arxiv量化文献汇总翻译 20220510-20220515

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“量化前沿速递”文献汇总
[1] A time varying study of Chinese investor sentiment, stock market  liquidity and volatility
中国投资者情绪、股市流动性和波动性的时变研究
[2] Welfare compensation in international transmission expansion planning  under uncertainty
不确定性条件下国际输电规划中的福利补偿
[3] Method of indirect estimation of default probability dynamics for  industry target segments according to the data of Bank of Russia
基于俄罗斯银行数据的行业目标细分违约概率动态间接估计方法
[4] The role of investor attention in global asset price variation during  the invasion of Ukraine
入侵乌克兰期间投资者注意力在全球资产价格变化中的作用
[5] Beyond Barker
巴克之外
[6] An integrated debris environment assessment model
碎片环境综合评价模型
[7] Sequential Choices, Option Values, and the Returns to Education
顺序选择、选项值和教育回报
[8] A Hull and White type formula for barrier options in stochastic  volatility models with nonzero correlation
非零相关随机波动率模型中障碍期权的Hull-and-White型公式
[9] RLOP
RLOP
[10] Gamma and Vega Hedging Using Deep Distributional Reinforcement Learning
使用深度分布强化学习的Gamma和Vega套期保值
[11] Convergence of the financial value of weak information for a sequence of  discrete time markets
离散时间市场序列弱信息财务价值的收敛性
[12] Using Open Data and Open Source Software to Develop Spatial Indicators  of Urban Design and Transport Features for Achieving Healthy and Sustainable  Cities
使用开放数据和开源软件开发城市设计和交通功能的空间指标，以实现健康和可持续的城市
[13] A Unified Bayesian Framework for Pricing Catastrophe Bond Derivatives
巨灾债券衍生品定价的统一贝叶斯框架
[14] Neural Optimal Stopping Boundary
神经网络最优停止边界
[15] Deep Stochastic Optimization in Finance
金融学中的深层随机优化
[16] Large Scale Probabilistic Simulation of Renewables Production
可再生能源生产的大规模概率模拟
[17] Deep learning based Chinese text sentiment mining and stock market  correlation research
基于深度学习的中文文本情感挖掘与股市相关性研究
[18] Portfolio Construction with Gaussian Mixture Returns and Exponential  Utility via Convex Optimization
基于凸优化的高斯混合收益和指数效用组合构造
[19] Diamonds and forward variance models
钻石与前向方差模型
[20] Inventories, Demand Shocks Propagation and Amplification in Supply  Chains
库存、需求冲击在供应链中的传播和放大
[21] Firm Heterogeneity, Market Power and Macroeconomic Fragility
企业异质性、市场力量与宏观经济脆弱性
[22] SoK
索克
[23] Time Varying Causality Between Bitcoin and Attention to COVID 19 News
比特币与新冠肺炎新闻关注度之间的时变因果关系
[24] Generalized modified principal components analysis of Russian  universities competitiveness
俄罗斯大学竞争力的广义修正主成分分析
[25] Randomized geometric tools for anomaly detection in stock markets
股市异常检测的随机几何工具

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关键词：文献汇总 Optimization Universities Transmission distribution