Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24

Quantcast – a Risk.net Cutting Edge podcast by Quantcast – a Risk.net Cutting Edge podcast

Oct 25, 202400:28:41Business

Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data manipulation technique strengthens backtesting on correlated data.

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