🏢 Institute of Mathematical Sciences
High Rank Path Development: an approach to learning the filtration of stochastic processes
·2124 words·10 mins·
loading
·
loading
AI Applications
Finance
🏢 Institute of Mathematical Sciences
High-Rank PCF-GAN uses a novel metric (HRPCFD) based on high-rank path development to learn filtration of stochastic processes, outperforming state-of-the-art methods in hypothesis testing and time-se…