历史文章列表
网站https://www.arxivdaily.com/
注：含中英文摘要速递见公众号【arXiv每日学术速递】,涵盖CS|物理|数学|经济|统计|金融|生物|电气等领域。 q-fin金融，共计5篇
econ经济，共计5篇
1.q-fin金融:
【1】 Long-run patterns in the discovery of the adjacent possible
标题： 发现邻近的可能的长期模式
链接：https://arxiv.org/abs/2208.00907
作者：Josef Taalbi
机构：Lund University, Department of Economic History, Scheelevgen , B, Box , | , | Lund, Sweden
【2】 Short-time expansion of characteristic functions in a rough volatility setting with applications
标题： 粗糙波动率下特征函数的短时展开及其应用
链接：https://arxiv.org/abs/2208.00830
作者：Carsten Chong,Viktor Todorov
机构：ST] 1 Aug 20 2 2SHORT-TIME EXPANSION OF CHARACTERISTIC FUNCTIONS IN AROUGH VOLATILITY SETTING WITH APPLICATIONSBY CARSTEN CHONG 1 AND VIKTOR TODOROV 2 1Department of Statistics, Columbia University, edu 2Department of Finance, Northwestern University
【3】 Solving the optimal stopping problem with reinforcement learning: an application in financial option exercise
标题： 用强化学习解决最优停止问题：金融期权行权中一个应用
链接：https://arxiv.org/abs/2208.00765
作者：Leonardo Kanashiro Felizardo,Elia Matsumoto,Emilio Del-Moral-Hernandez
机构：Electronic Systems, Escola Politecnica, Universidade de Sao Paulo, Sao Paulo, Brazil, -,-,-,X, Sao Paulo School of Economics, Fundacao Getulio Vargas
备注：8 pages, 6 figures, WCCI2022 IEEE WORLD CONGRESS ON COMPUTATIONAL INTELLIGENCE
【4】 How Covid mobility restrictions modified the population of investors in Italian stock markets
标题： 新型冠状病毒肺炎（Covid-19，即2019冠状病毒病）的流动性限制如何改变了意大利股市的投资者群体
链接：https://arxiv.org/abs/2208.00181
作者：Paola Deriu,Fabrizio Lillo,Piero Mazzarisi,Francesca Medda,Adele Ravagnani,Antonio Russo
备注：25 pages, 16 figures
【5】 Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market
标题： 动态高斯图模型中的变化点检测：2019冠状病毒病疫情对美国股市的影响
链接：https://arxiv.org/abs/2208.00952
作者：Beatrice Franzolini,Alexandros Beskos,Maria De Iorio,Warrick Poklewski Koziell,Karolina Grzeszkiewicz
机构：Singapore Institute for Clinical Sciences, Agency for Science, Technology and, Research, Department of Statistical Science, University College London, UK, Yong Loo Lin School of Medicine, National University of Singapore, Yale-NUS College, Singapore
2.econ经济:
【1】 A penalized two-pass regression to predict stock returns with time-varying risk premia
标题： 时变风险溢价下股票收益率的惩罚二次回归预测
链接：https://arxiv.org/abs/2208.00972
作者：Gaetan Bakalli,Stéphane Guerrier,Olivier Scaillet
机构：aEmlyon Business School, bGeneva School of Economics and Management, University of Geneva, dSwiss Finance Institute
【2】 Long-run patterns in the discovery of the adjacent possible
标题： 发现邻近的可能的长期模式
链接：https://arxiv.org/abs/2208.00907
作者：Josef Taalbi
机构：Lund University, Department of Economic History, Scheelevgen , B, Box , | , | Lund, Sweden
【3】 The Effect of Omitted Variables on the Sign of Regression Coefficients
标题： 变量省略对回归系数符号的影响
链接：https://arxiv.org/abs/2208.00552
作者：Matthew A. Masten,Alexandre Poirier
【4】 Input-Output Tables and Some Theory of Defective Matrices
标题： 投入产出表与亏损矩阵的若干理论
链接：https://arxiv.org/abs/2208.00226
作者：Mohit Arora,Deepankar Basu
【5】 Compact representations of structured BFGS matrices
标题： 结构化BFGS矩阵的紧致表示
链接：https://arxiv.org/abs/2208.00057
作者：Johannes J. Brust,Zichao,Di,Sven Leyffer,Cosmin G. Petra
机构：Preprint ANLMCS-P,-, This work was supported by the U.S. Department of Energy, Office of Science, Advanced, Scientific Computing Research, under Contract DE-AC,-,CH, at Argonne National
备注：None
机器翻译，仅供参考
历史文章列表
网站https://www.arxivdaily.com/
注：含中英文摘要速递见公众号【arXiv每日学术速递】,涵盖CS|物理|数学|经济|统计|金融|生物|电气等领域。 |
|
转播
