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Complex event processing (CEP) consists of high-speed processing of many events across all the layers of an organization.
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Questions about the exchanges in the CME Group, including the CME's trading engine, Globex
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often used in statistical abitrage as a way to identify how to combine some tradable instrument to obtain a *mean reverting* one.
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a multivariate distribution with uniform marginal distributions. Copulas are mostly used to represent/model the structure of dependence between random variables, separately from the margin…
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A measure of the degree of linear association between a pair of random variables.
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