Stochastic block models (SBMs) serve as a fundamental probabilistic framework for generating and analysing network data with inherent community or modular structure. In these models, nodes are ...

With the advent of structured data in the form of social networks, genetic circuits and protein interaction networks, statistical analysis of networks has gained popularity over recent years. The ...

Using unique investment-level data accounting for around 15,000 individual investments done by various types of investors in start-up companies over the periods from 2000 to 2014, we empirically ...

The paper provides statistical theory and intuition for personalized PageRank (called ‘PPR’):a popular technique that samples a small community from a massive network. We study a setting where the ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

Dominique Bang, head of interest rate vanilla analytics at Bank of America Merrill Lynch in London, joined us in our studio to talk about his work on a local stochastic volatility model. While the ...

The stochastic alpha beta rho model is a stochastic volatility model for forward prices commonly used in the modelling of interest rate derivatives. The alpha, beta and rho in the name are parameters ...