NOTE ON A THEORETICAL JUSTIFICATION FOR APPROXIMATIONS OF ARITHMETIC FORWARDS

By Álvaro Romaniega

Published 2024-06-13

Everscope rating

1572.6

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Theoretical analysis and numerical simulation. Problem types: Regression, Time Series Forecasting.

arXiv:2406.09488 · Paper rankings

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