Gendarmerie Nationale.We perform this analysis with a new algorithm developed for non-negative asymmetric heavy-tailed data, which …

simulation method is provided with the algorithm. Numerical results are shown to verify the effectiveness …

) algorithm, which can serve as an alternative to existing methods for estimating various PIN models.Our method provides optimal … indicate that the estimation using the ECM algorithm is, by and large, faster, more accurate, and uses less memory than … standard methods used in the literature, making it a robust alternative. Importantly, the ECM algorithm is not limited to the …

We propose a Reinforcement Learning (RL) algorithm for generating a trading strategy in a realistic setting, that … includes transaction costs and factors driving the asset dynamics. We benchmark our algorithm against the analytical optimal …

, location value, and property random effects for properties that sold more than once. The machine learning algorithm will fit …