STUDENT t-LÉVY REGRESSION MODEL IN YUIMA

By HIROKI MASUDA, LORENZO MERCURI, YUMA UEHARA

Published 2024-03-20

Everscope rating

1394.3

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Two-step estimation procedure. Problem types: Regression, Time Series Forecasting.

arXiv:2403.12078 · Paper rankings

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