no code implementations • 21 Mar 2024 • Jose Blanchet, Jiajin Li, Markus Pelger, Greg Zanotti
In this paper, we propose a novel conceptual framework to detect outliers using optimal transport with a concave cost function.
1 code implementation • 8 Jun 2021 • Jorge Guijarro-Ordonez, Markus Pelger, Greg Zanotti
Statistical arbitrage exploits temporal price differences between similar assets.
no code implementations • 20 Oct 2016 • Stephanie Allen, David Madras, Ye Ye, Greg Zanotti
Body-worn video (BWV) cameras are increasingly utilized by police departments to provide a record of police-public interactions.