wx“量化前沿速递”

文献汇总


[1] Tsallis Relative entropy from asymmetric distributions as a risk measure  for financial portfolios


不对称分布的Tsallis相对熵作为金融投资组合的风险度量


[2] Wildfire Modeling


野火建模


[3] Deep Generators on Commodity Markets  application to Deep Hedging


商品市场上的深度生成器在深度套期保值中的应用


[4] Railroad Bailouts in the Great Depression


大萧条时期的铁路救援

[5] Immigrant and native export benefiting from business collaborations

从商业合作中受益的移民和本土出口

[6] Innovation Begets Innovation and Concentration

创新催生创新和专注

[7] A new self exciting jump diffusion process for option pricing

期权定价的一种新的自激跳扩散过程

[8] The Effect of The Brand In The Decision To Purchase The Mobile Phone A  Research On Y Generation Consumers

品牌在手机购买决策中的作用研究

[9] Do price trajectory data increase the efficiency of market impact  estimation

价格轨迹数据是否提高了市场影响估计的效率

[10] Machine learning method for return direction forecasting of Exchange  Traded Funds using classification and regression models

基于分类回归模型的交易所买卖基金收益方向预测的机器学习方法

[11] American postdoctoral salaries do not account for growing disparities in  cost of living

美国博士后的薪水并不能解释生活费用差距的扩大