wx“量化前沿速递”
文献汇总
[1] Mortgage Rate Adjusted Home Prices
抵押利率调整后的房价
[2] Homo economicus to model human behavior is ethically doubtful and mathematically inconsistent
经济人对人类行为建模在伦理上是可疑的,在数学上是不一致的
[3] Optimal investment strategy to maximize the expected utility of an insurance company under Cramer Lundberg dynamic
Cramer-Lundberg动态下保险公司期望效用最大化的最优投资策略
[4] Cost efficient Payoffs under Model Ambiguity
模型模糊下的成本效益报酬
[5] Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid ask spreads and
missing quotes
具有较大买卖价差和缺失报价的加密货币市场中的无偏和稳健隐含波动率校准
[6] Clustering of Excursion Sets in Financial Market
金融市场中漂移集的聚类
[7] Market Making with Scaled Beta Policies
市场做市与规模贝塔政策
[8] Minimizing the Repayment Cost of Federal Student Loans
最小化联邦学生贷款的还款成本
[9] Efficient inverse Z transform and pricing barrier and lookback options with discrete monitoring
具有离散监控的高效逆Z变换和定价障碍和回望期权
[10] Financial fire sales as continuous state complex contagion
金融火爆销售持续蔓延
[11] The potential benefits of costly applications in grant contests
赠款竞赛中昂贵申请的潜在好处
[12] Reinforcement Learning Portfolio Manager Framework with Monte Carlo Simulation
蒙特卡洛模拟强化学习投资组合管理器框架
[13] Distributional neural networks for electricity price forecasting
分布式神经网络在电价预测中的应用
[14] L vy models amenable to efficient calculations
适用于高效计算的L-vy模型
[15] A multi task network approach for calculating discrimination free insurance prices
计算无歧视保险价格的多任务网络方法