Autocorrelation, a statistical measure that evaluates the relationship between a variable’s past and present values, can provide insights into patterns and guide investment decisions. By analyzing how ...
Characterizing the brain source activity using magnetoencephalography (MEG) requires solving an ill-posed inverse problem. Most source reconstruction procedures are performed in terms of power ...
The steady-state turnover of a trading strategy is of interest to practitioners and portfolio managers, as is the steady-state Sharpe ratio. In this paper, Bastien Baldacci, Jerome Benveniste and ...
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