arxiv量化文献汇总翻译 20220110-20220112

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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] Derivatives based portfolio decisions. An expected utility insight
基于衍生品的投资组合决策。预期的效用洞察
[2] DDG DA
DDG DA
[3] Bitcoin Price Predictive Modeling Using Expert Correction
基于专家修正的比特币价格预测模型
[4] On asymptotically arbitrage free approximations of the implied volatility
关于隐含波动率的渐近无套利近似
[5] Bibliometric analysis of the scientific production found in Scopus and Web of Science about business administration
Scopus和科学网中关于企业管理的科学成果的文献计量分析
[6] Discrete time risk sensitive portfolio optimization with proportional transaction costs
具有比例交易成本的离散时间风险敏感投资组合优化
[7] TANK meets Diaz Alejandro
坦克遇到迪亚兹·亚历杭德罗
[8] Economic Integration and Agglomeration of Multinational Production with Transfer Pricing
基于转移定价的经济一体化与跨国生产集聚
[9] Market Impact of Small Orders
小额订单的市场影响
[10] Portfolio selection models based on interval valued conditional value at risk (ICVaR) and empirical analysis
基于区间值条件风险值（ICVaR）的投资组合选择模型及实证分析
[11] New volatility evolution model after extreme events
极端事件后的新波动率演化模型
[12] Pricing European Options under Stochastic Volatility Models
随机波动模型下的欧式期权定价
[13] StableSims
马厩
[14] A Survey of Quantum Computing for Finance
金融量子计算综述
[15] Effect of Toxic Review Content on Overall Product Sentiment
有毒评论内容对整体产品情绪的影响
[16] Smooth Nested Simulation
平滑嵌套模拟
[17] Uncovering the Source of Machine Bias
发现机器偏差的来源
[18] Strategic Storage Investment in Electricity Markets
电力市场中的战略存储投资
[19] Applications of Signature Methods to Market Anomaly Detection
签名方法在市场异常检测中的应用
[20] Stationary GE Process and its Application in Analyzing Gold Price Data
平稳GE过程及其在黄金价格数据分析中的应用
[21] Pricing Bermudan options using regression trees random forests
基于回归树和随机森林的百慕大期权定价
[22] Surveying 5G Techno Economic Research to Inform the Evaluation of 6G Wireless Technologies
调查5G技术经济研究，为6G无线技术评估提供信息
[23] Neural calibration of hidden inhomogeneous Markov chains Information decompression in life insurance
人寿保险中隐式非齐次马尔可夫链信息解压的神经校正

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关键词：文献汇总 proportional Optimization Technologies Applications