Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck

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State-specific protein–ligand complex structure prediction with a multiscale deep generative model (2022, positive): “…biomolecular structure generator, we first consider a general class of linear SDEs known as the multivariate Ornstein–Uhlenbeck process 67 for point cloud Z ∈ ℝ N × 3 : where Θ ∈ ℝ N × N is an invertible matrix of affine drift coefficients, Σ ∈ ℝ N × N represents the factorized…”
A Tractable Framework for Zero-Lower-Bound Gaussian Term Structure Models (2013, unknown): “Rudebusch (2013). Monetary policy expectations at the zero lower bound.”
Online Factorization and Partition of Complex Networks From Random Walks (2017, unknown): “Therefore, we show that each ζ (η) i,j (t) weakly converges to an Ornstein-Uhlenbeck (OU) process, which is widely studied in existing literature [17].”
Dynamic-Backbone Protein-Ligand Structure Prediction with Multiscale Generative Diffusion Models (2022, background): “…for our biomolecular structure generator, we ﬁrst consider a general class of linear SDEs known as the multivariate Ornstein–Uhlenbeck (OU) process [30] for point cloud Z ∈ R N × 3 : where Θ ∈ R N × N is an invertible matrix of afﬁne drift coefﬁcients and W t is a standard 3 N -dimensional Wiener…”