arxiv量化文献 20210204

[1] A survey of some recent applications of optimal transport methods to econometrics
最优运输方法在计量经济学中的应用综述
[2] Deep Hedging under Rough Volatility
粗糙波动下的深度对冲
[3] A deep learning model for gas storage optimization
储气库优化的深度学习模型
[4] Matching Function Equilibria with Partial Assignment
部分指派匹配函数均衡
[5] The VIX index under scrutiny of machine learning techniques and neural networks
机器学习技术和神经网络监督下的VIX指数
[6] Artificial intelligence applied to bailout decisions in financial systemic risk management
人工智能在金融系统性风险管理救助决策中的应用
[7] The Great Equalizer
伟大的均衡器
[8] Clearing prices under margin calls and the short squeeze
融资融券和空头紧缩下的结算价格
[9] Pyramid scheme in stock market
股市传销
[10] SoK
瑞典克朗
[11] Optimal Intervention in Economic Networks using Influence Maximization Methods
基于影响最大化方法的经济网络最优干预