2 papers
stat.AP2026
Measuring intraday return-shape geometry with modified Brownian motion
Mattera Raffaele, Rajabali Ghasem Pour, Parmjit Kaur +2
Realised kurtosis measures intraday tail risk but compresses the shape of the return distribution into a single scalar, so trading days with similar kurtosis may differ in how prob…
astro-ph.CO2026
Covariance shrinkage for cosmological inference with Sellentin-Heavens-type likelihoods
Mattera Raffaele
Covariance matrices used in astronomical and cosmological parameter inference are often estimated from a finite number of simulations, so covariance uncertainty can affect posterio…