Publications

1. Factor-Augmented Gaussian Process Models for Multiresolution Volatility Forecasting, I.T. Katz, M. Campi, and G.W. Peters. In preparation.
2. CrossCurveR: An R Package for Stress Testing Multiple Yield Curves, I.T. Katz, M. Campi, and G.W. Peters. In preparation.
3. Cross-Curve Interest Rate Stress Testing With Endogenous Curve Dynamics, I.T. Katz, G. W. Peters, and M. Campi. Submitted, in review.
4. A simple catch: Fluctuations enable hydrodynamic trapping of microrollers by obstacles, E.B. van der Wee, B.C. Blackwell, F.B. Usabiaga, A. Sokolov, I.T. Katz, B. Delmotte, and M. M. Driscoll. Science Advances. Vol. 9, Issue 10.