This paper proposes a simple method to extract from a set of multiple related time series a
compressed representation for each time series based on statistics for the entire set of all …

Retail investors are an essential part of the financial markets and they provide stability to the
markets by providing liquidity and helping in price discovery. For markets to function …

Within the context of multivariate time series segmentation this paper proposes a method
inspired by a posteriori optimal trading. After a normalization step time series are treated …

Within the context of multivariate time series segmentation this paper proposes a method
inspired by a posteriori optimal trading. After a normalization step time series are treated …

This work discusses hierarchical planning and stochastic optimization algorithms with
applications to self-driving vehicles and quantitative finance. A diverse set of mathematical …