R package, implementing a three steps variable selection procedure based on random forests. Initially developed to handle high dimensional data (for which number of variables largely exceeds number of ...

Abstract: The traditional approach in ranking and selection procedures is to compare simulated systems based on the mean performance of a metric of interest. The system with the largest (or smallest) ...

Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.

Department of Chemistry and Chemical Biology, Indiana University−Purdue University Indianapolis, 402 North Blackford Street, Indianapolis, Indiana 46202, United States ...

This project allows users to work with advanced portfolio optimization using natural language, without writing code. It provides 9 specialized MCP tools covering everything from classic mean-variance ...

Abstract: This study investigates the mean square stability of linear discrete-time systems with random impulsive disturbance based on a hybrid index model. The sequence of intervals between ...