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q-fin.RM2016
Determining Optimal Stop-Loss Thresholds via Bayesian Analysis of Drawdown Distributions
Antoine Emil Zambelli
Stop-loss rules are often studied in the financial literature, but the stop-loss levels are seldom constructed systematically. In many papers, and indeed in practice as well, the l…
q-bio.QM2016
A Data-Driven Approach to Estimating the Number of Clusters in Hierarchical Clustering
Antoine Zambelli
We propose two new methods for estimating the number of clusters in a hierarchical clustering framework in the hopes of creating a fully automated process with no human interventio…