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ORCIDRajbir-Singh Nirwan
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Books and Theses
- 2021
[b1]Rajbir-Singh Nirwan:
Bayesian machine learning for financial modeling. Frankfurt University, Germany, 2021
Conference and Workshop Papers
- 2023
- [c4]Syama Sundar Rangapuram, Shubham Kapoor, Rajbir-Singh Nirwan, Pedro Mercado, Tim Januschowski, Yuyang Wang, Michael Bohlke-Schneider:
Coherent Probabilistic Forecasting of Temporal Hierarchies. AISTATS 2023: 9362-9376 - 2022
- [c3]Paul Jeha, Michael Bohlke-Schneider, Pedro Mercado, Shubham Kapoor, Rajbir-Singh Nirwan, Valentin Flunkert, Jan Gasthaus, Tim Januschowski:
PSA-GAN: Progressive Self Attention GANs for Synthetic Time Series. ICLR 2022 - 2019
- [c2]Rajbir-Singh Nirwan, Nils Bertschinger:
Rotation Invariant Householder Parameterization for Bayesian PCA. ICML 2019: 4820-4828 - [c1]Rajbir-Singh Nirwan, Nils Bertschinger:
Applications of Gaussian Process Latent Variable Models in Finance. IntelliSys (2) 2019: 1209-1221
Informal and Other Publications
- 2023
- [i4]Luca Masserano, Syama Sundar Rangapuram, Shubham Kapoor, Rajbir-Singh Nirwan, Youngsuk Park, Michael Bohlke-Schneider:
Adaptive Sampling for Probabilistic Forecasting under Distribution Shift. CoRR abs/2302.11870 (2023) - 2021
- [i3]Paul Jeha, Michael Bohlke-Schneider, Pedro Mercado, Rajbir-Singh Nirwan, Shubham Kapoor, Valentin Flunkert, Jan Gasthaus, Tim Januschowski:
PSA-GAN: Progressive Self Attention GANs for Synthetic Time Series. CoRR abs/2108.00981 (2021) - 2019
- [i2]Rajbir-Singh Nirwan, Nils Bertschinger:
Rotation Invariant Householder Parameterization for Bayesian PCA. CoRR abs/1905.04720 (2019) - 2018
- [i1]Rajbir-Singh Nirwan, Nils Bertschinger:
Estimation of Covariance Matrices for Portfolio Optimization using Gaussian Processes. CoRR abs/1806.03294 (2018)
Coauthor Index
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