Methods of Hyperparameter Estimation in Time-Varying Regression Models with Application to Dynamic Style Analysis of Investment Portfolios. - Olga Krasotkina; Vadim Mottl; Michael Markov; Elena Chernousova; Dmitry Malakhov (MLDM, 2017)

Constrained Regularized Regression Model Search in Large Sets of Regressors. - Olga Krasotkina; Michael Markov; Vadim Mottl; Ilya Pugach; Dmitry Babichev; Alexey Morozov (MLDM (2), 2018)