ABSTRACT: Accurate measurement of time-varying systematic risk exposures is essential for robust financial risk management. Conventional asset pricing models, such as the Fama-French three-factor ...

Stochastic oscillator measures stock momentum, aiding buy or sell decisions. It ranges 0-100; over 80 suggests overbought, below 20 indicates oversold. Use alongside other indicators to enhance ...

Abstract: The variational autoencoder (VAE) has proven highly effective in monitoring nonlinear stochastic processes, primarily under the assumption of complete and temporally independent data.

A new technical paper titled “All-in-Memory Stochastic Computing using ReRAM” was published by researchers at TU Dresden, Center for Scalable Data Analytics and Artificial Intelligence (ScaDS.AI), ...

On his second LP, the Berlin-based musician opens himself to chance and presents a vision of techno that harnesses randomness for all its potential. He emerges a more remarkable musician than ever.

Abstract: We present a new regularized autoencoder for robust feature learning. The regularization, implying stochastic sensitivity, is defined as the sum of entries of the absolute covariance matrix ...