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WHY FINANCE-FIRST
BEYOND LINEARITY
MODEL-FREE LEARNING
COPULAS
COMMON MISCONCEPTIONS
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Prediction
Non-Stationarity and Memory In Financial Markets
Non-Stationarity and Memory In Financial Markets
Why you shouldn’t trust any stationarity test, and why memory has nothing to do with non-stationarity.
Yves-Laurent Kom Samo, PhD
Oct 14, 2018
Stationarity Isn’t The Special Case, Nonstationarity Is
Stationarity Isn’t The Special Case, Nonstationarity Is
5 Facts You Need to Know Before Using Nonstationary Kernels and Time Series
Yves-Laurent Kom Samo, PhD
Nov 11, 2020
Portfolio Risk
The Black Swans In Your Market Neutral Portfolios (Part I)
The Black Swans In Your Market Neutral Portfolios (Part I)
Pearson's Correlation And Linear Regression In Finance And Economics
Yves-Laurent Kom Samo, PhD
Aug 11, 2018
The Black Swans In Your Market Neutral Portfolios (Part II)
The Black Swans In Your Market Neutral Portfolios (Part II)
Information-Theoretic Alternatives To Pearson's Correlation And Portfolio `Beta`
Yves-Laurent Kom Samo, PhD
Aug 11, 2018
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