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Publikationer av Henrik Hult

Refereegranskade

Artiklar

[1]
H. Hultin et al., "A generative model of a limit order book using recurrent neural networks," Quantitative finance (Print), vol. 23, no. 6, s. 931-958, 2023.
[2]
L. Tarnawski et al., "Cholinergic regulation of vascular endothelial function by human ChAT + T cells," Proceedings of the National Academy of Sciences of the United States of America, vol. 120, no. 14, 2023.
[3]
M. Favero och H. Hult, "Asymptotic behaviour of sampling and transition probabilities in coalescent models under selection and parent dependent mutations," Electronic Communications in Probability, vol. 27, no. none, 2022.
[4]
B. Djehiche, H. Hult och P. Nyquist, "Importance Sampling for a Simple Markovian Intensity Model Using Subsolutions," ACM Transactions on Modeling and Computer Simulation, vol. 32, no. 2, s. 1-25, 2022.
[5]
A. S. Caravaca et al., "Vagus nerve stimulation promotes resolution of inflammation by a mechanism that involves Alox15 and requires the α7nAChR subunit," Proceedings of the National Academy of Sciences of the United States of America, vol. 119, no. 22, 2022.
[6]
M. J. Donahue et al., "Wireless optoelectronic devices for vagus nerve stimulation in mice," Journal of Neural Engineering, vol. 19, no. 6, s. 066031, 2022.
[7]
M. Favero, H. Hult och T. Koski, "A dual process for the coupled Wright-Fisher diffusion," Journal of Mathematical Biology, vol. 82, no. 1-2, 2021.
[8]
C. Garcia-Pareja, H. Hult och T. Koski, "EXACT SIMULATION OF COUPLED WRIGHT-FISHER DIFFUSIONS," Advances in Applied Probability, vol. 53, no. 4, s. 923-950, 2021.
[9]
H. Hult och P. Nyquist, "Large deviations for weighted empirical measures arising in importance sampling," Stochastic Processes and their Applications, vol. 126, no. 1, 2016.
[10]
T. Gudmundsson och H. Hult, "Markov chain monte carlo for computing rare-event probabilities for a heavy-tailed random walk," Journal of Applied Probability, vol. 51, no. 2, s. 359-376, 2014.
[11]
H. Hult, F. Lindskog och J. Nykvist, "A simple time-consistent model for the forward density process," International Journal of Theoretical and Applied Finance, vol. 16, no. 8, s. 13500489, 2013.
[12]
J. Blanchet, H. Hult och K. Leder, "Rare-Event Simulation for Stochastic Recurrence Equations with Heavy-Tailed Innovations," ACM Transactions on Modeling and Computer Simulation, vol. 23, no. 4, s. 22, 2013.
[13]
H. Hult och J. Svensson, "On Importance Sampling with Mixtures for Random Walks with Heavy Tails," ACM Transactions on Modeling and Computer Simulation, vol. 22, no. 2, s. 8, 2012.
[14]
H. Hult och F. Lindskog, "Ruin probabilities under general investments and heavy-tailed claims," Finance and Stochastics, vol. 15, no. 2, s. 243-265, 2011.
[15]
H. Hult och G. Samorodnitsky, "Large deviations for point processes based on stationary sequences with heavy tails," Journal of Applied Probability, vol. 47, no. 1, s. 1-40, 2010.
[16]
H. Hult och G. Samorodnitsky, "Tail probabilities for infinite series of regularly varying random vectors," Bernoulli, vol. 14, no. 3, s. 838-864, 2008.
[17]
H. Hult och F. Lindskog, "On Kesten's counterexample to the Cramer-Wold device for regular variation," Bernoulli, vol. 12, no. 1, s. 133-142, 2006.
[18]
H. Hult och F. Lindskog, "On regular variation for infinitely divisible random vectors and additive processes," Advances in Applied Probability, vol. 38, no. 1, s. 134-148, 2006.
[19]
H. Hult och H. Lindskog, "Regular variation for measures on metric spaces," Publications de l'Institut Mathématique (Beograd), vol. 80, no. 94, s. 121-140, 2006.
[20]
T. Björk och H. Hult, "A note on Wick products and the fractional Black-Scholes model," Finance and Stochastics, vol. 9, no. 2, s. 197-209, 2005.
[21]
H. Hult och F. Lindskog, "Extremal behavior of regularly varying stochastic processes," Stochastic Processes and their Applications, vol. 115, no. 2, s. 249-274, 2005.
[22]
H. Hult, "Approximating some Volterra type stochastic integrals with applications to parameter estimation," Stochastic Processes and their Applications, vol. 105, no. 1, s. 1-32, 2003.
[23]
H. Hult och F. Lindskog, "Multivariate extremes, aggregation and dependence in elliptical distributions," Advances in Applied Probability, vol. 32, no. 3, s. 587-608, 2002.

Konferensbidrag

[24]
M. Nordström et al., "On Image Segmentation With Noisy Labels: Characterization and Volume Properties of the Optimal Solutions to Accuracy and Dice," i Advances in Neural Information Processing Systems 35 - 36th Conference on Neural Information Processing Systems, NeurIPS 2022, 2022.
[26]
M. Nordström et al., "Calibrated Surrogate Maximization of Dice," i Medical Image Computing and Computer Assisted Intervention – MICCAI 2020 : 23rd International Conference, Lima, Peru, October 4–8, 2020, Proceedings, Part IV, 2020, s. 269-278.
[27]
C. Ringqvist, P. Nyquist och H. Hult, "Infinite Swapping Algorithm for Training Restricted Boltzmann Machines," i Monte Carlo and Quasi-Monte Carlo Methods, 2020, s. 285-307.
[28]
C. Ringqvist et al., "Interpolation in Auto Encoders with Bridge Processes," i Proceedings of the 25th International Conference on Pattern Recognition, ICPR 2020, 2020.
[29]
B. Hargreaves, H. Hult och S. Reda, "Within-die process variations: How accurately can they be statistically modeled?," i 13th Asia and South Pacific Design Automation Conference, 2008.

Böcker

[30]
F. Lindskog et al., Risk and portfolio analysis : principles and methods. Springer-Verlag New York, 2012.

Kapitel i böcker

[31]
H. Hult et al., "Convex Optimization," i Springer Series in Operations Research and Financial Engineering, : Springer Nature, 2012, s. 33-38.
[32]
H. Hult et al., "Empirical Methods," i Risk and Portfolio Analysis, : Springer Nature, 2012, s. 197-229.
[33]
H. Hult et al., "Interest Rates and Financial Derivatives," i Risk and Portfolio Analysis, : Springer Nature, 2012, s. 3-31.
[34]
H. Hult et al., "Multivariate Models," i Risk and Portfolio Analysis, : Springer Nature, 2012, s. 273-330.
[35]
H. Hult et al., "Parametric Models and Their Tails," i Springer Series in Operations Research and Financial Engineering, : Springer Nature, 2012, s. 231-271.
[36]
H. Hult et al., "Preface," i Risk and Portfolio Analysis : Principles and Methods, : Springer Nature, 2012, s. vii-x.
[37]
H. Hult et al., "Quadratic Hedging Principles," i Risk and Portfolio Analysis, : Springer Nature, 2012, s. 39-83.
[38]
H. Hult et al., "Quadratic Investment Principles," i Risk and Portfolio Analysis, : Springer Nature, 2012, s. 85-126.
[39]
H. Hult et al., "Risk Measurement Principles," i Risk and Portfolio Analysis, : Springer Nature, 2012, s. 159-194.
[40]
H. Hult et al., "Utility-Based Investment Principles," i Risk and Portfolio Analysis, : Springer Nature, 2012, s. 127-157.

Icke refereegranskade

Artiklar

[41]
M. Nordström et al., "Interactive Deep Learning-Based Delineation of Gross Tumor Volume for Postoperative Glioma Patients," Medical physics (Lancaster), vol. 46, no. 6, s. E426-E427, 2019.
[42]
M. Nordström et al., "Pareto Dose Prediction Using Fully Convolutional Networks Operating in 3D," Medical physics (Lancaster), vol. 45, no. 6, s. E176-E176, 2018.

Konferensbidrag

[43]
J. Blanchet, H. Hult och K. Leder, "Importance sampling for stochastic recurrence equations with heavy-tailed increments," i Proceedings of the 2011 Winter Simulation Conference, 2011, s. 3824-3831.

Rapporter

[44]
H. Hult och F. Lindskog, "Heavy-tailed insurance portfolios : buffer capital and ruin probabilities," , Technical Report, Cornell University, ORIE, 1441, 2006.

Övriga

[48]
H. Hult och J. Kiessling, "Algorithmic trading with Markov chains," (Manuskript).
[56]
M. Nordström, H. Hult och A. Maki, "Marginal Thresholding in Noisy Image Segmentation," (Manuskript).
[61]
M. Nordström et al., "Noisy Image Segmentation With Soft-Dice," (Manuskript).
[63]
C. Ringqvist, A. Lindhe och H. Hult, "Particle Filter Bridge Interpolation," (Manuskript).
[65]
C. Ringqvist, A. Lindhe och H. Hult, "Variational Auto Encoder Gradient Clustering," (Manuskript).
Senaste synkning med DiVA:
2024-03-24 03:32:31