Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
First-K Picks the first K rows. If data is ordered (e.g., by date), this introduces bias. No 🚫 No Random Picks K random rows from the entire dataset. Distribution depends on original data. ⚠️ ...
This repository provides a rigorous implementation of the Safe-ICE algorithm from: Gao, Z., & Karniadakis, G. (2025). Safe Cross-Entropy-Based Importance Sampling for Rare Event Simulations. arXiv ...