wx“量化前沿速递”
文献汇总
[1] Classification based credit risk analysis
基于分类的信用风险分析
[2] The Design and Regulation of Exchanges
交易所的设计与监管
[3] Duality Theory for Exponential Utility Based Hedging in the Almgren Chriss Model
Almgren-Chris模型中指数效用套期保值的对偶理论
[4] Design and Analysis of Optimized Portfolios for Selected Sectors of the Indian Stock
Market
印度股市选定板块的优化投资组合设计与分析
[5] A Clustering Algorithm for Correlation Quickest Hub Discovery Mixing Time Evolution and
Random Matrix Theory
混合时间演化和随机矩阵理论的相关最快中心发现聚类算法
[6] Innovation with and without patents
有专利和无专利的创新
[7] Optimal Execution with Identity Optionality
具有身份可选性的最佳执行
[8] Reap the Harvest on Blockchain
在区块链上收获收获
[9] Market Directional Information Derived From (Time, Execution Price, Shares Traded)
Sequence of Transactions. On The Impact From The Future
从(时间、执行价格、交易股份)交易序列中获得的市场方向信息。论未来的影响
[10] Seller buyer networks in NFT art are driven by preferential ties
NFT艺术领域的卖家-买家网络受到优惠关系的推动
[11] FX Resilience around the World
全球外汇弹性
[12] DeepVol
DeepVol(深度卷)
[13] Demand during peak hours versus peak driving demand
高峰时段需求与高峰驾驶需求
[14] Power in the Pipeline
管道中的电力


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