regression. A Markov chain Monte Carlo algorithm is presented to sample bandwidths for the kernel estimators of the regression … favored against wrong assumptions of the error density. We apply our sampling algorithm to a nonparametric regression model of …

-known framework of PDE used for those financial assets, is not suitable to express Bitcoin's dynamics. In this article, an algorithm …

. It is a bedrock assumption in theory that securities prices reveal how effectively public companies utilize capital. This …

economy.Theory and regulation have failed to keep pace with markets where traders rely on pre-programmed algorithms to execute … fully control the operation of the algorithm. Algorithms can execute many thousands of trades in milliseconds, crunching … for a trader to fully predict how an algorithm might behave ex ante and near-impossible for her to track and control its …