Lipton, Alexander; López de Prado, Marcos M. - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-38
This article develops a detailed epidemiological multi-factor model, the K-susceptible-exposed-infected-removed (K-SEIR …) model, and several simpler sub-models as its building blocks. The general model enables us to account for all the relevant …