Valery Kholodnyi: A non-Markovian approach to modelling commodity markets

Research in Options 2019 - Carole Bernard - A Model-Free Approach to Multivariate Option PricingПодробнее

13. Commodity ModelsПодробнее

Market Design IПодробнее

Non Markovian effects and multiple steady states in non-equilibrium quantum systemsПодробнее

Mod-03 Lec-14 Different Aspects of Cornot ModelПодробнее

Balancing Covariates In Randomized Experiments: The Gram--Schmidt Walk DesignПодробнее

2.4) Hidden Markov Models | Regime Shift Modeling | Quantitative Alpha R&D for TradersПодробнее

ROSDevDay2020 • Andrei Kholodnyi | TrailerПодробнее

Research in Options 2020 - Ernst Eberlein - A Multiple Curve Lévy Swap Market ModelПодробнее

Guillaume Carlier: A Monge-Kantorovich approach to multivariate quantile regressionПодробнее

The Big Myth of Market FundamentalismПодробнее

Vadim Gorin: "Shift invariance for the six-vertex model and directed polymers"Подробнее

Jesper Andreasen: What is AAD & how is it useful to banks and investment firms?Подробнее

Globally Continuous and Non-Markovian Crowd Activity Analysis from VideosПодробнее

Quantum dynamics in a tiered non Markovian environmentПодробнее