金融|经济学术速递[2021.11.29]
访问arxivdaily.com获取含摘要速递，更有收藏、搜索等功能，涵盖CS|物理|数学|经济|统计|金融|生物|电气领域同步公众号:arXiv每日学术速递，欢迎关注q-fin金融，共计9篇
econ经济，共计6篇
1.q-fin金融:
【1】 Graph Auto-Encoders for Financial Clustering
标题：用于金融集群的图形自动编码器
链接：https://arxiv.org/abs/2111.13519
作者：Edward Turner
机构：University of Oxford
【2】 The Parameter Sensitivities of a Jump-diffusion Process in Basic CreditRisk Analysis
标题：基本信用风险分析中跳跃扩散过程的参数灵敏度
链接：https://arxiv.org/abs/2111.13334
作者：Bin Xie,Weiping Li
机构：University of Georgia, Mathematics Department. Athens, GA , USA, Beijing Wuzi University, Information College, Tongzhou, Beijing , P.R.China, Southwest Jiaotong University, Chengdu, Sichuan Province , P.R.China
备注：9 Pages
【3】 Securities Lending Haircuts and Indemnification Pricing
标题：证券借贷减记与赔偿定价
链接：https://arxiv.org/abs/2111.13228
作者：Wujiang Lou
备注：17 pages, 2 figures, 4 tables, to appear in Risk
【4】 A General Surplus Decomposition Principle in Life Insurance
标题：人寿保险中的一般剩余分解原理
链接：https://arxiv.org/abs/2111.12967
作者：Julian Jetses,Marcus C. Christiansen
机构：Institut f¨ur Mathematik, Carl von Ossietzky Universit¨at Oldenburg, Carl-von-Ossietzky-Strae ,–, DE-, Oldenburg, Germany.
【5】 The Macroeconomic Effects of Corporate Tax Reforms
标题：企业税制改革的宏观经济效应
链接：https://arxiv.org/abs/2111.12799
作者：Francesco Furno
机构：NYU
备注：37 pages, 13 figures, replication material at this https URL
【6】 Flexible forward improvement iteration for infinite time horizonMarkovian optimal stopping problems
链接：https://arxiv.org/abs/2111.13443
作者：Sren Christensen,Albrecht Irle,Julian Peter Lemburg
机构：Christian-Albrechts-Universitt
【7】 Time Series Forecasting with Ensembled Stochastic Differential EquationsDriven by Lévy Noise
标题：Lévy噪声驱动的集成随机微分方程时间序列预测
链接：https://arxiv.org/abs/2111.13164
作者：Luxuan Yang,Ting Gao,Yubin Lu,Jinqiao Duan,Tao Liu
机构：School of Mathematics and Statistics & Center for Mathematical Sciences, Huazhong University of Science and, Technology, Wuhan , China, Department of Applied Mathematics, College of Computing, Illinois Institute of Technology, Chicago, IL , USA
备注：20 pages, 40 figures
【8】 Cleaning the covariance matrix of strongly nonstationary systems withtime-independent eigenvalues
标题：具有时变特征值的强非平稳系统协方差矩阵的清理
链接：https://arxiv.org/abs/2111.13109
作者：Christian Bongiorno,Damien Challet,Grégoire Loeper
机构：Université Paris-Saclay, CentraleSupélec, Laboratoire de Mathématiques et, Informatique pour la Complexité et les Systèmes, Gif-sur-Yvette, France, BNP Paribas,boulevard des Italiens, Paris, France
【9】 TSO-DSOs Stable Cost Allocation for the Joint Procurement ofFlexibility: A Cooperative Game Approach
标题：柔性联合采购的TSO-DSO稳定成本分配：合作博弈方法
链接：https://arxiv.org/abs/2111.12830
作者：Anibal Sanjab,Hélène Le Cadre,Yuting Mou
机构： it is paramount to decide on how the costs ofthis flexibility should be divided among the participating SOsThe authors are with the Flemish Institute for Technological Re-search VITOEnergyVille
2.econ经济:
【1】 Difference in Differences and Ratio in Ratios for Limited DependentVariables
标题：有限因变量的差异和比率的差异
链接：https://arxiv.org/abs/2111.12948
作者：Myoung-jae Lee,Sanghyeok Lee
机构：Dept. Economics, Korea University,Anam-ro, Sungbuk-gu, Seoul , South Korea, Phonefax: ,-,-,-, Brain Korea program
【2】 Network regression and supervised centrality estimation
标题：网络回归与有监督中心性估计
链接：https://arxiv.org/abs/2111.12921
作者：Junhui Cai,Dan Yang,Wu Zhu,Haipeng Shen,Linda Zhao
机构：University of Pennsylvania, The University of Hong Kong, Tsinghua University
【3】 The Macroeconomic Effects of Corporate Tax Reforms
标题：企业税制改革的宏观经济效应
链接：https://arxiv.org/abs/2111.12799
作者：Francesco Furno
机构：NYU
备注：37 pages, 13 figures, replication material at this https URL
【4】 Coexistence of Centralized and Decentralized Markets
标题：集中式市场与分散式市场并存
链接：https://arxiv.org/abs/2111.12767
作者：Berk Idem
机构：Penn State University
备注：Main text: 27 pages; Appendices: 42 pages; 7 figures
【5】 Securities Lending Haircuts and Indemnification Pricing
链接：https://arxiv.org/abs/2111.13228
作者：Wujiang Lou
备注：17 pages, 2 figures, 4 tables, to appear in Risk
【6】 TSO-DSOs Stable Cost Allocation for the Joint Procurement ofFlexibility: A Cooperative Game Approach
标题：柔性联合采购的TSO-DSO稳定成本分配：合作博弈方法
链接：https://arxiv.org/abs/2111.12830
作者：Anibal Sanjab,Hélène Le Cadre,Yuting Mou
机构： it is paramount to decide on how the costs ofthis flexibility should be divided among the participating SOsThe authors are with the Flemish Institute for Technological Re-search VITOEnergyVille
机器翻译，仅供参考
访问arxivdaily.com获取含摘要速递，更有收藏、搜索等功能，涵盖CS|物理|数学|经济|统计|金融|生物|电气领域
同步公众号:arXiv每日学术速递，欢迎关注
页:
[1]