Outliers represent a fundamental challenge in the empirical finance research. We investigate whether the routine techniques used in finance research to identify and treat outliers are appropriate for ...

Z-score is a standard measurement used in statistical analysis that looks at data with a normal distribution. It provides a ...

Most conventional quantitative methods from forecasting to optimization suffer from the existence of large outliers in the data. There are many responses to remedy this problem, from using ...

Outliers have the potential to skew analysis when they aren’t properly accounted for. Addressing outliers, specifically in trade cost analysis (TCA) data, is crucial for traders because it ensures the ...