arxiv量化文献 20210130-20210201

[1] A deep learning algorithm for optimal investment strategies
最优投资策略的深度学习算法
[2] Estimating value at risk and conditional tail expectation for extreme and aggregate risks
极端风险和总风险的风险价值估计和条件尾部期望
[3] The Behavioral Economics of Intrapersonal Conflict
内部冲突的行为经济学
[4] Modelling Sovereign Credit Ratings
主权信用评级模型
[5] A new class of tail dependence measures and their maximization
一类新的尾部相关测度及其最大化
[6] New Formulations of Ambiguous Volatility with an Application to Optimal Dynamic Contracting
模糊波动率的新公式及其在最优动态契约中的应用
[7] Evaluating the Discrimination Ability of Proper Multivariate Scoring Rules
多元评分规则判别能力的评价