wx“量化前沿速递”
文献汇总
[1] Microfounding GARCH Models and Beyond
微基金GARCH模型及其他
[2] Repenser le financement des entreprises vertueuses et les politiques  prudentielles en int   grant la solvabilit    socio environnementale
从整合社会环境信用反思诚信企业融资与审慎政策
[3] Power Laws and Symmetries in a Minimal Model of Financial Market Economy
金融市场经济极小模型中的幂律与对称性
[4] Cooperation between Independent Market Makers
独立做市商之间的合作
[5] Mean Field Portfolio Games with Consumption
具有消费的均值场组合对策
[6] Hellinger distance to normal distribution as market invariant
作为市场不变量的正态分布海林格距离
[7] Deep Reinforcement Learning for Optimal Investment and Saving Strategy  Selection in Heterogeneous Profiles
基于深度强化学习的异构剖面最优投资和储蓄策略选择
[8] Safe FinRL
安全FinRL
[9] The distribution of loss to future USS pensions due to the UUK cuts of  April 2022
2022年4月UUK削减导致未来USS养老金损失的分配
[10] Modeling Multivariate Positive Valued Time Series Using R INLA
基于R-INLA的多元正值时间序列建模
[11] Bounded strategic reasoning explains crisis emergence in multi agent  market games
有界战略推理解释多主体市场博弈中的危机发生
[12] Robust Knockoffs for Controlling False Discoveries With an Application  to Bond Recovery Rates
用于控制虚假发现的稳健仿制品，并应用于债券回收率
[13] Markov Decision Processes under Model Uncertainty
模型不确定性下的马尔可夫决策过程
[14] Cryptocurrency Bubble Detection
加密货币泡沫检测
[15] Some Optimisation Problems in Insurance with a Terminal Distribution  Constraint
具有终端分布约束的保险优化问题
[16] Can Disadvantaged neighborhoods Mediate Social Assistance Dependency   Evidence from Sweden
弱势社区能调解社会援助依赖吗？瑞典的证据
[17] The perils of Kremlin s influence
克里姆林宫影响力的危险
[18] A Fast Third Step Second Order Explicit Numerical Approach To  Investigating and Forecasting The Dynamic of Corruption And Poverty In  Cameroon
调查和预测喀麦隆腐败和贫困动态的快速第三步二阶显式数值方法
[19] Distributionally Robust End to End Portfolio Construction
分布式稳健端到端投资组合构建
[20] The Evolution Of Centralisation on Cryptocurrency Platforms
加密货币平台集中化的演变