How Likely Is A Big Stock Market Drop?

Discover why options market data suggests a lower crash risk for U.S. stocks than pundit surveys, and how to optimize asset ...
IEEE

Predictability and Causality in Spanish and English Natural Language Generation

Abstract: In recent years, the field of Natural Language Generation (NLG) has been boosted by the recent advances in deep learning technologies. Nonetheless, these new data-intensive methods introduce ...
IEEE

Bayesian Analysis of Stochastic Conditional Duration Models with Intraday and Intra-deferred Future Seasonalities in High-frequency Commodity Market

Abstract: We propose an extension of the stochastic conditional duration (SCD) model to capture intraday seasonality and patterns specific to each bimonthly grouped contract month in gold futures ...