arxiv量化文献 20210119-20210120

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arxiv量化文献 20210119-20210120

[1] Evidence and Behaviour of Support and Resistance Levels in Financial Time Series
金融时间序列中支持与阻力水平的证据与行为
[2] The Elephant in the Room
房间里的大象
[3] The fiscal response to revenue shocks
财政对收入冲击的反应
[4] Twitter Subjective Well Being Indicator During COVID 19 Pandemic
冠状病毒19型流行期间的主观幸福感指标
[5] Diagnosis of systemic risk and contagion across financial sectors
系统性风险和金融部门传染的诊断
[6] The Impact of Digital Marketing on Sausage Manufacturing Companies in the Altos of Jalisco
数字化营销对哈利斯科阿尔托斯香肠生产企业的影响
[7] A Two Population Mortality Model to Assess Longevity Basis Risk
评估长寿风险的两种群死亡率模型
[8] Towards a more sustainable academic publishing system
走向更可持续的学术出版体系
[9] Dynamic industry uncertainty networks and the business cycle
动态产业不确定性网络与经济周期
[10] Beating the Market with Generalized Generating Portfolios
用广义生成投资组合击败市场
[11] Exponential Kernels with Latency in Hawkes Processes
Hawkes过程中具有延迟的指数核
[12] Temporal Clustering of Disorder Events During the COVID 19 Pandemic
covid19大流行期间疾病事件的时间聚集性
[13] Visual Analytics approach for finding spatiotemporal patterns from COVID19
从COVID19中寻找时空模式的可视化分析方法
[14] A Framework of Multivariate Utility Optimization with General Benchmarks
具有一般基准的多元效用优化框架
[15] Deep Reinforcement Learning for Active High Frequency Trading
主动高频交易的深度强化学习


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关键词：Optimization Multivariate Exponential Time Series Generalized