GENERALIZATION OF THE ALPHA-STABLE DISTRIBUTION WITH THE DEGREE OF FREEDOM

By STEPHEN H. LIHN

Published 2024-05-07

Everscope rating

1622.6

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Fractional extension of probability distributions. Problem types: Probability distribution modeling, Heavy-tailed distribution modeling, Multivariate distribution modeling.

arXiv:2405.04693 · Paper rankings

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