Abstract: In this paper, we propose a differentiable version of the short-time Fourier transform (STFT) that allows for gradient-based optimization of the hop length or the frame temporal position by ...
Abstract: In quantitative finance, the standard approach involves predicting stock returns to optimize asset allocation, aiming to maximize returns and minimize risks. This predict-then-optimize ...
Learn how convexity adjustments in bonds affect interest rates and prices using key formulas. Understand their importance in accurately predicting bond price changes.