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45 Paper 1, Section I 6H StatisticsLet X1, . ...
www.statslab.cam.ac.uk/~lab85/resources/Stats2021.pdf27 Apr 2023: Paper 2, Section I. 6H StatisticsThe efficacy of a new drug was tested as follows. -
42 Paper 1, Section I 7H StatisticsConsider an estimator ...
www.statslab.cam.ac.uk/~lab85/resources/Stats2014.pdf28 Apr 2023: Paper 2, Section I. 8H StatisticsThere are 100 patients taking part in a trial of a new surgical procedure for a. ... New procedure 31 19. The doctor is interested in whether there is a difference in full recovery rates for patientsreceiving the two -
Benchmarking stochastic optimization approaches for pension fund…
www.statslab.cam.ac.uk/~mike/QF2023/Consigli2.pdf14 Apr 2023: I would like to conclude by pointing out few recent contributions related to modelling andmethodological challenges likely to attract new research in SO and DRO. -
Pathwise Methods and Robust GANs for Pricing and Hedging -…
www.statslab.cam.ac.uk/~mike/QF2023/Horvath.pdf17 Apr 2023: The challenge that market generators face is to produce new data samples that havethe same distribution as test data they will later be exposed to. -
Volatility Is (Mostly) Path-Dependent Julien Guyon Ecole des Ponts ...
www.statslab.cam.ac.uk/~mike/QF2023/Guyon.pdf11 Apr 2023: As a result of this analysis, we propose a new, simple PDV modelthat performs better than existing models. ... VIXVIX. 9DVST. OXX IVI. VDAX. -NEW. Nikkei. 225 V. I0.4. 0.5. -
Beyond convexity
www.statslab.cam.ac.uk/~mike/QF2023/James.pdf12 Apr 2023: On the whole it's good news! Overall the hedge has performed well, with only a few percent hedge error for even thelonger dated bond. -
Origins of scaling and power law fluctuations in acompetitive ...
www.statslab.cam.ac.uk/~mike/QF2023/Tebaldi.pdf17 Apr 2023: 2 / 36. The challenge of Critical Phenomena in Economics. • Quantitative Finance community is setting new benchmarks and newchallenges to mainstream economic sciences! • ... This sheds new light on the supposed long memory in thevolatility of -
UNIVERSITY OF CAMBRIDGE Faculty of Mathematics SCHEDULES OF LECTURE…
www.statslab.cam.ac.uk/~lab85/resources/schedules2324.pdf31 Oct 2023: UNIVERSITY OF CAMBRIDGE. Faculty of Mathematics. SCHEDULES OF LECTURE COURSES. AND FORM OF EXAMINATIONS. FOR THE MATHEMATICAL TRIPOS 2023-24. Revised 21 August 2023. TERM COURSES. 24 24 24 24 101 Vectors and Matrices Differential Equations Groups -
Microsoft PowerPoint - Deep Financial Planning - Woo Chang Kim
www.statslab.cam.ac.uk/~mike/QF2023/Kim.pdf13 Apr 2023: This is the novel algorithm that generates cuts using neural network. • Drawbacks:– Previously generated cuts are not considered to generate new ones.– Only linear programs can be solved by 𝜈‐SDDP.– ... In SDDP, -
Michael's major contributions to stochastic optimization and…
www.statslab.cam.ac.uk/~mike/QF2023/Consigli1.pdf18 Apr 2023: Few years after [MAHD with Medova and Tang(2018)]propose an importance state space form (ISSF) and develop a new econometric approach to isolatejumps in a latent factor model.
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