Publications

For published & available online papers see my Google Scholar
For working papers see the Research & Students Tab above

Here are a few figures summarizing the results from my recent papers:

Chitsiripanich, Soros and Paolella, Marc S. and Polak, Pawel and Walker, Patrick S., Momentum Without Crashes (2022). Swiss Finance Institute Research Paper No. 22-87, Available at SSRN: https://ssrn.com/abstract=4280465
Online Appendix available also HERE: https://drive.google.com/file/d/1OYjN1uKi-pehXY6aYRSN4AiGb_nGeX83/view?usp=sharing

Miao, Jiaju and Polak, Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy (2023) Available on arXiv:https://doi.org/10.48550/arXiv.2304.09947

I wrote a series of papers introducing and applying a new class of COMFORT models. They have been published in journals such as Journal of Econometrics, Journal of Banking and Finance, Multivariate Analysis, and others.

This is from my recent paper Saadon JR, Yang F, Burgert R, Mohammad S, Gammel T, Sepe M, et al. (2023) Real-time emotion detection by quantitative facial motion analysis. PLoS ONE 18(3): e0282730. https://doi.org/10.1371/journal.pone.0282730

Geometric Deep Learning: Detection of (Hidden) Emotions from Videos using Muscles Movements and Face Manifold Embedding