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雷达卡
wx“量化前沿速递”
文献汇总
[1] Baseline validation of a bias mitigated loan screening model based on the European Banking Authority s trust elements of Big Data & Advanced Analytics applications using Artificial Intelligence
基于欧洲银行管理局大数据和人工智能高级分析应用程序的信任元素的偏差缓解贷款筛选模型的基线验证
[2] Accelerating Machine Learning Training Time for Limit Order Book Prediction
加快机器学习训练时间进行极限订单预测
[3] Good Bye Original Sin, Hello Risk On Off, Financial Fragility, and Crises
再见，原罪，你好，风险，金融脆弱和危机
[4] Rough Heston Local Volatility Model
粗糙赫斯顿局部波动模型
[5] Going Green
变绿
[6] Parameter Estimation Methods of Required Rate of Return on Stock
股票要求收益率的参数估计方法
[7] The Log Private Company Valuation Model
对数私营公司估值模型
[8] An Agent Based Model With Realistic Financial Time Series
基于Agent的真实金融时间序列模型
[9] Efficient Pricing and Calibration of High Dimensional Basket Options
高维篮子期权的有效定价和校准
[10] The dynamics of the prices of the companies of the STOXX Europe 600 Index through the logit model and neural network
基于logit模型和神经网络的斯托克欧洲600指数公司价格动态分析
[11] Deep Partial Least Squares for Empirical Asset Pricing
经验资产定价的深偏最小二乘法
[12] Statistical inference of lead lag at various timescales between asynchronous time series from p values of transfer entropy
从传递熵p值统计推断异步时间序列在不同时间尺度上的超前滞后
[13] The Effectiveness of Digital Interventions on COVID 19 Attitudes and Beliefs
数字干预对冠状病毒19型态度和信念的有效性
[14] Multivariate Quadratic Hawkes Processes Part I
多元二次Hawkes过程第一部分
[15] Optimal Investment and Equilibrium Pricing under Ambiguity
模糊条件下的最优投资与均衡定价
[16] A nation wide experiment
全国范围的实验
[17] Assessing transportation accessibility equity via open data
通过开放数据评估交通可达性公平性
[18] Risk Filtering and Risk Averse Control of Markovian Systems Subject to Model Uncertainty
模型不确定性下马尔可夫系统的风险过滤与风险规避控制
[19] Polynomial Voting Rules
多项式投票规则
[20] On Finding the Community with Maximum Persistence Probability
关于寻找最大持续概率的社团
[21] Are decentralized finance really decentralized A social network analysis of the Aave protocol on the Ethereum blockchain
分散金融真的是分散的吗？以太坊区块链上Aave协议的社交网络分析
[22] Environmentally extended input output analysis in complex networks
复杂网络的环境扩展投入产出分析
[23] Information Geometry of Risks and Returns
风险和回报的信息几何
[24] How to Solve Big Problems
如何解决大问题
[25] On the closed form expected NPVs of the double barrier strategy for regular diffusions under the bail out setting
纾困环境下规则扩散双屏障策略的闭式期望NPV
[26] Ensemble distributional forecasting for insurance loss reserving
保险损失准备金的集合分布预测
[27] Reinforcement Learning in Macroeconomic Policy Design
宏观经济政策设计中的强化学习
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