Discover how probability distribution methods can help predict stock market returns and improve investment decisions. Learn ...

R package, implementing a three steps variable selection procedure based on random forests. Initially developed to handle high dimensional data (for which number of variables largely exceeds number of ...

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

Abstract: We consider the problem of steering a linear dynamical system with complete state observation from an initial Gaussian distribution in state-space to a final one with minimum energy control.

Abstract: In this contribution, we employ the Mellin transform to derive the expressions for probability density function (PDF) of the product of Nakagami-m and Gamma distributed random variables. As ...