He mentions a lot of recent similar efforts. One thing I don’t see is Martin Zwick’s continuation of reconstructability analysis / discrete multivariate modeling.
So I guess if telepathy is possible, there should be a Higher Order indication for people who share a link huh?
And yes, in finance, the correlations between asset classes shoot up toward 1 in periods of crisis (black swan event) . Hence, the research for tail-hedging strategies...
> And yes, in finance, the correlations between asset classes shoot up toward 1 in periods of crisis (black swan event) . Hence, the research for tail-hedging strategies...
Related to what you said here, I was surprised there wasn't a comparison with Vine Copulas in the paper or thread! But this is pretty far outside of my realm of expertise, so maybe it shouldn't be surprising.
It took us a long time to figure out 0. This idea of multivariate time series is "tacit knowledge" and once we get good at modeling it we will never look back. As a laymen this is the most accessible I've seen these concepts.
Can you say more? What's "0" in this context?* and can you explain what the idea here is and why it's useful? I think quite a few readers would be curious.
I mean zero as in the nothing sense. We had trade and society before we had way to mathematically describe nothing. The history is diverse and interesting:
Ok, since https://www.nature.com/articles/s41567-022-01852-0 is hardwalled and that arxiv.org post has the same authors and almost the same title, I'm going to call it close enough and replace the URL above. Thanks!
If there's a better URL that people can openly read, we can change it again.
Readit News
e.g. https://pdxscholar.library.pdx.edu/sysc_fac/22/
> RA was derived from Ashby (1964), and was developed by Broekstra, Cavallo, Cellier Conant, Jones, Klir, Krippendorff, and others (Klir, 1986, 1996).
Scalable High-Order Gaussian Process Regression
https://proceedings.mlr.press/v89/zhe19a.html
I looked into this paper and expected Gaussian processes with complex kernel functions.
Giovanni Petri (author of paper here):
https://twitter.com/lordgrilo/status/1506294750621716482 ->
Networks beyond pairwise interactions: Structure and dynamics https://reader.elsevier.com/reader/sd/pii/S0370157320302489?... ->
Multiscale Information Decomposition: Exact Computation for Multivariate Gaussian Processes https://www.mdpi.com/1099-4300/19/8/408
And yes, in finance, the correlations between asset classes shoot up toward 1 in periods of crisis (black swan event) . Hence, the research for tail-hedging strategies...
Related to what you said here, I was surprised there wasn't a comparison with Vine Copulas in the paper or thread! But this is pretty far outside of my realm of expertise, so maybe it shouldn't be surprising.
Deleted Comment
And speaking for neurology methodology for time series tests subtraction sucks! https://www.researchgate.net/publication/12369885_How_to_Avo...
(* I ask because I can't find anthing labeled 0 - but I may have messed up the URL - see https://news.ycombinator.com/item?id=34223587)
https://en.m.wikipedia.org/wiki/0
https://arxiv.org/abs/2203.10702
If there's a better URL that people can openly read, we can change it again.
https://rdcu.be/c2DJE
Edit: Please let me know if it doesn't work