A career in quantitative trading or research is one of the most exciting and intellectually rewarding paths in finance.
ABSTRACT: In this paper, a simple transformation is proposed for the fixed effects logit model, which constructs some valid moment conditions including the first-order condition for one of the ...
Abstract: Although wind power ramp events (WPREs) are relatively scarce, they can inevitably deteriorate the stability of power system operation and bring risks to the trading of electricity market.
Abstract: A stochastic finite-difference time-domain approach for analyzing geometrical and media uncertainty is described. The proposed method can convert the geometry uncertainties into media ...