arxiv量化文献汇总翻译 20220117-20220119

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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] Decomposable sums and their implications on naturally quasiconvex risk measures
可分解和及其对自然拟凸风险测度的影响
[2] How easy is it for investment managers to deploy their talent in green and brown stocks
投资经理在绿色和棕色股票上施展才华有多容易
[3] Stability of Crank Nicolson compact scheme for convection diffusion equations using matrix method
对流扩散方程Crank-Nicolson紧致格式的稳定性
[4] Profitable Strategy Design by Using Deep Reinforcement Learning for Trades on Cryptocurrency Markets
加密货币市场交易的深度强化学习盈利策略设计
[5] Intertemporal Consumption and Debt Aversion
跨期消费与债务厌恶
[6] Augmented Dynamic Gordon Growth Model
增广动态Gordon增长模型
[7] Dynamics of Bitcoin mining
比特币挖掘动力学
[8] Internal multi portfolio rebalancing processes
内部多投资组合再平衡流程
[9] The Resilience of FDI to Natural Disasters through Industrial Linkages
外国直接投资通过产业联系抵御自然灾害的能力
[10] Multinomial Backtesting of Distortion Risk Measures
失真风险度量的多项式回溯检验
[11] Model Aggregation for Risk Evaluation and Robust Optimization
用于风险评估和稳健优化的模型聚合
[12] Variations in the Relative Standard Deviation of Target Time Fulfilment as Key Performance Indicator (KPI)
作为关键绩效指标（KPI）的目标时间完成情况的相对标准偏差变化
[13] Optimal trend following portfolios
最佳趋势跟踪投资组合
[14] Decomposing LIBOR in Transition
过渡期LIBOR的分解
[15] Examining the Relations between Household Saving Rate of Rural Areas and Migration
农村居民储蓄率与人口迁移关系研究
[16] Pandemic Recession and Helicopter Money
大规模衰退和直升机撒钱
[17] Fractional SDE Net
分数SDE网
[18] What is the mission of innovation
创新的使命是什么
[19] Arbitrage Problems with Reflected Geometric Brownian Motion
具有反射几何布朗运动的套利问题
[20] Pricing principle via Tsallis relative entropy in incomplete market
不完全市场中基于Tsallis相对熵的定价原理
[21] Strategic mean variance investing under mean reverting stock returns
均值回复股票收益下的战略均值方差投资
[22] Precise Stock Price Prediction for Robust Portfolio Design from Selected Sectors of the Indian Stock Market
印度股市选定部门稳健投资组合设计的精确股价预测
[23] Empirical Analysis of EIP 1559
eip1559的实证分析

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关键词：文献汇总 Optimization Implications REBALANCING Aggregation