wx“量化前沿速递”
文献汇总
[1] Efficient evaluation of double barrier options and joint cpdf of a L vy process and its two
extrema
Lvy过程及其两个极值的双势垒选项和联合cpdf的有效评估
[2] Relevance of financial development and fiscal stability in dealing with disasters in
Emerging Economies
金融发展和财政稳定在新兴经济体应对灾害中的相关性
[3] Forecasting Bitcoin volatility spikes from whale transactions and CryptoQuant data using
Synthesizer Transformer models
使用Synthesizer Transformer模型预测鲸鱼交易和CryptoQuant数据中的比特币波动率峰值
[4] Using multimodal learning and deep generative models for corporate bankruptcy
prediction
使用多模态学习和深度生成模型进行企业破产预测
[5] HGV4Risk
HGV4风险
[6] Elementary Bitcoin economics
基本比特币经济学
[7] Designing Efficient Pair Trading Strategies Using Cointegration for the Indian Stock
Market
利用协整设计印度股市的有效配对交易策略
[8] Dollar Yuan Battle in the World Trade Network
世界贸易网络中的美元与人民币之争
[9] Stochastic Algorithms for Advanced Risk Budgeting
高级风险预算的随机算法
[10] FinBERT LSTM
芬伯特LSTM
[11] Efficient Integration of Multi Order Dynamics and Internal Dynamics in Stock Movement
Prediction
多阶动力学与内部动力学在股票运动预测中的有效集成
[12] Collective models and the marriage market
集体模式与婚姻市场
[13] Credit Default Swaps and the mixed fractional CEV model
信用违约掉期与混合分数CEV模型
[14] Exploratory Control with Tsallis Entropy for Latent Factor Models
潜在因素模型的Tsallis熵探索控制
[15] A Credibility Index Approach for Effective a Posteriori Ratemaking with Large Insurance
Portfolios
大型保险组合有效后验费率制定的可信度指数方法
[16] Optimal investment with insider information using Skorokhod & Russo Vallois integration
使用Skorokhod&Russo Vallois集成的内幕信息优化投资
[17] Are Front running HFTs Harmful
前置HFT有害吗
[18] Gambling on Momentum
赌动量
[19] Testing the free rider hypothesis in climate policy
检验气候政策中的搭便车假设
[20] A Multimodal Embedding Based Approach to Industry Classification in Financial Markets
基于多模式嵌入的金融市场行业分类方法
[21] Optimal stopping of Gauss Markov bridges
高斯-马尔可夫桥的最优停止
[22] Separating Times for One Dimensional Diffusions
一维扩散的分离时间