Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.
Ongoing combination of Twist NGS library preparation kits with firefly will continue to expand SPT Labtech’s portfolio of ...
Abstract: Predictive Process Monitoring (PPM) aims to predict the future states of ongoing process instances. A primary objective is to accurately predict process outcomes while ensuring decision ...
Volatility arbitrage is a trading strategy that aims to profit by exploiting differences between forecasted and implied ...
These are self-study notes for the course Nonequilibrium Field Theories and Stochastic Dynamics (Prof. Erwin Frey, LMU Munich, Summer Semester 2025). Prof. Erwin Frey prefers chalkboard lectures. To ...
Abstract: The stochastic process model (SPM) offers a promising approach for remaining useful life (RUL) prediction of rolling bearings. It characterizes the deterministic trend in the degradation ...