Kris Boudt

15 papers Journal 15
YearRankTypeTitle / Venue / Authors
2023 J jnl
Climate Change Concerns and the Performance of Green vs. Brown Stocks.
Manag. Sci.
David Ardia, Keven Bluteau, Kris Boudt, Koen Inghelbrecht
2023 J jnl
Generating drawdown-realistic financial price paths using path signatures.
CoRR
Emiel Lemahieu, Kris Boudt, Maarten Wyns
2022 J jnl
Analyzing Intraday Financial Data in
J. Stat. Softw.
Kris Boudt, Onno Kleen, Emil Sjørup
2021 J jnl
The R Package sentometrics to Compute, Aggregate, and Predict with Textual Sentiment.
J. Stat. Softw.
David Ardia, Keven Bluteau, Samuel Borms, Kris Boudt
2021 J jnl
The R package sentometrics to compute, aggregate and predict with textual sentiment.
CoRR
David Ardia, Keven Bluteau, Samuel Borms, Kris Boudt
2020 J jnl
The effect of velocity sparsity on the performance of cardinality constrained particle swarm optimization.
Optim. Lett.
Kris Boudt, Chunlin Wan
2020 J jnl
The minimum regularized covariance determinant estimator.
Stat. Comput.
Kris Boudt, Peter J. Rousseeuw, Steven Vanduffel, Tim Verdonck
2018 J jnl
Block rearranging elements within matrix columns to minimize the variability of the row sums.
4OR
Kris Boudt, Edgars Jakobsons, Steven Vanduffel
2018 J jnl
Downside Risk Evaluation with the R Package GAS.
R J.
David Ardia, Kris Boudt, Leopoldo Catania
2017 J jnl
RiskPortfolios: Computation of Risk-Based Portfolios in R.
J. Open Source Softw.
David Ardia, Kris Boudt, Jean-Philippe Gagnon-Fleury
2017 J jnl
The impact of covariance misspecification in risk-based portfolios.
Ann. Oper. Res.
David Ardia, Guido Bolliger, Kris Boudt, Jean-Philippe Gagnon-Fleury
2012 J jnl
Jump robust daily covariance estimation by disentangling variance and correlation components.
Comput. Stat. Data Anal.
Kris Boudt, Jonathan Cornelissen, Christophe Croux
2012 J jnl
The Gaussian rank correlation estimator: robustness properties.
Stat. Comput.
Kris Boudt, Jonathan Cornelissen, Christophe Croux
2011 J jnl
Differential Evolution with DEoptim.
R J.
David Ardia, Kris Boudt, Peter Carl, Katharine M. Mullen, G. Brian G. Peterson
2010 J jnl
Robust M-estimation of multivariate GARCH models.
Comput. Stat. Data Anal.
Kris Boudt, Christophe Croux