SOURCE-LINKED INTELLIGENCE
The Informational Content in Lepto-Variance and Its Relation to Higher Moments
Lepto-regression is defined as the machine learning process of constructing a Regression Tree of a target feature on itself. It is a novel, model-free method potentially revealing information on important sample structure properties. But it is yet not clear what the informational content of lepto-variance is and how it is related to other well-known statistics of a sample. One significant finding is that 58% of the historical US stock return variability is 1-bit lepto-variance that can not be explained by any financial factor. The central question investigated in this paper is to use small nor
Read original source ↗ Open in workspace
- recordType
- paper
- region
- Global
Evidence & attribution
- arXiv · AI, language, vision and robotics · 2026-09-21T07:03:59.000Z
First collected: 2026-09-23T08:01:43.213Z. This is not the publication date.