Une analyse méthodologique complète combinant les distributions stables de Lévy et la régression quantile pour la modélisation des rendements financiers et la gestion de risque.

PyTorch implementation of the state-of-the-art distributional reinforcement learning algorithm Fully Parameterized Quantile Function (FQF). Implementation includes DQN extensions with which FQF ...

Abstract: As data volume grows extensively, data profiling helps to extract metadata of large-scale data. However, one kind of metadata, order statistics, is difficult to be computed because they are ...

Abstract: The field of quantile estimation has grown in importance due to its myriad practical applications. Recent research trends have evolved from estimating the quantile for a single data stream ...