1 code implementation • 17 Oct 2023 • Dominik Baumann, Erfaun Noorani, James Price, Ole Peters, Colm Connaughton, Thomas B. Schön
The expected value is the average over the statistical ensemble of infinitely many trajectories.
no code implementations • 23 Jun 2017 • Ole Peters, Maximilian Werner
Recent studies have shown that many results published in peer-reviewed scientific journals are not reproducible.
Data Analysis, Statistics and Probability
2 code implementations • 24 Jan 2011 • Ole Peters, Alexander Adamou
This places a strong constraint on the stochastic properties of prices of traded assets, which we call "leverage efficiency."