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Rogemar Mamon

2PUBLICATIONS

0CO-AUTHORS

Computational logic and formal languagesData structures and algorithms

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Publications (2)

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|Oct 02, 2022

A uniformisation-driven algorithm for inference-related estimation of a phase-type ageing model.

Boquan Cheng, Rogemar Mamon

|Jan 31, 2020

A computing platform for pairs-trading online implementation via a blended Kalman-HMM filtering approach.

Anton Tenyakov, Rogemar Mamon

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