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Found 4 papers, 2 papers with code
Randomized Control in Performance Analysis and Empirical Asset Pricing
The present article explores the application of randomized control techniques in empirical asset pricing and performance evaluation.
Truncated Log-concave Sampling with Reflective Hamiltonian Monte Carlo
We introduce Reflective Hamiltonian Monte Carlo (ReHMC), an HMC-based algorithm, to sample from a log-concave distribution restricted to a convex body.
Geometric algorithms for sampling the flux space of metabolic networks
Systems Biology is a fundamental field and paradigm that introduces a new era in Biology.
Modeling asset allocation strategies and a new portfolio performance score
The first concerns crisis detection, which is of prime interest for the public in general and for policy makers in particular because of the significant impact that crises have on the economy.
