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雷达卡
wx“量化前沿速递”
文献汇总
[1] Sandwiched Volterra Volatility model
夹心Volterra波动率模型
[2] Discount Puzzle Of Closed End Mutual Funds
封闭式共同基金的折扣难题
[3] Non maturing deposits modelling in a Ornstein Uhlenbeck framework
Ornstein-Uhlenbeck框架中的未到期矿床建模
[4] Introducing Cashless Transaction Index based on the Effective Medium Approximation
引入基于有效介质近似的无现金交易指数
[5] High order approximations of the Cox Ingersoll Ross process semigroup using random grids
随机网格下Cox-Ingersoll-Ross过程半群的高阶逼近
[6] Credit Information in Earnings Calls
盈利电话中的信用信息
[7] Asset Pricing and Deep Learning
资产定价和深度学习
[8] Efficient Wrong Way Risk Modelling for Funding Valuation Adjustments
融资估值调整的有效错向风险模型
[9] Path Integral Method for Floating Barrier Option Pricing
浮动障碍期权定价的路径积分法
[10] Does limited liability reduce leveraged risk
有限责任能否降低杠杆风险
[11] Equilibrium Pricing of Securities in the Co presence of Cooperative and Non cooperative
Populations
合作人口与非合作人口共同存在下的证券均衡定价
[12] Feature Rich Long term Bitcoin Trading Assistant
功能丰富的长期比特币交易助手
[13] Automatic Identification and Classification of Share Buybacks and their Effect on Short , Mid and
Long Term Returns
股票回购的自动识别和分类及其对短期、中期和长期回报的影响
[14] Efficient evaluation of expectations of functions of a stable L vy process and its extremum
稳定Lvy过程函数期望及其极值的有效估计
[15] On Robustness of Double Linear Trading with Transaction Costs
具有交易费用的双线性交易的鲁棒性
[16] Inter order relations between moments of a Student t distribution, with an application to L p
quantiles
Student t分布的矩之间的阶间关系及其对Lp分位数的应用
[17] Neural variance reduction for stochastic differential equations
随机微分方程的神经方差约简
[18] Quasi Monte Carlo methods for calculating derivatives sensitivities on the GPU
计算GPU导数灵敏度的准蒙特卡罗方法
[19] Determinants Of Migration
移民的决定因素
[20] Anomaly Detection on Financial Time Series by Principal Component Analysis and Neural
Networks
基于主成分分析和神经网络的金融时间序列异常检测
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