ML-QuantSubscribe

SSRNOther

Enhanced Block Rearrangement Algorithm

The article discusses improving the block rearrangement algorithm (BRA) used in finance and operations research by refining block submatrix sizes using a Beta distribution.

Featured in No. 16 on 21 Sep 2023 · 15 days after release

Released
6 Sep 2023
First featured
No. 16 · 21 Sep 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4577385

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page