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Quantcast – a Risk.net Cutting Edge podcast
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Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24
Oct 25, 2024
28:41
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Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data manipulation technique strengthens backtesting on correlated data.
Quantcast – a Risk.net Cutting Edge podcast Quantcast – a Risk.net Cutting Edge podcast Quantcast – a Risk.net Cutting Edge podcast