14 citations · 40 across the 18 of their papers we have counts for
3 papers · 1 filter
Bayesian Joint Estimation of the Hurst Parameter and Volatility with Applications to Fractional Option Pricing
Hana H. Sagor, Edward L. Boone, Ryad A. Ghanam
Fractional Brownian motion has been widely used in financial modeling to capture long-range dependence and persistent behavior observed in asset dynamics. In the fractional Black--…
Nilpotent Lie algebras of vector fields in three variables
Hassan Azad, Indranil Biswas, Ryad Ghanam
We give a complete constructive description of all finite dimensional nilpotent Lie algebras of smooth vector fields in three variables, including intransitive algebras. The descri…
Linear Models, Variable Selection, Artificial Intelligence
By Riyadh Alrawkan, Edward Boone, Ryad Ghanam +1
Variable selection in linear regression models has been a problem since hypothesis testing began. Which variables to include or exclude from a model is not an easy task. Techniques…