arxiv量化文献汇总翻译 20221031-20221102

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

wx“量化前沿速递”

文献汇总
[1] A New Concept of the Value Function
价值函数的新概念
[2] Distinguishable Cash, Bosonic Bitcoin, and Fermionic Non fungible Token
可分辨现金、玻色比特币和费米子不可替代代币
[3] Rating Triggers for Collateral Inclusive XVA via Machine Learning and  SDEs on Lie Groups
通过机器学习和李群上的SDE对并列包容性XVA的评级触发器
[4] Integrating multiple sources of ordinal information in portfolio  optimization
在投资组合优化中整合多个顺序信息源
[5] Optimal Liquidation with Signals
信号最优清算
[6] Can maker taker fees prevent algorithmic cooperation in market making
做市商收取的费用能否阻止做市中的算法合作
[7] A novel approach to quantify volatility prediction
一种量化波动率预测的新方法
[8] Robust utility maximisation under proportional transaction costs for  c dl g price
processes
c dl g价格过程中按比例交易成本下的稳健效用最大化
[9] Heterogeneous Position Effects and the Power of Rankings
异质职位效应与排名的力量
[10] The importance of being scrambled
被打乱的重要性
[11] Monitoring the Dynamic Networks of Stock Returns
股票收益的动态网络监控
[12] DeFi vs TradFi
DeFi与TradFi
[13] Assessing the difference between integrated quantiles and integrated  cumulative
distribution functions
评估积分分位数和积分累积分布函数之间的差异
[14] Understanding the Maker Protocol
了解Maker协议
[15] Stock price reaction to power outages following extreme weather events
极端天气事件后停电的股价反应
[16] Uncertainty Aware Trader Company Method
具有不确定性意识的交易者公司法
[17] Dynamic Inventory Management with Mean Field Competition
具有平均场竞争的动态库存管理
[18] Time aware Metapath Feature Augmentation for Ponzi Detection in Ethereum
以太坊中用于庞氏检测的时间感知元路径特征增强
[19] A unified approach to informed trading via Monge Kantorovich duality
通过Monge Kantorovich二元性实现知情交易的统一方法
[20] The Unequal Incidence of Payroll Taxes with Imperfect Competition
不完全竞争下工资税的不平等发生率
[21] Supply Chain Characteristics as Predictors of Cyber Risk
作为网络风险预测因素的供应链特征
[22] The Role of Immigrants, Emigrants, and Locals in the Historical  Formation of Knowledge
Agglomerations
移民、移民和当地人在知识聚集历史形成中的作用
[23] Incorporating Interactive Facts for Stock Selection via Neural Recursive  ODEs
通过神经递归ODE结合交互式事实进行股票选择
[24] Multiresolution Signal Processing of Financial Market Objects
金融市场对象的多分辨率信号处理
[25] Local Media and Epidemics
当地媒体与流行病
[26] Newton Raphson Emulation Network for Highly Efficient Computation of  Numerous
Implied Volatilities
Newton-Raphson仿真网络高效计算大量隐含波动率
[27] Intelligence and Global Bias in the Stock Market
股票市场中的智力和全球偏见
[28]  Rust Belt  Across America
美国的锈带
[29] Eigenvalue tests for the number of latent factors in short panels
短板中潜在因素数量的特征值测试

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏1 回帖

关键词：文献汇总 proportional Optimization distribution maximisation