wx"量化前沿速递"
文献汇总
[1] The Impact of the Social Security Reforms on Welfare
社会保障改革对福利的影响
[2] The Fairness of Machine Learning in Insurance
保险中机器学习的公平性
[3] Cyber Risk Assessment for Capital Management
资本管理的网络风险评估
[4] Sequential Elimination Contests with All Pay Auctions
全付费拍卖的顺序淘汰赛
[5] Risk Sharing and the Adoption of the Euro
风险分担与欧元的采用
[6] Volatility inspired     LSTM cell
波动激励LSTM单元
[7] Nonparametric Value at Risk via Sieve Estimation
通过筛分估计的非参数风险值
[8] The Market Based Asset Price Probability
基于市场的资产价格概率
[9] Mack Net model
Mack网络模型
[10] Market Impact
市场影响
[11] Polarization and Quid Pro Quo
两极分化和交换
[12] Network embeddedness indicates the innovation potential of firms
网络嵌入性反映了企业的创新潜力
[13] Predicting Emotional Volatility Using 41,000 Participants in the United  Kingdom
英国41000名参与者的情绪波动预测
[14] Deep Learning the Efficient Frontier of Convex Vector Optimization  Problems
凸向量优化问题有效前沿的深度学习
[15] Resemblence between non Markovian and nonlinear point processes
非马尔可夫过程与非线性点过程的相似性
[16] A Multivariate Hawkes Process Model for Stablecoin Cryptocurrency  Depegging Event Dynamics
稳定加密货币依赖事件动力学的多元Hawkes过程模型
[17] Continuous time mean variance portfolio selection under non Markovian  regime switching model with random horizon
随机视界下非马尔可夫制度转换模型下的连续时间均值-方差投资组合选择
[18] Dynamic Stochastic Inventory Management in E Grocery Retailing
电子杂货零售中的动态随机库存管理
[19] Univariate and Multivariate LSTM Model for Short Term Stock Market  Prediction
股票市场短期预测的单变量和多变量LSTM模型
[20] Research on the correlation between text emotion mining and stock market  based on deep learning
基于深度学习的文本情感挖掘与股市相关性研究
[21] Collective behavior of stock prices in the time of crisis as a response  to the external stimulus
作为对外部刺激的反应，危机时期股票价格的集体行为
[22] Two strategies for boreal forestry with goodwill in capitalization
北方林业资本化的两种策略