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文献汇总
[1] Market risk factors analysis for an international mining company. Multi dimensional, heavy tailed based modelling
某国际矿业公司市场风险因素分析。多维重尾模型
[2] Credit scoring using neural networks and SURE posterior probability calibration
基于神经网络和确定后验概率校正的信用评分
[3] Computing near optimal Value at Risk portfolios using Integer Programming techniques
利用整数规划技术计算接近最优的风险投资组合
[4] Article Processing Charges based publications
文章处理收费为基础的出版物
[5] A new class of conditional Markov jump processes with regime switching and path dependence
一类新的具有区域切换和路径依赖的条件Markov跳过程
[6] Arbitrage free pricing of CVA for cross currency swap with wrong way risk under stochastic correlation modeling framework
随机相关模型框架下错向风险交叉货币互换无套利定价
[7] A Unified Formula of the Optimal Portfolio for Piecewise HARA Utilities
分段HARA效用最优组合的统一公式
[8] From Carbon transition Premium to Carbon transition Risk
从碳转移溢价到碳转移风险
[9] Winners and losers of immigration
移民的赢家和输家
[10] The Infinite Horizon Investment Consumption Problem for Epstein Zin Stochastic Differential Utility
Epstein-Zin随机微分效用的无限期投资-消费问题
[11] A General Approach for Parisian Stopping Times under Markov Processes
马尔可夫过程下巴黎停时的一般方法
[12] Financial Return Distributions
财务收益分配
[13] On the short term stability of financial ARCH price processes
金融价格过程的短期稳定性
[14] Clustering and attention model based for Intelligent Trading
基于聚类和注意的智能交易模型
[15] A decision support tool for ship biofouling management in the Baltic Sea
波罗的海船舶生物污染管理决策支持工具
[16] Correlation scenarios and correlation stress testing
相关情景和相关压力测试
[17] The threshold strategy for spectrally negative Levy processes and a terminal value at creeping ruin in the objective function
谱负Levy过程的阈值策略与目标函数中的一个渐近破产终值
[18] Comparing Intellectual property policy in the Global North and South A one size fits all policy for economic prosperity
全球南北知识产权政策比较经济繁荣的一刀切政策