Concepedia

András Fülöp

AF

19

Publications

533

Citations

12

H-Index

2006

Active since

Affiliations

École Supérieure des Sciences Économiques et Commerciales(Current)

National University of Singapore

Fudan University

University of Toronto

CY Cergy Paris Université

András Fülöp is an author at École Supérieure des Sciences Économiques et Commerciales specializing in engineering, business, and finance.

Top concepts

EngineeringFinanceBusinessStatisticsEconomicsAsset PricingFinancial EconomicsManagementData ScienceFinancial Crisis

Publications per year

2006–2022

19

Publications

19

Self-Exciting Jumps, Learning, and Asset Pricing Implications

András Fülöp, Junye Li, Jun Yu · Review of Financial Studies · 2014 · 98 citations · Full text

Empirical Finance, Economics, Volatility Modeling +15

Estimating the structural credit risk model when equity prices are contaminated by trading noises

Jin‐Chuan Duan, András Fülöp · Journal of Econometrics · 2008 · 89 citations

Empirical Finance, Economics, Financial Economics +11

Efficient learning via simulation: A marginalized resample-move approach

András Fülöp, Junye Li · Journal of Econometrics · 2013 · 68 citations

Engineering, Marginalized Resample-move Approach, Machine Learning +4

Density-Tempered Marginalized Sequential Monte Carlo Samplers

Jin‐Chuan Duan, András Fülöp · Journal of Business and Economic Statistics · 2014 · 52 citations

Engineering, Data Science, Uncertainty Quantification +11

Efficient Learning via Simulation: A Marginalized Resample-Move Approach

András Fülöp, Junye Li · SSRN Electronic Journal · 2012 · 25 citations · Full text

Engineering, Marginalized Resample-move Approach, Machine Learning +4

Rows per page

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