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504 days ago - q-fin updates on arXiv.org
The study of heavy-tailed distributions in economic and financial systems has
been widely addressed since financial time series has become a research
subject.After the eightie...
505 days ago - q-fin updates on arXiv.org
We show how random matrix theory can be applied to develop new algorithms to
extract dynamic factors from macroeconomic time series. In particular, we
consider a limit where t...
505 days ago - Three-Toed Sloth
Attention conservation notice: Only of interest if you (1) care about combinatorial stochastic processes and their statistical applications, and (2) will be in Pittsburgh on W...
506 days ago - #rstats - Twitter Search
I love a #Bayes world because all factors are random #rstats #yakshaving
506 days ago - Fama/French Forum
What is the best way to describe the distribution of stock returns—a normal distribution, lognormal, or something else? What should investors do with this information?(...