![Inference and Computation for Sparsely Sampled Random Surfaces Inference and Computation for Sparsely Sampled Random Surfaces](http://www.tomasrubin.com/wp-content/uploads/2021/03/0001-319x142.jpg)
Inference and Computation for Sparsely Sampled Random Surfaces
A novel method to probe sparsely sampled random surfaces. Application to implied volatility modelling and prediction.
![A quantitative comparison of yield curve models in the MINT economies. A quantitative comparison of yield curve models in the MINT economies.](http://www.tomasrubin.com/wp-content/uploads/2020/08/forecasts-1-319x142.png)
A quantitative comparison of yield curve models in the MINT economies.
A semester project I supervised at EPFL comparing various econometric forecasting methods for yield curves in MINT (Mexico, Indonesia, Nigeria, Turkey) economies.
![Spectral Simulation of Functional Time Series Spectral Simulation of Functional Time Series](http://www.tomasrubin.com/wp-content/uploads/2020/07/farfima-319x142.png)
Spectral Simulation of Functional Time Series
A novel simulation method allowing for generating a wide range of simulated data, accompanied by an R package ‘specsimfts’.
![Yield curve and macroeconomy interaction: evidence from the non-parametric functional lagged regression approach Yield curve and macroeconomy interaction: evidence from the non-parametric functional lagged regression approach](http://www.tomasrubin.com/wp-content/uploads/2020/07/yield-curves-FTS-319x142.png)
Yield curve and macroeconomy interaction: evidence from the non-parametric functional lagged regression approach
In my first single-author publication I applied the tools I developed in my core PhD research to yield curve modelling.
![Sparsely Observed Functional Time Series: Estimation and Prediction Sparsely Observed Functional Time Series: Estimation and Prediction](http://www.tomasrubin.com/wp-content/uploads/2020/06/4-days-319x142.png)
Sparsely Observed Functional Time Series: Estimation and Prediction
The core paper of my PhD research. Published in Electronic Journal of Statistics (2020)
![Functional Lagged Regression with Sparse Noisy Observations Functional Lagged Regression with Sparse Noisy Observations](http://www.tomasrubin.com/wp-content/uploads/2020/06/lagged_regression-page-001-319x142.jpg)
Functional Lagged Regression with Sparse Noisy Observations
The paper extending results from my core paper on sparsely observed functional time series. To appear in Journal of Time Series Analysis