A stochastic correlation approach using copula functions offers a flexible alternative. By allowing correlations to vary ...

Laboratory for Research on the Structure of Matter (LRSM), University of Pennsylvania, Philadelphia, United States ...

Antonov’s latest paper, co-authored with Lopez de Prado and Adia’s co-head of quant R&D Alexander Lipton, compares HRP with the original Markowitz method and finds that it produces more robust risk ...

Investing.com - A negative correlation between stocks and US government bond yields is likely to persist until the 10-year Treasury yield falls back below the 4.50% level, according to analysts ...

Support for measurement units in R vectors, matrices and arrays: automatic propagation, conversion, derivation and simplification of units; raising errors in case of unit incompatibility. Compatible ...

The Price to Earnings (P/E) ratio, a key valuation measure, is calculated by dividing the stock's most recent closing price by the sum of the diluted earnings per share from continuing operations ...