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. Dynamic Covariance Transfer in Multi-Yield Curve Models with Applications to Actuarial Valuation, 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.