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10/20/2022
Optimal Settings for Cryptocurrency Trading Pairs
The goal of cryptocurrencies is decentralization. In principle, all curr...
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07/05/2022
Confluent Vandermonde with Arnoldi
In this note, we extend the Vandermonde with Arnoldi method recently adv...
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07/04/2022
Modeling Randomly Walking Volatility with Chained Gamma Distributions
Volatility clustering is a common phenomenon in financial time series. T...
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07/10/2021
Convergence Analysis of Schrödinger-Föllmer Sampler without Convexity
Schrödinger-Föllmer sampler (SFS) is a novel and efficient approach for ...
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11/15/2018