Michael Vogt

Publications by Year

Research Areas

Statistical Methods and Inference, Financial Risk and Volatility Modeling, Bayesian Methods and Mixture Models, Fault Detection and Control Systems, Control Systems and Identification

Most-Cited Works

• → Iterative Single Data Algorithm for Training Kernel Machines from Huge Data Sets: Theory and Performance(2005)124 cited
• → Optimal Dynamic XL Reinsurance(2003)89 cited
• → Classification of Non-Parametric Regression Functions in Longitudinal Data Models(2016)58 cited
• → On-Line Adaptation of Grid-Based Look-up Tables Using a Fast Linear Regression Technique(2004)45 cited
• → The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market(2015)34 cited
• On the Equality of Kernel AdaTron and Sequential Minimal Optimization in Classification and Regression Tasks and Alike Algorithms for Kernel Machines(2003)
• → A semiparametric model for heterogeneous panel data with fixed effects(2015)27 cited
• → TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS(2014)26 cited
• → Active-Set Methods for Support Vector Machines(2005)25 cited