arxiv量化文献汇总翻译 20210930-20211003

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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] Pricing and Hedging Prepayment Risk in a Mortgage Portfolio
抵押贷款组合中提前还款风险的定价和对冲
[2] Stock Index Prediction using Cointegration test and Quantile Loss
基于协整检验和分位数损失的股指预测
[3] Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes
使用双重从属利维过程的比特币波动性和内禀时间
[4] Causal effect of regulated Bitcoin futures on volatility and volume
受监管比特币期货对波动性和交易量的因果效应
[5] Stock Price Prediction Under Anomalous Circumstances
异常情况下的股价预测
[6] Stock index futures trading impact on spot price volatility. The CSI 300 studied with a TGARCH model
股指期货交易对现货价格波动的影响。CSI 300采用TGARCH模型进行研究
[7] Pricing American options under negative rates
负利率下的美式期权定价
[8] Characterizing and Computing the Set of Nash Equilibria via Vector Optimization
通过向量优化刻画和计算纳什均衡集
[9] Deep Hawkes Process for High Frequency Market Making
高频做市的Deep Hawkes流程
[10] Lobbying Influence The Role of Money, Strategies and Measurements
游说影响资金、战略和措施的作用
[11] Resource sharing on endogenous networks
内生网络上的资源共享
[12] Constrained scenarios for twenty first century human population size based on the empirical coupling to economic growth
基于经济增长经验耦合的21世纪人口规模约束情景
[13] Systemic risk in interbank networks
银行间网络中的系统性风险
[14] Conditional Value at Risk for Quantitative Trading
定量交易的条件风险价值
[15] Coulomb Force Model for International Trades
国际贸易的库仑力模型
[16] Implicit Generative Copulas
隐生成连接词
[17] A Market Mechanism for Truthful Bidding with Energy Storage
储能真实竞价的市场机制

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关键词：文献汇总 Optimization Quantitative Measurements Integration