Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24

from Quantcast – a Risk.net Cutting Edge podcast · host Quantcast – a Risk.net Cutting Edge podcast

Quantcast: Piterbarg and Nowaczyk on decorrelating variables. A novel data manipulation technique strengthens backtesting on correlated data.

Episode metadata supplied by the publisher feed · Published Oct 25, 2024

Embed this episode

Attribution link and audio player

NOW PLAYING

Vladimir Piterbarg And Nikolai Nowaczyk 24 - 10 - 24

0:00 28:41

1×

No transcript for this episode yet

We transcribe on demand. Request one and we'll notify you when it's ready — usually under 10 minutes.

Similar Episodes

No similar episodes found.

No similar podcasts found.

This episode is 28 minutes long.

This episode was published on October 25, 2024.

Yes. Use the download control on the episode player to save the publisher-provided media file.

URL copied to clipboard!