Publications
. “The roughness exponent and its model-free estimation”. Annals of Applied Probability 35, no. 2 (2025): 1049-1082. https://arxiv.org/abs/2111.10301.
. “Multiarmed bandits problem under the mean-variance setting”. European Journal of Operational Research 324 (2025): 168-182. https://www.sciencedirect.com/science/article/pii/S0377221725002085.
. “Sample Path Properties of the Fractional Wiener-–Weierstrass Bridge”. Bernoulli (Accepted). https://arxiv.org/abs/2411.05204.
. “Robust Faber–Schauder approximation based on discrete observations of an antiderivative”. Mathematics of Operations Research (Accepted). http://arxiv.org/abs/2211.11907.
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