Radio and PodcastRadio and PodcastLive Radio & Podcasts
Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24 artwork
Business

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.

About This Episode

Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24 is an episode from Quantcast – a Risk.net Cutting Edge podcast by Quantcast – a Risk.net Cutting Edge podcast. Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data m...

Podcast

This episode belongs to Quantcast – a Risk.net Cutting Edge podcast.

Listen Online

Use the player on this page to stream the episode online.

Episode Details

Published Oct 25, 2024, 00:28:41 long, audio available.

Related Episodes

Continue listening to more episodes from Quantcast – a Risk.net Cutting Edge podcast.