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Quantization is a widely used tool in information theory, cluster analysis, pattern and speech recognition, numerical integration, data mining and, as in our case, numerical probability. The birth of optimal quantization dates back to the 1950s, when the necessity to optimise signal transmission, by appropriate discretisation procedures, arose.
The week on Risk.net, October 6-12, 2017Receive this by email
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Leaked EU doc could shield legacy swaps from clearing grab
- Quantile, TriOptima face off in cleared swaps compression battle
- ABS set for revival under US Treasury’s liquidity buffer plans
- Quants stymied by lack of alternative risk premia flows data