In modern financial markets, one of the key concerns of large market participants is how to trade in significant size without creating an adverse effect on price. Solutions have included technical ...

Dimensional Analysis (DA) is a widely used methodology in physics and engineering. The main idea of DA is to extract dimensionless variables based on physical dimensions. Due to its capability in ...

Geometry has surprising consequences for the behaviour of matter. Living in three dimensions, we're familiar with liquids that abruptly freeze into solids, or crystals under pressure that suddenly ...

We propose stringing, a class of methods where one views high-dimensional observations as functional data. Stringing takes advantage of the high dimension by representing such data as discretized and ...