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Home > Quantcast – a Risk.net Cutting Edge podcast > Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24
Podcast: Quantcast – a Risk.net Cutting Edge podcast
Episode:

Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24
Category: Business
Duration: 00:28:41
Publish Date: 2024-10-25 03:00:12
Description: Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data manipulation technique strengthens backtesting on correlated data.
Total Play: 0