wx“量化前沿速递”
文献汇总
[1] StockBot
斯托克博特
[2] Effect of Demonetisation of on Indian High Denomination Currencies on Indian Stock Market and its Relationship with
Foreign Exchange Rate
印度高面值货币的非货币化对印度股市的影响及其与汇率的关系
[3] Application of Hawkes volatility in the observation of filtered high frequency price process in tick structures
霍克斯波动率在观察蜱类结构中过滤高频价格过程中的应用
[4] Journal of Economic Literature codes classification system (JEL)
经济文献代码分类系统杂志(JEL)
[5] Does DeFi remove the need for trust Evidence from a natural experiment in stablecoin lending
DeFi是否从stablecoin借贷的自然实验中消除了对信任证据的需要
[6] The value of travel time unreliability
行程时间不可靠性的价值
[7] Understanding Unfairness in Fraud Detection through Model and Data Bias Interactions
通过模型和数据偏差交互了解欺诈检测中的不公平性
[8] On Market Clearing of Day Ahead Auctions for European Power Markets
欧洲电力市场日前拍卖的市场清算