wx“量化前沿速递”
文献汇总
[1] The role of unobservable characteristics in friendship network formation
不可观测特征在友谊网络形成中的作用
[2] Bridging America s Divide on Abortion, Guns and Immigration
弥合美国在堕胎、枪支和移民问题上的分歧
[3] Competing for Attention    The Effect of Talk Radio on Elections and  Political Polarization in the US
争相引起注意谈话广播对美国选举和政治两极分化的影响
[4] Diversification Quotient
多元化商
[5] Estimating the Currency Composition of Foreign Exchange Reserves
估计外汇储备的货币构成
[6] Fundamental, technical and external factors induced positive and  negative extreme events in the stock market
基本面、技术和外部因素导致股票市场出现积极和消极极端事件
[7] Increasing countries financial resilience through global catastrophe  risk pooling
通过全球灾难风险池提高各国的财务弹性
[8] Robust utility maximization with nonlinear continuous semimartingales
非线性连续半鞅的鲁棒效用最大化
[9] On the universality of the volatility formation process
论波动性形成过程的普遍性
[10] Dissecting the dot com bubble in the 1990s NASDAQ
剖析20世纪90年代纳斯达克的网络泡沫
[11] Invariant cones for jump diffusions in infinite dimensions
无限维跳跃扩散的不变锥
[12] Cost efficiency in Incomplete Markets
不完全市场中的成本效率
[13] Predicting Stock Price Movement after Disclosure of Corporate Annual  Reports
公司年报披露后股价走势预测
[14] Can New Light Rail Reduce Personal Vehicle Carbon Emissions  A  Before After, Experimental Control Evaluation in Los Angeles
新型轻轨能否减少个人车辆碳排放量洛杉矶试验控制评估
[15] Urban Spatial Structure and the Potential for Vehicle Miles Traveled  Reduction
城市空间结构与减少车辆行驶里程的潜力
[16] Travel time reliability in transportation networks
交通网络的旅行时间可靠性
[17] Combining Retrospective Approximation with Importance Sampling for  Optimising Conditional Value at Risk
结合回顾性近似和重要性抽样优化条件风险值
[18]  u      sqrt uv  
u sqrt uv
[19] The DEBS 2022 Grand Challenge
DEBS 2022年大挑战赛
[20] A mean field game approach to equilibrium consumption under external  habit formation
外部习惯形成下均衡消费的平均场博弈方法
[21] Copula based Risk Aggregation with Trapped Ion Quantum Computers
基于Copula的陷阱离子量子计算机风险聚合
[22] Supply Side Equilibria in Recommender Systems
推荐系统中的供给侧均衡
[23] Liquidity Risks in Lending Protocols (LPs)
贷款协议中的流动性风险（LPs）
[24] Leverage Ratio
杠杆比率
[25] On Data Driven Log Optimal Portfolio
数据驱动的对数最优投资组合
[26] Impact of the political risk on food reserve ratio
政治风险对粮食储备率的影响
[27] Quantitative Analysis of Implementation Challenges of IoT Based Digital  Supply Chain (Supply Chain 0 4)
基于物联网的数字供应链实施挑战的定量分析（供应链0 4）
[28] A comparative study of the MACD base trading strategies
MACD基本交易策略的比较研究
[29] The effect of negative interest rates on savings with monthly  contributions
负利率对每月供款储蓄的影响
[30] Optimal dividends under a drawdown constraint and a curious square root  rule
提款约束和奇异平方根规则下的最优红利
[31] Existence of an equilibrium with limited participation
有限参与均衡的存在性
[32] Program Targeting with Machine Learning and Mobile Phone Data
以机器学习和手机数据为目标的计划
[33] Providing a model for the issue of multi period ambulance location
为多时段救护车选址问题提供了一个模型
[34] Proposing Dynamic Model of Functional Interactions of IoT Technological  Innovation System by Using System Dynamics and Fuzzy DEMATEL
运用系统动力学和模糊数学方法建立物联网技术创新系统功能互动的动态模型
[35] Neural network based human reliability analysis method in production  systems
基于神经网络的生产系统人因可靠性分析方法
[36] Application of accelerated life testing in human reliability analysis
加速寿命试验在人的可靠性分析中的应用
[37] A proposed simulation technique for population stability testing in  credit risk scorecards
信用风险记分卡中人口稳定性测试的模拟技术
[38] Accurate and consistent calculation of the mean and variance in  Monte Carlo simulations
蒙特卡罗模拟中均值和方差的精确一致计算
[39] Gaining Insights on U.S. Senate Speeches Using a Time Varying Text Based  Ideal Point Model
使用基于时变文本的理想点模型深入了解美国参议院演讲
[40] AlphaMLDigger
阿尔法姆挖掘机
[41] Recursive Overbetting of a Satellite Investment Account
卫星投资账户的递归超支
[42] Has the Relationship between Urban and Suburban Automobile Travel  Changed across Generations  Comparing Millennials and Generation Xers in the  United States
与美国千禧一代和X一代相比，城市和郊区汽车旅行之间的关系是否在几代人之间发生了变化
[43] Imitate then Transcend
模仿然后超越
[44] Generational Differences in Automobility
自动驾驶的代际差异