Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.
Steven Nickolas is a writer and has 10+ years of experience working as a consultant to retail and institutional investors. Somer G. Anderson is CPA, doctor of accounting, and an accounting and finance ...
Abstract: The Tweedie exponential dispersion (TED) process provides a flexible framework for degradation process modeling. To obtain degradation information quickly and realistically, we focus on the ...
Abstract: This paper explores a federated learning approach that automatically selects the number of latent processes in multi-output Gaussian processes (MGPs). The MGP has seen great success as a ...