wx“量化前沿速递”
文献汇总
[1] Russia s Ruble during the onset of the Russian invasion of Ukraine in early 2022
2022年初俄罗斯入侵乌克兰期间的俄罗斯卢布
[2] Practical Skills Demand Forecasting via Representation Learning of Temporal Dynamics
基于时间动态表征学习的实用技能需求预测
[3] What Type of Explanation Do Rejected Job Applicants Want Implications for Explainable AI
被拒绝的求职者希望对可解释的AI有什么样的解释
[4] Investigating the concentration of High Yield Investment Programs in the United Kingdom
调查英国高收益投资项目的集中度
[5] Revealed Incomplete Preferences
显示不完整的首选项
[6] Well Posedness of Utility Maximization Problems Under Partial Information in a Market with Gaussian Drift
高斯漂移市场中部分信息下效用最大化问题的适定性
[7] Robust Distortion Risk Measures
稳健的失真风险度量
[8] Topology dependence of propagation mechanisms in the production network
生产网络中传播机制的拓扑依赖性
[9] Risks and Returns of Uniswap V3 Liquidity Providers
Uniswap V3流动性提供商的风险和回报
[10] Price Interpretability of Prediction Markets
预测市场的价格解释性
[11] Market Making via Reinforcement Learning in China Commodity Market
中国商品市场强化学习做市
[12] Centralized and decentral approaches to succeed the 100 energiewende in Germany in the European context
在欧洲背景下,采用集中和分散的方法在德国成功实施100次能源转型
[13] Mean variance portfolio selection with dynamic attention behavior in a hidden Markov model
隐马尔可夫模型中具有动态注意行为的均值-方差投资组合选择
[14] Control of Dynamic Financial Networks (The Extended Version)
动态金融网络控制(扩展版)
[15] Optimising cost effectiveness of pandemic response under partial intervention measures
在部分干预措施下优化大流行应对的成本效益