Multiple orthogonal polynomials (MOPs) extend the classical notion of orthogonality by satisfying simultaneous orthogonality conditions with respect to several weight functions or measures. This ...
We investigate a practical and fast analytic framework for portfolio modeling and tail risk allocation using Hermite polynomials. This framework was first discussed in "An analytical framework for ...
Before being mortally wounded in a duel at age 20, Évariste Galois discovered the hidden structure of polynomial equations. By studying the relationships between their solutions — rather than the ...
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