disentangling variance and correlation components.

Kris Boudt, Jonathan Cornelissen, Christophe Croux

Comput. Stat. Data Anal., 2012

2011

Differential Evolution with DEoptim.

David Ardia, Kris Boudt, Peter Carl, Katharine M. Mullen, G. Brian G. Peterson

R J., 2011

2010

Robust M-estimation of multivariate GARCH models.

Kris Boudt, Christophe Croux

Comput. Stat. Data Anal., 2010