Estimation of Covariance Matrices for Portfolio Optimization using Gaussian Processes. - Rajbir-Singh Nirwan; Nils Bertschinger (CoRR, 2018)

Rotation Invariant Householder Parameterization for Bayesian PCA. - Rajbir-Singh Nirwan; Nils Bertschinger (ICML, 2019)

Applications of Gaussian Process Latent Variable Models in Finance. - Rajbir-Singh Nirwan; Nils Bertschinger (IntelliSys (2), 2019)

Bayesian machine learning for financial modeling - Rajbir-Singh Nirwan (2021)

PSA-GAN: Progressive Self Attention GANs for Synthetic Time Series. - Paul Jeha; Michael Bohlke-Schneider; Pedro Mercado; Shubham Kapoor; Rajbir-Singh Nirwan; Valentin Flunkert; Jan Gasthaus; Tim Januschowski (ICLR, 2022)

Coherent Probabilistic Forecasting of Temporal Hierarchies. - Syama Sundar Rangapuram; Shubham Kapoor; Rajbir-Singh Nirwan; Pedro Mercado; Tim Januschowski; Yuyang Wang 001; Michael Bohlke-Schneider (AISTATS, 2023)

Adaptive Sampling for Probabilistic Forecasting under Distribution Shift. - Luca Masserano; Syama Sundar Rangapuram; Shubham Kapoor; Rajbir-Singh Nirwan; Youngsuk Park; Michael Bohlke-Schneider (CoRR, 2023)