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文献汇总
[1] Deep self consistent learning of local volatility
局部波动的深度自洽学习
[2] Long Short Term Memory Neural Network for Financial Time Series
金融时间序列的长短记忆神经网络
[3] Applicability of Large Corporate Credit Models to Small Business Risk Assessment
大公司信用模型在小企业风险评估中的适用性
[4] Effect Structure and Thermodynamics Formulation of Demand side Economics
需求侧经济学的效应结构与热力学公式
[5] Lead lag detection and network clustering for multivariate time series with an application to the US equity market
多元时间序列的超前-滞后检测和网络聚类及其在美国股市的应用
[6] Opinion Dynamics in Financial Markets via Random Networks
基于随机网络的金融市场意见动态
[7] Forecasting the distribution of long horizon returns with time varying volatility
具有时变波动率的长期收益分布预测
[8] COVID 19 impact on the international trade
新冠病毒19对国际贸易的影响
[9] Do not rug on me
不要欺负我
[10] Consistency of MLE for partially observed diffusions, with application in market microstructure modeling
部分观测扩散的最大似然估计的一致性及其在市场微观结构建模中的应用
[11] Equilibria of Time inconsistent Stopping for One dimensional Diffusion Processes
一维扩散过程的时间不一致停止平衡