731 Lexington Ave
New York, NY 10022
United States
Bloomberg LP
SSRN RANKINGS
in Total Papers Downloads
risk calculations, VaR, ES, pricing approximation, fast pricing, machine learning, SVD, geometric data analysis, topological data analysis
Data cleaning, big data, machine learning, SSA, MSSA, PCA, Data science, outlier detection, anomaly detection
cleaning time series, Multi-Channel Singular Spectrum Analysis, MSSA, filling data gaps, removing unphysical spikes, correlations, lagged correlations, autocorrelations
Unphysical Spikes, Multiple Singular Spectrum Analysis, MSSA, Detecting, Fixing
Data Cleaning, Problematic Data, MSSA, Real-Time Historical Simulation
Data Cleaning, SSA, MSSA, M-REM, Multivariate Regularized Expectation Maximization
