I use simulated series of buys and sells to test nine different PIN estimation algorithms implemented in SAS, proc NLP. I conclude that the algorithms do a good job estimating PIN, on average, when applied to series generated from high-PIN data generating process (PIN0.2). However, when applied...

This paper addresses a set of active learning problems that occur in the development of liquid biopsies via the lens of active sequential hypothesis testing (ASHT). In the problem of ASHT, a learner seeks to identify the true hypothesis from among a known set of hypotheses. The learner is given...

This thesis presents a tool for backtesting algorithmic trading strategies for cryptocurrencies. The tool, called quantbacktest, provides a convenient way to automatically run comparisons of multi-dimensional parameter spaces for algorithmic trading strategies. The tool supports any algorithmic...