wx“量化前沿速递”

文献汇总
[1] Simple models predict behavior at least as well as behavioral scientists
简单模型预测行为的能力至少和行为科学家一样强
[2] Estimating the Time Varying Structures of the Fama French Multi Factor  Models
估计Fama-French多因子模型的时变结构
[3] Pricing commodity index options
商品指数期权定价
[4] On the implied volatility of Asian options under stochastic volatility  models
随机波动模型下亚式期权的隐含波动性
[5] Review of Energy Transition Policies in Singapore, London, and  California
新加坡、伦敦和加利福尼亚州能源转型政策回顾
[6] Multifractal cross correlations of bitcoin and ether trading  characteristics in the post
COVID 19 time
后COVID 19时代比特币和以太交易特征的多重分形互相关
[7] Risk in Network Economies
网络经济中的风险
[8] The Impact of Retail Investors Sentiment on Conditional Volatility of  Stocks and Bonds
散户投资者情绪对股票和债券条件波动性的影响
[9] Quantum Quantitative Trading
量子定量交易
[10] How Covid mobility restrictions modified the population of investors in  Italian stock
markets
新冠肺炎流动性限制如何改变意大利股市投资者的数量
[11] Solving the optimal stopping problem with reinforcement learning
用强化学习求解最优停止问题
[12] Short time expansion of characteristic functions in a rough volatility  setting with
applications
粗糙波动率背景下特征函数的短时展开及其应用
[13] Long run patterns in the discovery of the adjacent possible
发现相邻可能的
[14] Change point detection in dynamic Gaussian graphical models
动态高斯图形模型中的变点检测
[15] Sixth Order Compact Differencing with Staggered Boundary Schemes and  3(2) Bogacki
Shampine Pairs for Pricing Free Boundary Options
采用交错边界格式和3（2）Bogacki-Shampine对的六阶紧致差分法定价自由边界期权
[16] The IPCC and the challenge of ex post policy evaluation
IPCC和事后政策评估的挑战
[17] Optimal allocation of limited funds in quadratic funding
二次融资中有限资金的最优配置
[18] Analysis of VIX linked fee incentives in variable annuities via  continuous time Markov
chain approximation
基于连续时间马尔可夫链近似的可变年金VIX相关费用激励分析