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Simulating mixtures of distributions with signed weights proves a challenge as standard simulation algorithms are inefficient in handling the negative weights. In particular, the natural representation of mixture variates as associated with…
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Handwriting signatures, as an important means of identity recognition, are widely used in multiple fields such as financial transactions, commercial contracts and personal affairs due to their legal effect and uniqueness. In forensic…
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High-frequency quantitative trading strategies have long been of significant interest in futures market. While advanced statistical arbitrage and deep learning enhance high-frequency data processing, they diminish opportunities for…
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Portfolio optimization is a critical area in finance, aiming to maximize returns while minimizing risk. Metaheuristic algorithms were shown to solve complex optimization problems efficiently, with Genetic Algorithms and Particle Swarm…
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