Abstract: As one of the most advanced variants in the correntropy family, the multi-kernel correntropy criterion demonstrates superior accuracy in handling non-Gaussian noise, particularly with ...
In this project, we explore Random Matrix Theory and its unique mathematical physics. We demonstrate the universal statistical behavior of eigenvalues in random matrices. Sampling from 50,000 random ...
The dcc_garch package implements the Dynamic Conditional Correlation (DCC) framework proposed by Engle (2002) — a cornerstone in multivariate volatility modeling. It estimates time-varying covariance ...
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