Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.
Abstract: Following the great success of Machine Learning (ML), especially Deep Neural Networks (DNNs), in many research domains in 2010s, several ML-based approaches were proposed for detection in ...
Abstract: The discrete Fourier transform test is a randomness test included in NIST SP800-22. However, the variance of the test statistic is smaller than expected and the theoretical value of the ...