no code implementations • 8 Sep 2023 • Georg Menz, Moritz Voß
We present a formal framework for the aggregation of financial markets mediated by arbitrage.
no code implementations • 10 Nov 2020 • Hanbaek Lyu, Georg Menz, Deanna Needell, Christopher Strohmeier
Online nonnegative matrix factorization (ONMF) is a matrix factorization technique in the online setting where data are acquired in a streaming fashion and the matrix factors are updated each time.
2 code implementations • 20 Apr 2020 • Hanbaek Lyu, Christopher Strohmeier, Georg Menz, Deanna Needell
One of the main sources of difficulty is that a very limited amount of daily COVID-19 case data is available, and with few exceptions, the majority of countries are currently in the "exponential spread stage," and thus there is scarce information available which would enable one to predict the phase transition between spread and containment.
no code implementations • 25 Oct 2019 • Kaveh Bashiri, Georg Menz
The strength of the noise is measured by a small parameter $ \varepsilon >0$ (which we interpret as the \emph{temperature}), and we suppose that the strength of the interaction is given by $ J>0 $.
Probability