The Dolan-More curve below demonstrates the quality of classification after applying resampling methods(random undersampling, random oversampling, smote) and resampling multiplier selection(equalizing strategy and CV-search) to imbalanced real and artificial datasets.

McLeod-Li test statistics for Apple stock price(closing price). A very useful test to detect ARCH effects in financial time series.

Alternative approach to volatility modeling: Parkinson volatility estimator.. 😊 left: cac 40 Right: Parkinson model

some of the statistical distributions(commonly used assumptions) proposed in the literature for the marginal distributions of asset returns (financial time series)