We suggest a new approach to hypothesis testing for ergodic and stationary processes. In contrast to standard methods, the suggested approach gives a possibility to make tests, ba...
Automated feature discovery is a fundamental problem in machine learning. Although classical feature discovery methods do not guarantee optimal solutions in general, it has been r...
g higher levels of abstraction with automated downward transformations has always been the way to go, as long as the engineers who do the actual work are th the abstractions. A dev...
The notes cover several topics such as Measure Theory, Discrete Time Martingales, Discrete Time Option Pricing, Continuous Time, Martingales, Stochastic Integrals, Stochastic Calcu...
These notes cover several topics such as Predicting Asset Returns, Linear Factor Model, Linear Factor Models in SDF Form, Consumption-Based Asset Pricing, Riskneutral Distributions...