Contact mechanics examines the deformation and interaction of bodies at interfaces where separation, adhesion and friction may occur. Variational methods reformulate contact problems as inequalities ...

Abstract: Dynamic factor models (DFMs) provide a framework for distilling high-dimensional time series data into a small set of unobserved latent factors. Traditional statistical methods for ...

Abstract: In this paper, we address the fundamental problem of sparse signal recovery in a Bayesian framework. The computational complexity associated with Sparse Bayesian Learning (SBL) renders it ...

This project explores a dynamic pair trading strategy using Bayesian optimization for Z-score thresholds. It includes cointegration analysis, Bollinger Band-based signals, and backtesting. Our aim is ...