| NEU: A meta-algorithm for universal UAP-invariant feature representation A Kratsios, C Hyndman Journal of Machine Learning Research 22 (92), 1-51, 2021 | 34 | 2021 |
| Parameter estimation in commodity markets: A filtering approach RJ Elliott, CB Hyndman Journal of Economic Dynamics and Control 31 (7), 2350-2373, 2007 | 25 | 2007 |
| Deep arbitrage-free learning in a generalized HJM framework via arbitrage-regularization A Kratsios, C Hyndman Risks 8 (2), 40, 2020 | 17* | 2020 |
| Valuation perspectives and decompositions for variable annuities with gmwb riders CB Hyndman, M Wenger Insurance: Mathematics and Economics 55, 283-290, 2014 | 16 | 2014 |
| Gaussian factor models—futures and forward prices CB Hyndman IMA Journal of Management Mathematics 18 (4), 353-369, 2007 | 13 | 2007 |
| A convolution method for numerical solution of backward stochastic differential equations CB Hyndman, PO Ngou Methodology and Computing in Applied Probability 19 (1), 1-29, 2017 | 12 | 2017 |
| A forward–backward SDE approach to affine models CB Hyndman Mathematics and Financial Economics 2, 107-128, 2009 | 11 | 2009 |
| Forward–backward SDEs and the CIR model CB Hyndman Statistics & probability letters 77 (17), 1676-1682, 2007 | 10 | 2007 |
| A Fourier interpolation method for numerical solution of FBSDEs: Global convergence, stability, and higher order discretizations P Oyono Ngou, C Hyndman Journal of Risk and Financial Management 15 (9), 388, 2022 | 7* | 2022 |
| Pricing and hedging GMWB riders in a binomial framework C Hyndman, M Wenger Working paper, 2013 | 6* | 2013 |
| The entropic measure transform R Wang, C Hyndman, A Kratsios Canadian Journal of Statistics 48 (1), 97-129, 2020 | 3 | 2020 |
| Affine futures and forward prices. CB Hyndman | 3 | 2005 |
| Explicit solutions of quadratic FBSDEs arising from quadratic term structure models CB Hyndman, X Zhou Stochastic Analysis and Applications 33 (3), 464–492, 2015 | 2 | 2015 |
| STOCHASTIC JACOBIANS IN AFFINE TERM-STRUCTURE MODELS: A LOCAL PROPERTY CB HYNDMAN Communications on Stochastic Analysis 5 (2), 419-430, 2011 | 2 | 2011 |
| Arbitrage-free yield curve and bond price forecasting by deep neural networks C Hyndman Concordia University. https://www. fields. utoronto. ca/talk-media/1/43/98 …, 2021 | 1 | 2021 |
| Generative OrnsteinUhlenbeck Markets via Geometric Deep Learning A Kratsios, C Hyndman International Conference on Geometric Science of Information, 605-614, 2023 | | 2023 |
| Optimal annuitization post-retirement with labor income X Gao, C Hyndman, TA Pirvu, P Jevtić arXiv preprint arXiv:2202.04220, 2022 | | 2022 |
| Special issue on Stochastic Models, Statistics and Finance: Guest Editor’s Introduction C Hyndman | | 2020 |
| Non-Euclidean Conditional Expectation and Filtering A Kratsios, CB Hyndman arXiv preprint arXiv:1710.05829, 2017 | | 2017 |
| Trading against disorderly liquidation of a large position under asymmetric information and market impact C Hillairet, C Hyndman, Y Jiao, R Wang ESAIM: Proceedings and Surveys 56, 42-71, 2017 | | 2017 |
Anastasis KratsiosMcMaster University and Vector InstituteVerified email at mcmaster.ca
