Archetypal analysis has emerged as a robust statistical tool that encapsulates complex data sets by identifying extreme cases – or archetypes – that define the convex boundaries of the data space.

Many modern datasets are sampled with error from complex high-dimensional surfaces. Methods such as tensor product splines or Gaussian processes are effective and ...

In modern financial markets, one of the key concerns of large market participants is how to trade in significant size without creating an adverse effect on price. Solutions have included technical ...