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Quant analytics: continuous time markov chains as applied to asset pricing (order book). Any knowledge/experience?

Quant analytics: continuous time markov chains as applied to asset pricing (order book). Any knowledge/experience? Starting to look at continuous time markov chains as applied to asset pricing (order book). Does anyone have any knowledge/experience in this area? == I was recently exploring this: This paper merges the literature on technical trading rules with the literature …

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Quant analytics: Is it possible to improve a predictive model using the data that come after the model is applied?

Quant analytics: Is it possible to improve a predictive model using the data that come after the model is applied? The new data are supposed to be biased towards the treatment. So how to utilize them in this case? Thanks. — That depends on the model in question. Your initial question is, unfortunately, too general …

Quant analytics: Is it possible to improve a predictive model using the data that come after the model is applied? Read More »

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