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Tim Leung
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Ajit K Dubey
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Research
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Tim Leung
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Articles
Dynamic Estimation of Stochastic Gold Exposure
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February 9, 2022
4
min read
Multiscale Decomposition and Analysis of Sector ETF Price Dynamics
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October 19, 2021
5
min read
Encoding Market View via a Randomized Brownian Bridge
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November 3, 2021
min read
Dynamic Futures Portfolio in a Regime-Switching Market
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August 24, 2021
3
min read
Dynamic Futures Portfolio Under a Multifactor Gaussian Framework
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August 16, 2021
2
min read
Multiscale Financial Signal Processing
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May 8, 2021
5
min read