Motivated by Gaussian tests for a time series, we are led to investigate the asymptotic behavior of the residual empirical processes of stochastic regression models. These models cover the fixed ...
Pantelis Samartsidis, Claudia R. Eickhoff, Simon B. Eickhoff, Tor D. Wager, Lisa Feldman Barrett, Shir Atzil, Timothy D. Johnson, Thomas E. Nichols Journal of the ...
Functional verification of SoCs always has some kind of set up process. For complex SoCs, at least, this initial set up phase often consumes from 20 to 90% of each test’s total simulation time. And ...
Modeling counterparty risk is computationally challenging because it requires the simultaneous evaluation of all trades between each counterparty under both market and credit risk. We present a ...
insights from industryDr. David Honigs, Ph.D.Field Applications ScientistPerkinElmer, Inc. In this interview, Dr. David Honigs, Ph.D, the Field Applications Scientist ...
When applying machine learning to trading strategy, two inevitable practical issues are achieving interpretable results and securing robustness to market changes. To overcome these challenges, ...
Most human minds right now, the way they are, cannot even handle one lifetime’s memory. If you remember ten lifetimes, your mind will crack up. There are other more responsible ways of doing this.
Most human minds right now, the way they are, cannot even handle one lifetime’s memory. If you remember ten lifetimes, your mind will crack up. There are other more responsible ways of doing this.
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