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07/30/2021
A data-science-driven short-term analysis of Amazon, Apple, Google, and Microsoft stocks
In this paper, we implement a combination of technical analysis and mach...
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03/15/2021
Efficient Construction of Functional Representations for Quantum Algorithms
Due to the significant progress made in the implementation of quantum ha...
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06/12/2020
First exit-time analysis for an approximate Barndorff-Nielsen and Shephard model with stationary self-decomposable variance process
In this paper, an approximate version of the Barndorff-Nielsen and Sheph...
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04/29/2020
Hedging and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model
In this paper, a refined Barndorff-Nielsen and Shephard (BN-S) model is ...
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04/19/2020
Sequential hypothesis testing in machine learning driven crude oil jump detection
In this paper we present a sequential hypothesis test for the detection ...
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11/29/2019
Refinements of Barndorff-Nielsen and Shephard model: an analysis of crude oil price with machine learning
A commonly used stochastic model for derivative and commodity market ana...
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11/18/2019
