arxiv量化文献汇总翻译 20220124-20220126

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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] Has EU accession boosted patents performance in the EU 13 A critical evaluation using causal impact analysis with Bayesian structural time series models
加入欧盟是否提高了欧盟13国的专利绩效？使用贝叶斯结构时间序列模型进行因果影响分析的关键评估
[2] Contract design in electricity markets with high penetration of renewables
可再生能源高渗透电力市场的合同设计
[3] Modeling bid and ask price dynamics with an extended Hawkes process and its empirical applications for high frequency stock market data
基于扩展霍克斯过程的买卖价格动态建模及其在高频股市数据中的实证应用
[4] Regime recovery using implied volatility in Markov modulated market model
马尔可夫调制市场模型中使用隐含波动率的制度恢复
[5] VIX pricing in the rBergomi model under a regime switching change of measure
制度变迁测度下rBergomi模型的波动率定价
[6] Estimating and backtesting risk under heavy tails
重尾情况下的风险估计和回溯测试
[7] Multiscaling and rough volatility
多尺度和粗波动
[8] Zombie Lending in the United States Prevalence versus Relevance
僵尸借贷在美国的流行与相关性
[9] The Privacy Welfare Trade off
隐私与福利的权衡
[10] AI based Re identification of Behavioral Clickstream Data
基于人工智能的行为点击流数据再识别
[11] Information Based Trading
信息交易
[12] Fuel consumption elasticities, rebound effect and feebate effectiveness in the Indian and Chinese new car markets
印度和中国新车市场的燃油消耗弹性、反弹效应和feebate效应
[13] DeepScalper
深黄牛党
[14] An Intergenerational Issue
代际问题
[15] Economic Freedom
经济自由
[16] Credit Valuation Adjustment with Replacement Closeout
信用估值调整与重置结算
[17] Optimal measure preserving derivatives revisited
最优保测度导数再探讨
[18] The Link Between Standardization and Economic Growth
标准化与经济增长之间的联系
[19] Profit Puzzles or
利润谜题或
[20] The rise of digital finance
数字金融的兴起
[21] Gender specific Call of Duty
性别责任召唤
[22] Option Volume Imbalance as a predictor for equity market returns
期权数量失衡作为股票市场回报的预测指标
[23] Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors
具有随机积分因子的半鞅市场的幂前性能
[24] From Rough to Multifractal volatility
从粗糙到多重分形波动
[25] Linear Laws of Markov Chains with an Application for Anomaly Detection in Bitcoin Prices
马尔可夫链的线性规律及其在比特币价格异常检测中的应用
[26] Infinite Growth
无限增长
[27] Pandemic Pressures and Public Health Care
流行病压力和公共卫生保健
[28] Dynamic Risk Measurement by EVT based on Stochastic Volatility models via MCMC
基于MCMC随机波动模型的EVT动态风险度量
[29] Profit Shifting of Multinational Corporations Worldwide
全球跨国公司的利润转移

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关键词：文献汇总 elasticities Multifractal Corporations Applications