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scads.ai

Keywords

statistics, econometrics, time series, statistical process control, machine learning, data analysis

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Employment (3)

CIDS @ TU Dresden: Dresden, DE

Reseacrh Fellow
Employment
Source: Self-asserted source
Iryna Okhrin

Center for Scalable Data Analytics and Artificial Intelligence: Dresden, DE

Employment
Source: Self-asserted source
Iryna Okhrin

Dresden University of Technology: Dresden, DE

2021-10-01 to present | Research Assistant (ScaDS.AI - Center for Scalable Data Analytics and Artificial Intelligence Dresden/Leipzig)
Employment
Source: Self-asserted source
Iryna Okhrin

Funding (1)

Cycling behavior in Germany - a multi-criteria approach to quantify local differences in route choice and driving behavior.

2022-01-01 to present | Grant
Deutsche Forschungsgemeinschaft (Bonn, DE)
URL: https://app.dimensions.ai/details/grant/grant.13045755
GRANT_NUMBER: 514587991
Source: Self-asserted source
Iryna Okhrin via DimensionsWizard

Works (13)

Innovative Urban Design Simulation: Utilizing Agent-Based Modelling through Reinforcement Learning

Proceedings of the 2023 6th International Conference on Computational Intelligence and Intelligent Systems
2023-11-25 | Conference paper | Author
DOI: 10.1145/3638209.3638213
Contributors: Ayse Glass; Jörg Rainer NOENNIG; Burak Bek; Roman Glass; EYLUL KIBELE MENGES; Iryna Okhrin; PRAMOD BADDAM; mariela sanchez; Gunalan Senthil; René Jäkel
Source: Self-asserted source
Iryna Okhrin
grade
Preferred source (of 3)‎

Control Charts for Multivariate Nonlinear Time Series

REVSTAT-Statistical Journal
2015-06-07 | Journal article
DOI: 10.57805/REVSTAT.V13I2.168
Contributors: Robert Garthoff; Iryna Okhrin; Wolfgang Schmid
Source: Self-asserted source
Iryna Okhrin
grade
Preferred source (of 2)‎

Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series

AStA Advances in Statistical Analysis
2014-07 | Journal article
DOI: 10.1007/s10182-013-0220-2
Part of ISSN: 1863-8171
Part of ISSN: 1863-818X
Contributors: Robert Garthoff; Iryna Okhrin; Wolfgang Schmid
Source: Self-asserted source
Iryna Okhrin
grade
Preferred source (of 2)‎

Monitoring Validity of Daily Volatility Model

Bulletin of the International Statistical Institute
2011 | Journal article | Author
SOURCE-WORK-ID:

17d62f56-170c-4383-8297-c759355e1bd0
Contributors: Iryna Okhrin; Vasyl Golosnoy; Wolfgang Schmid
Source: check_circle
FIS TU Dresden

Monitoring Validity of Daily Volatility Model

Bulletin of the ISI 58th World Statistics Congress of the International Statistical Institute
2011 | Conference paper
Contributors: Iryna Okhrin; Vasyl Golosnoy; Wolfgang Schmid
Source: Self-asserted source
Iryna Okhrin

Statistical Surveillance of Volatility Forecasting Models

SSRN Electronic Journal
2011 | Journal article
DOI: https://doi.org/10.1093/jjfinec/nbr017
Part of ISSN: 1556-5068
Contributors: Vasyl Golosnoy; Iryna Okhrin; Wolfgang Schmid
Source: Self-asserted source
Iryna Okhrin
grade
Preferred source (of 2)‎

On the Application of SPC in Finance

Frontiers in Statistical Quality Control 9
2010 | Journal article
DOI: 10.1007/978-3-7908-2380-6_8
Part of ISBN: 9783790823790
Part of ISBN: 9783790823806
Contributors: Vasyl Golosnoy; Iryna Okhrin; Sergiy Ragulin; Wolfgang Schmid
Source: Self-asserted source
Iryna Okhrin
grade
Preferred source (of 2)‎

New characteristics for portfolio surveillance

Statistics
2010-06 | Journal article
DOI: 10.1080/02331880903023845
Part of ISSN: 0233-1888
Part of ISSN: 1029-4910
Contributors: Vasyl Golosnoy; Iryna Okhrin; Wolfgang Schmid
Source: Self-asserted source
Iryna Okhrin
grade
Preferred source (of 2)‎

Modeling and Forecasting Realized Volatility via State-Space Representation

9th Workshop on Stochastic Models and Their Applications
2009 | Conference paper | Author
SOURCE-WORK-ID:

37a504b2-cd91-45d4-a909-35e0f0c882c1
Contributors: Vasyl Golosnoy; Iryna Okhrin; Wolfgang Schmid
Source: check_circle
FIS TU Dresden

Modeling and Forecasting Realized Volatility via State-Space Representation

9th Workshop on Stochastic Models and Their Applications
2009 | Conference paper
Contributors: Iryna Okhrin; Vasyl Golosnoy; Wolfgang Schmid
Source: Self-asserted source
Iryna Okhrin

Surveillance of the Minimum Variance Portfolio Composition

Bulletin of the International Statistical Institute
2007 | Journal article | Author
SOURCE-WORK-ID:

ebc1b418-4841-4b37-b0cc-a12304494fbb
Contributors: Vasyl Golosnoy; Iryna Okhrin; Wolfgang Schmid
Source: check_circle
FIS TU Dresden

Surveillance of the Minimum Variance Portfolio Composition

Bulletin of the ISI 57th World Statistics Congress of the International Statistical Institute
2007 | Conference paper
Contributors: Iryna Okhrin; Vasyl Golosnoy; Wolfgang Schmid
Source: Self-asserted source
Iryna Okhrin

Sequential Monitoring of Optimal Portfolio Weights

Financial Surveillance
2007-12-18 | Book chapter
DOI: 10.1002/9780470987179.ch7
Part of ISBN: 9780470061886
Part of ISBN: 9780470987179
Contributors: Vasyl Golosnoy; Wolfgang Schmid; Iryna Okhrin
Source: Self-asserted source
Iryna Okhrin
grade
Preferred source (of 2)‎
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