Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.

This library supports calculation of uniform boundaries, confidence sequences, and always-valid p-values. These constructs are useful in sequential A/B testing, best-arm identification, and other ...

Abstract: Understanding the distribution and propagation of train delay is crucial for railway management. This paper combines the interpretability of logistic regression models with the robustness ...

This study presents SynaptoGen, a differentiable extension of connectome models that links gene expression, protein-protein interaction probabilities, synaptic multiplicity, and synaptic weights, and ...

A guide with examples for learning this key idea in options trading Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive ...