arxiv量化文献汇总翻译 20210927-20210929

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机器翻译，仅供参考！更多文献获取请关注公众号：量化前沿速递
文献汇总
[1] High dimensional Portfolio Optimization using Joint Shrinkage
基于联合收缩的高维投资组合优化
[2] Two step actuarial valuations
两步精算估值
[3] Intra Day Price Simulation with Generative Adversarial Modelling of the Order Flow
订单流生成对抗模型的日内价格模拟
[4] Reinforcement Learning for Quantitative Trading
定量交易的强化学习
[5] Periodicity in Cryptocurrency Volatility and Liquidity
加密货币波动和流动性的周期性
[6] Psychological dimension of adaptive trading in cryptocurrency markets
加密货币市场中适应性交易的心理维度
[7] Automated Market Making for Fiat Currencies
法定货币的自动做市
[8] Delta Hedging with Transaction Costs
交易成本下的Delta套期保值
[9] Reputation dependent pricing strategy
声誉相关定价策略
[10] Measuring Police Presence in US Cities using Smartphone Data
使用智能手机数据衡量美国城市的警察存在
[11] Multi Transformer
多变压器
[12] On the nature of monetary and price inflation and hyperinflation
论货币和价格通货膨胀与恶性通货膨胀的性质
[13] Design and validation of an index to measure development in rural areas through stakeholder participation
通过利益相关者的参与设计和验证衡量农村地区发展的指标
[14] Pricing multi asset derivatives by finite difference method on a quantum computer
量子计算机上多资产衍生产品的有限差分定价
[15] Faking Brownian motion with continuous Markov martingales
用连续马尔可夫鞅模拟布朗运动
[16] Absorptive capacities and economic growth in low and middle income economies
中低收入经济体的吸收能力和经济增长
[17] The Boltzmann fair division for distributive justice
波尔兹曼公平分配正义司

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关键词：文献汇总 Quantitative Optimization Distributive derivatives