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Scientific Research Publishing

Machine Learning for Financial Risk Management: Modeling Time-Varying Factor Sensitivities Using Factor Variational Autoencoders ()

Accurate measurement of time-varying systematic risk exposures is essential for robust financial risk management.

Jameson Williams, Omarion Hampton, Jayden Reed headline Week 2’s Regression Files

The workload was good though. Hampton handled 15 of the Chargers’ 16 running backs rushes and logged 25 pass routes on 45 LA ...
Scientific Research Publishing

A Reformulation of the Quantity Theory of Money: Globalization, Digitalization, and Exchange ()

Temprano, M. (2025) A Reformulation of the Quantity Theory of Money: Globalization, Digitalization, and Exchange. Modern ...
JSTOR Daily

Rank-Based Inference for the Accelerated Failure Time Model

A broad class of rank-based monotone estimating functions is developed for the semiparametric accelerated failure time model with censored observations. The corresponding estimators can be obtained ...