This project implements a Vector Autoregression (VAR)–based framework to derive macroeconomic scenario weights for Expected Credit Loss (ECL) estimation, inspired by Moody’s Analytics (2019).

Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician (CMT). Gordon Scott has been an active investor and technical analyst or 20+ years. He ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

├── LICENSE <- Open-source license if one is chosen ├── Makefile <- Makefile with convenience commands like `make data` or `make train` ├── README.md <- The top-level README for developers using this ...

We present MELLE, a novel continuous-valued tokens based language modeling approach for text to speech synthesis (TTS). MELLE autoregressively generates continuous mel-spectrogram frames directly from ...

Abstract: Battery degradation is a critical consideration in ensuring the longevity and reliability of energy storage systems, particularly in devices deployed in remote locations. Characterizing ...

Abstract: State estimation for nonlinear models has been a longstanding challenge in the field of signal processing. Classical nonlinear filters, such as the extended Kalman filter (EKF), unscented ...