Why A Wharton Study Says Stock Returns Aren’t Random

A new Wharton study explains why stock returns aren’t random. Correlation neglect causes market overreaction, momentum, and reversals investors consistently misprice.

Random driving on a 78-qubit processor reveals controllable prethermal plateau

Time-dependent driving has become a powerful tool for creating novel nonequilibrium phases such as discrete time crystals and ...
IEEE

Achieving an Accurate Random Process Model for PV Power Using Cheap Data: Leveraging the SDE and Public Weather Reports

Abstract: Stochastic differential equation (SDE)-based random process models of renewable energy sources (RESs) jointly capture evolving probability distribution and temporal correlation in continuous ...
IEEE

On the Ergodic Capacity and Ergodic Secrecy Rate of Rate Splitting Aided Wireless Multiple Access Channel With Correlated Channel Coefficients

Abstract: Rate-splitting multiple access (RSMA) is a promising technology for future wireless networks. In the present paper, a two-user RSMA-aided multiple access channel (MAC) in the presence and ...