Yarema Okhrin

12 papers A* 1Journal 11
YearRankTypeTitle / Venue / Authors
2026 J jnl
A spectral relevance analysis approach to pattern recognition of financial time series.
Expert Syst. Appl.
Christine Distler, Yarema Okhrin, Jonathan Pfahler
2025 A* conf
Bridging the Gap Between f-divergences and Bayes Hilbert Spaces.
ICLR
Linus Lach, Alexander Willi Fottner, Yarema Okhrin
2025 J jnl
Monitoring time dependent image processes for detecting shifts in pixel intensities.
Comput. Stat.
Yarema Okhrin, Viktoriia Petruk, Wolfgang Schmid
2021 J jnl
New Approaches for Monitoring Image Data.
IEEE Trans. Image Process.
Yarema Okhrin, Wolfgang Schmid, Ivan Semeniuk
2021 J jnl
Statistical Inference for the Expected Utility Portfolio in High Dimensions.
IEEE Trans. Signal Process.
Taras Bodnar, Solomiia Dmytriv, Yarema Okhrin, Nestor Parolya, Wolfgang Schmid
2020 J jnl
A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series.
Comput. Stat. Data Anal.
Nicole Barthel, Claudia Czado, Yarema Okhrin
2018 J jnl
Determination and estimation of risk aversion coefficients.
Comput. Manag. Sci.
Taras Bodnar, Yarema Okhrin, Valdemar Vitlinskyy, Taras Zabolotskyy
2017 J jnl
Bayesian estimation of the global minimum variance portfolio.
Eur. J. Oper. Res.
Taras Bodnar, Stepan Mazur, Yarema Okhrin
2015 J jnl
Behavior of EWMA type control charts for small smoothing parameters.
Comput. Stat. Data Anal.
Taras Lazariv, Yarema Okhrin, Wolfgang Schmid
2013 J jnl
Boundaries of the risk aversion coefficient: Should we invest in the global minimum variance portfolio?
Appl. Math. Comput.
Taras Bodnar, Yarema Okhrin
2013 J jnl
On the exact and approximate distributions of the product of a Wishart matrix with a normal vector.
J. Multivar. Anal.
Taras Bodnar, Stepan Mazur, Yarema Okhrin
2009 J jnl
Surveillance of the covariance matrix based on the properties of the singular Wishart distribution.
Comput. Stat. Data Anal.
Olha Bodnar, Taras Bodnar, Yarema Okhrin