arxiv量化文献汇总翻译 20211018-20211020

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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] Semimartingale and continuous time Markov chain approximation for rough stochastic local volatility models
粗糙随机局部波动模型的半鞅和连续时间马尔可夫链逼近
[2] Dropping diversity of products of large US firms
美国大公司产品多样性下降
[3] The elastic origins of tail asymmetry
尾部不对称的弹性起源
[4] Star shaped acceptability indexes
星形可接受性指数
[5] Gender identity and relative income within household
家庭内的性别认同和相对收入
[6] Estimating returns to special education
估计特殊教育的回报
[7] Predictable Forward Performance Processes
可预测的前瞻性绩效流程
[8] Study of The Relationship Between Public and Private Venture Capitalists in France
法国公私风险投资家关系研究
[9] Prosecutor Politics
检察官政治
[10] Predicting Status of Pre and Post M&A Deals Using Machine Learning and Deep Learning Techniques
使用机器学习和深度学习技术预测并购前后交易的状态
[11] Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage
利用报纸报道确定制裁对伊朗经济的影响
[12] Mean Variance Portfolio Selection in Contagious Markets
传染市场中的均值-方差投资组合选择
[13] Understanding jumps in high frequency digital asset markets
了解高频数字资产市场的跳跃
[14] Sector Volatility Prediction Performance Using GARCH Models and Artificial Neural Networks
基于GARCH模型和人工神经网络的行业波动预测性能
[15] Scaling Blockchains
缩放区块链
[16] Persuasion by Dimension Reduction
降维说服
[17] Numeraire invariant quadratic hedging and mean variance portfolio allocation
数值不变二次套期保值与均值-方差组合配置
[18] Credit Union Regulations Mysterious Hold on Thrifts and Community Banks
信用社对储蓄机构和社区银行的监管

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关键词：文献汇总 GARCH Models relationship performance Capitalists