We use prices of equity index options to quantify the impact of extreme events on asset returns. We define extreme events as departures from normality of the log of the pricing kernel and summarize ...

A variety of measures—ANOVA, covariance, epistatic additivity, mutual information, joint cumulants, Bliss independence—exist that compute interactions across fields. However, these are not discussed ...

As the essence of livestream e-commerce is social commerce, building a livestream brand community and attracting brand followers are the key aspects to achieving sustained revenue. For many companies, ...

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Model-based Distributionally Robust Optimisation: Bayesian Ambiguity Sets and Model Misspecification ...

其中，乘法上位性测量对应着自然参数，加法上位性测量在特定假设下也与自然参数相关，而嵌合上位性测量则对应着联合累积量（joint cumulants，一种用于衡量随机变量高阶相互作用的概念）。但联合累积量并不适合用于测量二进制随机变量（如基因座上的突变 ...

Python package for early warning signals (EWS) of bifurcations in time series data.

You are free to share (copy and redistribute) this article in any medium or format and to adapt (remix, transform, and build upon) the material for any purpose, even commercially within the parameters ...

Handling Hard Affine SDP Shape Constraints in RKHSs. Journal of Machine Learning Research, 23 (297):1-54. Patric Bonnier, Harald Oberhauser, Zoltan Szabo (2023). Kernelized Cumulants: Beyond Kernel ...