发帖
雷达卡
wx“量化前沿速递”
文献汇总
[1] The Optimal Size and Progressivity of Old Age Social Security
老年社会保障的最优规模和累进性
[2] Digital Transformation of Nature Tourism
自然旅游的数字化转型
[3] Profit Shifting Frictions and the Geography of Multinational Activity
利润转移摩擦与跨国活动地理
[4] Mod Poisson approximation schemes
Mod-Poisson近似格式
[5] Optimal exercise of American options under time dependent Ornstein Uhlenbeck
processes
时间相关Ornstein-Uhlenbeck过程下美式期权的最优行使
[6] On the Past, Present, and Future of the Diebold Yilmaz Approach to Dynamic Network
Connectedness
关于动态网络连通性的Diebold-Yilmaz方法的过去、现在和未来
[7] A deep solver for BSDEs with jumps
带跳跃的BSDE的深度求解器
[8] The debt aversion survey module
债务厌恶调查模块
[9] FinRL Meta
FinRL元
[10] Stressing Dynamic Loss Models
应力动态损失模型
[11] Institutional ownership and liquidity commonality
机构所有权和流动性共性
[12] Prospects and Challenges for Sustainable Tourism
可持续旅游的前景与挑战
[13] Shadow prices and optimal cost in economic applications
影子价格与经济应用中的最优成本
[14] Dynamic Estimates Of The Arrow Pratt Absolute And Relative Risk Aversion Coefficients
Arrow Pratt绝对和相对风险规避系数的动态估计
[15] On Pricing of Discrete Asian and Lookback Options under the Heston Model
Heston模型下离散亚式期权和回望期权的定价
[16] Efficient Convex PCA with applications to Wasserstein geodesic PCA and ranked data
高效凸PCA及其在Wasserstein测地PCA和排序数据中的应用
[17] Projecting XRP price burst by correlation tensor spectra of transaction networks
利用交易网络的相关张量谱预测XRP价格爆发
[18] Logistic forecasting of GDP competitiveness
GDP竞争力的Logistic预测
[19] (Machine) Learning from the COVID 19 Lockdown about Electricity Market Performance
with a Large Share of Renewables
（机器）从新冠肺炎疫情中学习19年电力市场表现，可再生能源占很大份额
[20] Computing Economic Chaos
计算经济混沌
[21] A weak MLMC scheme for L vy copula driven SDEs with applications to the pricing of
credit, equity and interest rate derivatives
Lvy copula驱动的SDE的弱MLMC方案及其在信贷、股票和利率衍生品定价中的应用
京公网安备 11010802022788号
