Multiple orthogonal polynomials (MOPs) extend the classical notion of orthogonality by satisfying simultaneous orthogonality conditions with respect to several weight functions or measures. This ...
We investigate a practical and fast analytic framework for portfolio modeling and tail risk allocation using Hermite polynomials. This framework was first discussed in "An analytical framework for ...
All UAB students, faculty and guests are invited. In this talk, for an ergodic probability preserving system (X,B,m,T), we will discuss the existence of a Z^d valued function , whose corresponding ...
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