Optimal Settings for Cryptocurrency Trading Pairs

no code implementations • 20 Oct 2022 • Di Zhang, Qiang Niu, Youzhou Zhou

2) It satisfies the connectivity constraint, that is, all currencies are guaranteed to be tradable.

Management

Modeling Randomly Walking Volatility with Chained Gamma Distributions

no code implementations • 4 Jul 2022 • Di Zhang, Qiang Niu, Youzhou Zhou

2) If the variational inference(VI) is used for state estimation, it runs much faster than Monte Carlo(MC) methods since the calculation of the posterior uses only basic arithmetic operations.

Time Series Analysis Variational Inference

Convergence Analysis of Schr{ö}dinger-F{ö}llmer Sampler without Convexity

no code implementations • 10 Jul 2021 • Yuling Jiao, Lican Kang, Yanyan Liu, Youzhou Zhou

Schr\"{o}dinger-F\"{o}llmer sampler (SFS) is a novel and efficient approach for sampling from possibly unnormalized distributions without ergodicity.