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Publications
3
Citations
41
H-Index
Active since
2008
Johannes Vitalis Siven is an author specializing in inverse problems, numerical analysis, and uncertainty quantification.
Top concepts
EngineeringInverse ProblemsNumerical AnalysisApproximation TheoryMathematical ProgrammingUncertainty Quantification
Publications per year
2008–2009
Temporal structure and gain-loss asymmetry for real and artificial stock indices
Johannes Vitalis Siven, Jeffrey Todd Lins · Physical Review E · 2009 · 16 citations · Full text
A multiscale view on inverse statistics and gain/loss asymmetry in financial time series
Johannes Vitalis Siven, Jeffrey Todd Lins, Jonas Lundbek Hansen · Journal of Statistical Mechanics Theory and Experiment · 2009 · 13 citations · Full text
Value-at-Risk computation by Fourier inversion with explicit error bounds
Johannes Vitalis Siven, Jeffrey Todd Lins, Anna Szymkowiak-Have · Finance research letters · 2008 · 12 citations
Mathematical Programming, Numerical Analysis, Engineering +7
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