MTSS-GAN is a new generative adversarial network (GAN) developed to simulate diverse multivariate time series (MTS) data with finance applications in mind. The purpose of this synthesiser is two-fold, we both want to generate data that accurately represents the original data, while also having...

Convertible bonds are an important segment of the corporate bond market, however, as hybrid instruments, convertible bonds are difficult to value because they depend on variables related to the underlying stock, the fixed-income part, and the interaction between these components. Besides,...

This paper presents a multinomial theorem on the binomial coefficients for combinatorial geometric series. The coefficient for each term in combinatorial geometric series refers to a binomial coefficient. These ideas can enable the scientific researchers to solve the real life problems

This paper presents the summations and sums of Single terms and successive terms of geometric series with negative exponents (negative powers). This idea will be useful for researchers who are involving in solving the scientific problems

This paper present computation of the summation of geometric series in an innovative way. Geometric series is a computational method which is used for numerous applications in science, engineering, and medicine. The geometric series and exponential decay model have already been used as...

In this paper we address the issue of assessing and communicating the joint probabilities implied by density forecasts from multivariate time series models. We focus our attention in three areas. First, we investigate a new method of producing fan charts that better communicates the uncertainty...

Demonstration that noise filtered correlation matrices can be used for early detection of a regime change in temporal behavior of securities. This demonstration was carried out for a portfolio of 40 S&P500 securities with just two, randomly chosen, securities undergoing a deliberately arranged...