arxiv量化文献20210109-20210112

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收藏 2021-01-12

arxiv量化文献20210109-20210112
[1] Visualizing the Financial Impact of Presidential Tweets on Stock Markets
[2] Exploring the association between R&D expenditure and the job quality in the European Union
[3] Quantum credit loans
[4] Pricing the COVID 19 Vaccine
[5] Comparison of the effects of investor attention using search volume data before and after mobile device popularization
[6] Nutritional deficiency and infants health outcomes
[7] Mechanistic Framework of Global Value Chains
[8] Deep Reinforcement Learning with Function Properties in Mean Reversion Strategies
[9] Using the Econometric Models for Identification of Risk Factors for Albanian SMEs (Case study
[10] The COVID Crash of the 2020 U.S. Stock Market
[11] On the RND under Heston s stochastic volatility model
[12] A Reinforcement Learning Based Encoder Decoder Framework for Learning Stock Trading Rules
[13] Challenging Practical Features of Bitcoin by the Main Altcoins
[14] Early life Income Shocks and Old Age Cause Specific Mortality
[15] Mean Variance Investment and Risk Control Strategies A Time Consistent Approach via A Forward Auxiliary Process
[16] A C 0,1 functional It s formula and its applications in mathematical finance
[17] On regularized optimal execution problems and their singular limits
[18] Improved ACD based financial trade durations prediction leveraging LSTM networks and Attention Mechanism
[19] Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation
[20] Dynamic Curves for Decentralized Autonomous Cryptocurrency Exchanges
[21] Friend Based Ranking in Practice
[22] Valuation of electricity storage contracts using the COS method
[23] Market Making with Stochastic Liquidity Demand
[24] Forecasting Commodity Prices Using Long Short Term Memory Neural Networks
[25] Does external medical review reduce disability insurance inflow
[26] How to Identify Investor s types in real financial markets by means of agent based simulation
[27] Adversarial trading
[28] Firearms Law and Fatal Police Shootings
[29] Portfolio Optimization with 2D Relative Attentional Gated Transformer