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Luke De Clerk
Luke De Clerk
在 lboro.ac.uk 的电子邮件经过验证
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On-chip phonon-magnon reservoir for neuromorphic computing
DD Yaremkevich, AV Scherbakov, L De Clerk, SM Kukhtaruk, A Nadzeyka, ...
Nature Communications 14 (1), 8296, 2023
142023
An investigation of higher order moments of empirical financial data series
LD Clerk, S Savel’ev
ArXiv 2103, 2021
42021
AI algorithms for fitting GARCH parameters to empirical financial data
L De Clerk, S Savel’ev
Physica A: Statistical Mechanics and its Applications 603, 127869, 2022
32022
An investigation of higher order moments of empirical financial data and their implications to risk
L De Clerk, S Savel'ev
Heliyon 8 (2), 2022
22022
On-chip phonon-magnon reservoir for neuromorphic computing
A Scherbakov, D Yaremkevich, L De Clerk, S Kukhtaruk, R Campion, ...
2023
A statistical analysis of the stochastic dynamics in financial and geomorphological systems using Artificial Intelligence and Probability Theory.
L De-Clerk
Loughborough University, 2022
2022
Identifying conditions that sculpted bedforms-Human insights to build an effective artificial intelligence'AI'
JK Hillier, C Unsworth, L De Clerk, S Savel'ev
EGU General Assembly Conference Abstracts, EGU22-1437, 2022
2022
A machine learning search for optimal GARCH parameters
L De Clerk, S Savl'ev
arXiv preprint arXiv:2201.03286, 2022
2022
GC Insights: Identifying conditions that sculpted bedforms–human insights to building an effective AI (artificial intelligence)
JK Hillier, C Unsworth, L De Clerk, S Savel'ev
Geoscience Communication 5 (1), 11-15, 2022
2022
GC Insights: Identifying conditions that sculpted bedforms–Human insights to build an effective AI
JK Hillier, C Unsworth, L De Clerk, S Savel'ev
Geoscience Communication Discussions 2021, 1-7, 2021
2021
An investigation of higher order moments of empirical financial data and the implications to risk
L De Clerk, S Savel'ev
arXiv preprint arXiv:2103.13199, 2021
2021
Non-stationary GARCH modelling for fitting higher order moments of financial series within moving time windows
L De Clerk, S Savel'ev
arXiv preprint arXiv:2102.11627, 2021
2021
Non-stationary modelling of GARCH with respect to the fitting of higher order moments of financial series
L De Clerk, S Savel’ev
arXiv preprint arXiv:2102.11627, 2021
2021
Fitting higher order moments of empirical financial series with GARCH models
L De Clerk, S Savel’ev
arXiv preprint arXiv:2102.11627, 2021
2021
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