Professor of Financial Econometrics.
Previously Advisor at the Swedish Central Bank and hedge fund quant.
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Norwegian Business School, Oslo
- Oslo, Norway
- https://scholar.google.com/citations?hl=sv&user=3r61E7kAAAAJ&view_op=list_works&sortby=pubdate
Highlights
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SMARTboost.jl
SMARTboost.jl PublicSMARTboost (boosting of smooth symmetric regression trees)
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