New GP kernels avoid mean reversion without losing smoothness.
problem Pathological behavior in stationary GP regression.
method Improper Gaussian processes with non-positive kernels.
result Stationary, non-reverting covariance functions.
A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
New GP kernels avoid mean reversion without losing smoothness.