161 citations · 1.9k across the 100 of their papers we have counts for
124 papers
Option Pricing: Channels, Target Zones and Sideways Markets
Zura Kakushadze
After a market downturn, especially in an uncertain economic environment such as the current state, there can be a relatively long period with a sideways market, where indexes, sto…
Quant Bust 2020
Zura Kakushadze
We explain in a nontechnical fashion why dollar-neutral quant trading strategies, such as equities Statistical Arbitrage, suffered substantial losses (drawdowns) during the COVID-1…
Coronavirus: Case for Digital Money?
Zura Kakushadze, Jim Kyung-Soo Liew
We discuss the pros of adopting government-issued digital currencies as well as a supranational digital iCurrency. One such pro is to get rid of paper money (and coinage), a ubiqui…
Machine Learning Treasury Yields
Zura Kakushadze, Willie Yu
We give explicit algorithms and source code for extracting factors underlying Treasury yields using (unsupervised) machine learning (ML) techniques, such as nonnegative matrix fact…
Derivation of Spin Projection Operator using Lagrange Interpolation Formula
M. D. Zviadadze, Zura Kakushadze
This note discusses how an operator analog of the Lagrange polynomial naturally arises in the quantum-mechanical problem of constructing an explicit form of the spin projection ope…
Non-Stationary Saturation of Inhomogeneously Broadened EPR Lines
Zura Kakushadze
Non-stationary saturation of inhomogeneously broadened EPR lines is studied when cross-relaxation has the characteristics of spectral diffusion. A system of generalized kinetic equ…