机器翻译，仅供参考！更多文献获取请关注公众号：量化前沿速递

文献汇总

[1] Change of persistence in European electricity spot prices

欧洲电力现货价格持续性的变化

[2] A Bayesian take on option pricing with Gaussian processes

高斯过程下期权定价的贝叶斯方法

[3] On effects of negative resilience on optimal trade execution in stochastic order books

随机订单簿中负弹性对最优交易执行的影响

[4] EmTract

埃米特。

[5] Efficient Calibration of Multi Agent Market Simulators from Time Series with Bayesian Optimization

基于贝叶斯优化的时间序列多智能体市场模拟器的高效校准

[6] Intelligent Trading Systems

智能交易系统

[7] Optimal order execution under price impact

价格影响下的最优订单执行

[8] Market making by an FX dealer

外汇交易商做市

[9] Optimal Investment with Risk Controlled by Weighted Entropic Risk Measures

加权熵风险测度控制风险的最优投资

[10] A stochastic control approach to bid ask price modelling

买卖价格模型的随机控制方法

[11] CBI time changed L vy processes for multi currency modeling

用于多货币建模的CBI时变L-vy过程

[12] Optimal Income Crossover for Two Class Model Using Particle Swarm Optimization

基于粒子群优化的两类模型最优收入交叉

[13] Cocoa pollination, biodiversity friendly production, and the global market

可可授粉、生物多样性友好型生产和全球市场

[14] Increased Electrification of Heating and Weather Risk in the Nordic Power System

北欧电力系统中加热电气化和天气风险增加

[15] Deep differentiable reinforcement learning and optimal trading

深可微强化学习与最优交易

[16] The Price Impact of Generalized Order Flow Imbalance

广义订单流不平衡对价格的影响

[17] Closed Loop Nash Competition for Liquidity

流动性闭环纳什竞争

[18] Complexity and Persistence of Price Time Series of the European Electricity Spot Market

欧洲电力现货市场价格时间序列的复杂性和持续性

[19] A revised comparison between FF five factor model and three factor model,based on China s A share market

基于中国A股市场的FF五因素模型与三因素模型的修正比较

[20] The Cost Benefit Fallacy

成本效益谬论

[21] Market Microstructure of Non Fungible Tokens

不可替代代币的市场微观结构

[22] Posterior Cramer Rao Lower Bound based Adaptive State Estimation for Option Price Forecasting

基于后验Cramer-Rao下界的期权价格自适应状态估计

[23] TransBoost

TransBoost

[24] Differentiating Approach and Avoidance from Traditional Notions of Sentiment in Economic Contexts

在经济环境中区别对待和避免情绪的传统观念

[25] Globalization of Scientific Communication

科学传播的全球化

[26] Deep Quantile and Deep Composite Model Regression

深分位数和深复合模型回归

[27] The relationship between IMF broad based financial development index and international trade

IMF广义金融发展指数与国际贸易的关系

[28] Reinforcement learning for options on target volatility funds

目标波动性基金期权的强化学习

[29] Shock Symmetry and Business Cycle Synchronization

冲击对称与经济周期同步