Alpha profiling is an application of machine learning to optimize the execution of large orders in financial markets by means of algorithmic trading. The purpose is to select an execution schedule that minimizes the expected implementation shortfall, or more generally, ensures compliance with a best execution mandate.Alpha profiling models learn statistically-significant patterns in the execution of orders from a particular trading strategy or portfolio manager and leverages these patterns to associate an optimal execution schedule to new orders. In this sense, it is an application of statistical arbitrage to best execution. For example, a portfolio manager specialized in value investing may have a behavioral bias to place orders to buy while an asset is still declining in value. In this case, a slow or back-loaded execution schedule would provide better execution results than an urgent one. But this same portfolio manager will occasionally place an order after the asset price has already begun to rise in which case it should best be handled with urgency; this example illustrates the fact that Alpha Profiling must combine public information such as market data with private information including as the identity of the portfolio manager and the size and origin of the order, to identify the optimal execution schedule. (Wikipedia).
Simple definition of z a/2, how to find it with a confidence level table, z-table or a TI-83.
From playlist z-test
Beta Function - Integral Representation Derivation
Today, we derive the integral representation for the Beta function. We will be using this result in a future video to prove the Euler reflection formula!
From playlist Integrals
Lesson: One Sample Hypothesis Testing
This video introduces 1 sample hypothesis testing and provides an example of a z-test.
From playlist Hypothesis Testing with One Sample
How an alpha level relates to Type 1 errors and the null hypothesis.
From playlist Hypothesis Tests and Critical Values
Live from the ATLAS Experiment
Find out more about the ATLAS Experiment and recent upgrades of the detector.
From playlist 360° videos
Maximum Likelihood Estimation Examples
http://AllSignalProcessing.com for more great signal processing content, including concept/screenshot files, quizzes, MATLAB and data files. Three examples of applying the maximum likelihood criterion to find an estimator: 1) Mean and variance of an iid Gaussian, 2) Linear signal model in
From playlist Estimation and Detection Theory
Mod-04 Lec-31 Dominated Actions and Iterated Elimination
Game Theory and Economics by Dr. Debarshi Das, Department of Humanities and Social Sciences, IIT Guwahati. For more details on NPTEL visit http://nptel.iitm.ac.in
From playlist IIT Guwahati: Game Theory and Economics | CosmoLearning.org Economics
Mod-04 Lec-30 Characterisation of Mixed Strategy Equilibrium
Game Theory and Economics by Dr. Debarshi Das, Department of Humanities and Social Sciences, IIT Guwahati. For more details on NPTEL visit http://nptel.iitm.ac.in
From playlist IIT Guwahati: Game Theory and Economics | CosmoLearning.org Economics
Hydrodynamics for symmetric exclusion in contact with reservoirs. - CEB T2 2017 - Goncalves - 3/3
Patricia Goncalves (Instituto Superior Técnico, Lisboa) - 24/05/17 Hydrodynamics for symmetric exclusion in contact with reservoirs. In the first lecture I will discuss the notion of hydrodynamic limit and as example we will present the proof for the symmetric simple exclusion process in
From playlist 2017 - T2 - Stochastic Dynamics out of Equilibrium - CEB Trimester
QRM 5-1: Tails in Data - MS Plot and Concentration Profile
Welcome to Quantitative Risk Management (QRM). Let us continue our discussion about the graphical tools we can use to study tails. We will consider the very useful Max-to-Sum (MS) plot, able to tell us something about the existence of moments, and the Concentration Profile, another way of
From playlist Quantitative Risk Management
Nader Masmoudi - 4/4 Inviscid Limit and Prandtl System
One of the main open problems in the mathematical analysis of fluid flows is the understanding of the inviscid limit in the presence of boundaries. In the case of a fixed bounded domain, it is an open problem to know whether solutions to the Navier-Stokes system with no slip boundary condi
From playlist Nader Masmoudi - Inviscid Limit and Prandtl System
Hydrodynamics for symmetric exclusion in contact with reservoirs. - CEB T2 2017 - Goncalves - 2/3
Patricia Goncalves (Instituto Superior Técnico, Lisboa) - 23/05/17 Hydrodynamics for symmetric exclusion in contact with reservoirs. In the first lecture I will discuss the notion of hydrodynamic limit and as example we will present the proof for the symmetric simple exclusion process in
From playlist 2017 - T2 - Stochastic Dynamics out of Equilibrium - CEB Trimester
This test was based on NightHawkinLight's formula of Starlite.
From playlist NightHawkInLight Community Video Responses!
Quasi-static hydrodynamic limits by Stefano Olla
DISCUSSION MEETING : HYDRODYNAMICS AND FLUCTUATIONS - MICROSCOPIC APPROACHES IN CONDENSED MATTER SYSTEMS (ONLINE) ORGANIZERS : Abhishek Dhar (ICTS-TIFR, India), Keiji Saito (Keio University, Japan) and Tomohiro Sasamoto (Tokyo Institute of Technology, Japan) DATE : 06 September 2021 to 1
From playlist Hydrodynamics and fluctuations - microscopic approaches in condensed matter systems (ONLINE) 2021
On fourth order PDEs modeling electro-static Micro-ElectroMechanical Systems
Nassif Ghoussoub (University of British Columbia). Plenary Lecture from the 1st PRIMA Congress, 2009. Plenary Lecture 9. Abstract: You can view the abstract for this talk here: http://prima2009.maths.unsw.edu.au/plenarylectures/PRIMA2009-Ghoussoub-abstract.pdf
From playlist PRIMA2009
Singularity formation in incompressible fluids - Tarek Elgindi
Workshop on Recent developments in incompressible fluid dynamics Topic: Singularity formation in incompressible fluids Speaker: Tarek Elgindi Affiliation: Duke University Date: April 04, 2022 I will give a review of recent progress on finite-time singularity formation in incompressible f
From playlist Mathematics
The Beta Function: Deriving its TRIGONOMETRIC EQUIVALENT!
Help me create more free content! =) https://www.patreon.com/mathable Merch :v - https://teespring.com/de/stores/papaflammy https://www.amazon.com/shop/flammablemaths https://shop.spreadshirt.de/papaflammy Outtake: https://youtu.be/7OnsKwFC_FM Beta Int
From playlist Integrals