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Cody hyndman phd thesis
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Cody hyndman phd thesis
Arbitrage-free regularization, phf learning, and non-Euclidean filtering in finance. The overarching theme is the development of new stochastic machine learning algorithms which incorporate arbitrage-free and geometric features into their estimation procedures in order to give more accurate forecasts and preserve the geometric and financial structure in the data.
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Arbitrage-free regularization, geometric learning, and non-Euclidean filtering in finance
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