wx“量化前沿速递”
文献汇总
[1] Hedging Valuation Adjustment and Model Risk
套期保值估值调整和模型风险
[2] The Impact of Conspicuous Consumption in Social Media on Purchasing  Intentions
社交媒体炫耀性消费对购买意愿的影响
[3] Static Replication of Impermanent Loss for Concentrated Liquidity  Provision in Decentralised Markets
分散市场中集中流动性供应的非永久性损失的静态复制
[4] Fundamental Portfolio Outperforms the Market Portfolio
基本面投资组合优于市场投资组合
[5] Evolution of biomedical innovation quantified via billions of distinct  article level MeSH keyword combinations
通过数十亿不同文章级MeSH关键字组合量化的生物医学创新的演变
[6] Productivity Implications of R&D, Innovation, and Capital Accumulation  for Incumbents and Entrants
研发、创新和资本积累对现有企业和进入企业的生产力影响
[7] European Power Option Pricing with Extended Vasic k Interest Rate  and Exponential Ornstein Uhlenbeck Asset Process under Different Market  Assumptions
不同市场假设下具有扩展Vasic k利率和指数Ornstein-Uhlenbeck资产过程的欧式幂期权定价
[8] Sparse modeling approach to the arbitrage free interpolation of  plain vanilla option prices and implied volatilities
普通期权价格和隐含波动率无套利插值的稀疏建模方法
[9] Parameters identification for an inverse problem arising from a binary  option using a Bayesian inference approach
基于贝叶斯推理的二元期权反问题参数辨识
[10] Optimizing Returns Using the Hurst Exponent and Q Learning on Momentum  and Mean Reversion Strategies
基于动量和均值回归策略的赫斯特指数和Q学习优化收益
[11] On the skew and curvature of implied and local volatilities
隐含波动率和局部波动率的偏斜和曲率
[12] Probabilistic forecasting of German electricity imbalance prices
德国电力不平衡价格的概率预测
[13] Deep Learning vs. Gradient Boosting
深度学习vs.梯度提升
[14] Differential learning methods for solving fully nonlinear PDEs
求解完全非线性偏微分方程的微分学习方法
[15] Replicating Portfolios
复制投资组合
[16] Deep Learning in Business Analytics
深入学习商业分析
[17] The Fairness of Credit Scoring Models
信用评分模型的公平性