金融|经济学术速递[2021.12.1]

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期权匿名问答   2021-12-1 14:33   7784   0
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q-fin金融,共计15篇
econ经济,共计9篇

1.q-fin金融:
【1】 RPS: Portfolio Asset Selection using Graph based Representation Learning
标题:RPS:基于图表示学习的投资组合资产选择
链接:https://arxiv.org/abs/2111.15634
作者:MohammadAmin Fazli,Parsa Alian,Ali Owfi,Erfan Loghmani
机构:Computer Engineering, Sharif University of Tehran, Tehran, Iran, Equally contributing authors.

【2】 Analise Demografica e Socioeconomica do Uso e do Acesso a Medicamentos  Antidepressivos no Brasil
标题:巴西没有抗抑郁药物吗?
链接:https://arxiv.org/abs/2111.15618
作者:Karinna Moura Boaviagem,José Ricardo Bezerra Nogueira
机构:(novembro de ,), RESUMO, Os transtornos depressivos, além de causar impactos negativos diretos à saúde, também so, responsáveis por impor custos substanciais à sociedade. Em relao ao tratamento da depresso
备注:in Portuguese

【3】 Hassling as Money Burning: A Note
标题:“烧钱的烦恼”:一个注解
链接:https://arxiv.org/abs/2111.15598
作者:Liqun Liu

【4】 Product recalls, market size and innovation in the pharmaceutical  industry
标题:制药行业的产品召回、市场规模和创新
链接:https://arxiv.org/abs/2111.15389
作者:Federico Nutarelli,Massimo Riccaboni,Andrea Morescalchi
机构:AXES Group, IMT School for Advanced Studies
备注:Conference paper at ASSA (2022)

【5】 A Review on Graph Neural Network Methods in Financial Applications
标题:图神经网络方法在金融应用中的研究进展
链接:https://arxiv.org/abs/2111.15367
作者:Jianian Wang,Sheng Zhang,Yanghua Xiao,Rui Song
机构:Department of Statistics, North Carolina State University, Raleigh, United States, School of Computer Science, Fudan University, Shanghai, China

【6】 Expert Aggregation for Financial Forecasting
标题:用于财务预测的专家集合
链接:https://arxiv.org/abs/2111.15365
作者:Brière Marie,Alasseur Clémence,Joseph Mikael,Carl Remlinger
机构: FiME LaboratoryAmundi Asset Management; Paris Dauphine University; Université Libre de BruxellesUniversité Gustave Eiffel 1arXiv

【7】 Improved Method of Stock Trading under Reinforcement Learning Based on  DRQN and Sentiment Indicators ARBR
标题:基于DRQN和ARBR情感指标的强化学习股票交易改进方法
链接:https://arxiv.org/abs/2111.15356
作者:Peng Zhou,Jingling Tang
机构:Chengdu University of Technology, Chengdu, China

【8】 Prediction of Fund Net Value Based on ARIMA-LSTM Hybrid Model
标题:基于ARIMA-LSTM混合模型的基金净值预测
链接:https://arxiv.org/abs/2111.15355
作者:Peng Zhou,Fangyi Li
机构:Chengdu University of Technology, Chengdu, China

【9】 An Improved Reinforcement Learning Model Based on Sentiment Analysis
标题:一种改进的基于情感分析的强化学习模型
链接:https://arxiv.org/abs/2111.15354
作者:Yizhuo Li,Peng Zhou,Fangyi Li,Xiao Yang
机构:Chengdu University of Technology, An Improved Reinforcement Learning Model Based on Sentiment, Analysis

【10】 Is Bitcoin really a currency? A viewpoint of a stochastic volatility  model
标题:比特币真的是一种货币吗?对随机波动率模型的一种看法
链接:https://arxiv.org/abs/2111.15351
作者:Noriyuki Kunimoto,Kazuhiko Kakamu
机构: Graduate School of Economics,  Nagoya City University

【11】 China's Easily Overlooked Monetary Transmission Mechanism:Real Estate  Monetary Reservoi
标题:中国容易被忽视的货币传导机制:房地产货币储备
链接:https://arxiv.org/abs/2111.15327
作者:Xiao Shuguang,Lai Xinglin
机构:Economics Department of Economics, The Guangdong university of Financial and, Economics, Guangzhou, Guangdong, China

【12】 Estimation of inter-sector asset correlations
标题:部门间资产相关性的估算
链接:https://arxiv.org/abs/2111.15204
作者:Christian Meyer
备注:15 pages

【13】 Quantum algorithm for stochastic optimal stopping problems
标题:随机最优停止问题的量子算法
链接:https://arxiv.org/abs/2111.15332
作者:Joo F. Doriguello,Alessandro Luongo,Jinge Bao,Patrick Rebentrost,Miklos Santha
机构:Centre for Quantum Technologies, National University of Singapore, Singapore
备注:44 pages

【14】 Double Fuzzy Probabilistic Interval Linguistic Term Set and a Dynamic  Fuzzy Decision Making Model based on Markov Process with tts Application in  Multiple Criteria Group Decision Making
标题:双模糊概率区间语言术语集和基于马尔可夫过程的动态模糊决策模型及其在多准则群决策中的应用
链接:https://arxiv.org/abs/2111.15255
作者:Zongmin Liu
机构:I
备注:submitted to IEEE Transactions on Fuzzy Systems

【15】 Reconstructing firm-level interactions: the Dutch input-output network
标题:重构企业层面的互动:荷兰投入产出网络
链接:https://arxiv.org/abs/2111.15248
作者:Leonardo Niccolò Ialongo,Camille de Valk,Emiliano Marchese,Fabian Jansen,Hicham Zmarrou,Tiziano Squartini,Diego Garlaschelli
机构:Scuola Normale Superiore, Piazza dei Cavalieri , Pisa (Italy), ABN AMRO Bank N.V. (The Netherlands), Lorentz Institute for Theoretical Physics, Leiden University, Niels Bohrweg ,  CA Leiden (The Netherlands), ING Bank N.V. (The Netherlands)
备注:main text: 26 pages, 9 figures; supplementary material 21 pages, 9 figures

2.econ经济:
【1】 Analise Demografica e Socioeconomica do Uso e do Acesso a Medicamentos  Antidepressivos no Brasil
标题:巴西没有抗抑郁药物吗?
链接:https://arxiv.org/abs/2111.15618
作者:Karinna Moura Boaviagem,José Ricardo Bezerra Nogueira
机构:(novembro de ,), RESUMO, Os transtornos depressivos, além de causar impactos negativos diretos à saúde, também so, responsáveis por impor custos substanciais à sociedade. Em relao ao tratamento da depresso
备注:in Portuguese

【2】 Hassling as Money Burning: A Note
标题:“烧钱的烦恼”:一个注解
链接:https://arxiv.org/abs/2111.15598
作者:Liqun Liu

【3】 Product recalls, market size and innovation in the pharmaceutical  industry
标题:制药行业的产品召回、市场规模和创新
链接:https://arxiv.org/abs/2111.15389
作者:Federico Nutarelli,Massimo Riccaboni,Andrea Morescalchi
机构:AXES Group, IMT School for Advanced Studies
备注:Conference paper at ASSA (2022)

【4】 China's Easily Overlooked Monetary Transmission Mechanism:Real Estate  Monetary Reservoi
标题:中国容易被忽视的货币传导机制:房地产货币储备
链接:https://arxiv.org/abs/2111.15327
作者:Xiao Shuguang,Lai Xinglin
机构:Economics Department of Economics, The Guangdong university of Financial and, Economics, Guangzhou, Guangdong, China

【5】 Modelling hetegeneous treatment effects by quantitle local polynomial  decision tree and forest
标题:基于量化局部多项式决策树和森林的遗传处理效果建模
链接:https://arxiv.org/abs/2111.15320
作者:Lai Xinglin
机构:Department of Economics, Guangdong university of Financial and, Economics, Guangzhou, Guangdong, China

【6】 Expert Aggregation for Financial Forecasting
标题:用于财务预测的专家集合
链接:https://arxiv.org/abs/2111.15365
作者:Brière Marie,Alasseur Clémence,Joseph Mikael,Carl Remlinger
机构: FiME LaboratoryAmundi Asset Management; Paris Dauphine University; Université Libre de BruxellesUniversité Gustave Eiffel 1arXiv

【7】 Double Fuzzy Probabilistic Interval Linguistic Term Set and a Dynamic  Fuzzy Decision Making Model based on Markov Process with tts Application in  Multiple Criteria Group Decision Making
标题:双模糊概率区间语言术语集和基于马尔可夫过程的动态模糊决策模型及其在多准则群决策中的应用
链接:https://arxiv.org/abs/2111.15255
作者:Zongmin Liu
机构:I
备注:submitted to IEEE Transactions on Fuzzy Systems

【8】 Reconstructing firm-level interactions: the Dutch input-output network
标题:重构企业层面的互动:荷兰投入产出网络
链接:https://arxiv.org/abs/2111.15248
作者:Leonardo Niccolò Ialongo,Camille de Valk,Emiliano Marchese,Fabian Jansen,Hicham Zmarrou,Tiziano Squartini,Diego Garlaschelli
机构:Scuola Normale Superiore, Piazza dei Cavalieri , Pisa (Italy), ABN AMRO Bank N.V. (The Netherlands), Lorentz Institute for Theoretical Physics, Leiden University, Niels Bohrweg ,  CA Leiden (The Netherlands), ING Bank N.V. (The Netherlands)
备注:main text: 26 pages, 9 figures; supplementary material 21 pages, 9 figures

【9】 Distribution Shift in Airline Customer Behavior during COVID-19
标题:冠状病毒期间航空公司客户行为的分布转变
链接:https://arxiv.org/abs/2111.14938
作者:Abhinav Garg,Naman Shukla,Lavanya Marla,Sriram Somanchi
机构:University of Illinois, Urbana-Champaign, IL, Deepair LLC, Dallas, TX, University of Notre Dame, Notre Dame, IN
备注:6 papes, 5 figures, NeurIPS 2021 Workshop on Distribution Shifts: connecting methods and applications (DistShift)

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
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