Over centuries, mathematicians have amassed an array of symbols—from arrows and crosses to shapes derived from letters—to ...
Their quarterfinal appearance, en route toppling bigwigs, owes to inverting stereotypes, smart scouting, past masters and ...
Antonov’s latest paper, co-authored with Lopez de Prado and Adia’s co-head of quant R&D Alexander Lipton, compares HRP with the original Markowitz method and finds that it produces more robust risk ...