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07/25/2023
Transfer Learning for Portfolio Optimization
In this work, we explore the possibility of utilizing transfer learning ...
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04/11/2023
Crediting football players for creating dangerous actions in an unbiased way: the generation of threat (GoT) indices
We introduce an innovative methodology to identify football players at t...
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10/03/2022
Statistical inference for rough volatility: Central limit theorems
In recent years, there has been substantive empirical evidence that stoc...
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07/12/2022
