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Gromov-Hausdorff Distances for Comparing Product Manifolds of Model Spaces
Recent studies propose enhancing machine learning models by aligning the geometric characteristics of the latent space with the underlying data structure.
Deep Attentive Survival Analysis in Limit Order Books: Estimating Fill Probabilities with Convolutional-Transformers
Essential to this choice is the fill probability of a passive limit order placed in the LOB.
Dynamic Portfolio Cuts: A Spectral Approach to Graph-Theoretic Diversification
Stock market returns are typically analyzed using standard regression, yet they reside on irregular domains which is a natural scenario for graph signal processing.
Nonstationary Portfolios: Diversification in the Spectral Domain
Classical portfolio optimization methods typically determine an optimal capital allocation through the implicit, yet critical, assumption of statistical time-invariance.
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