wx“量化前沿速递”

文献汇总
[1] Molecular genetics and mid career economic mobility
分子遗传学与职业中期经济流动
[2] 150 Years of Return Predictability Around the World
全球150年的回报可预测性
[3] Returns Driven Macro Regimes and Characteristic Lead Lag Behaviour  between Asset
Classes
回报驱动的宏观制度和资产类别之间的特征超前滞后行为
[4] Smiles in delta
三角洲的微笑
[5] The Impact of the  MeToo Movement on Language at Court    A text based  causal
inference approach
MeToo运动对法庭语言的影响：基于文本的因果推理方法
[6] Inequality of Opportunity and Income Redistribution
机会不平等与收入再分配
[7] The Shifting Attention of Political Leaders
政治领导人注意力的转移
[8] Changing Electricity Markets
不断变化的电力市场
[9] Globalisation and the Decoupling of Inflation from Domestic Labour Costs
全球化和通货膨胀与国内劳动力成本脱钩
[10] What does machine learning say about the drivers of inflation
机器学习如何解释通货膨胀的驱动因素
[11] A risk measurement approach from risk averse stochastic optimization of  score functions
风险规避随机优化得分函数的风险度量方法
[12] A nation wide experiment
全国性的实验
[13] Exclusive
独家
[14] Predicting spatial distribution of Palmer Drought Severity Index
帕尔默干旱严重度指数的空间分布预测
[15] Personalized Recommendations in EdTech
EdTech中的个性化推荐
[16] Deep Weighted Monte Carlo
深加权蒙特卡罗
[17] Identifying Dominant Industrial Sectors in Market States of the S&P 500  Financial Data
识别标准普尔500指数金融数据市场状态中的主导产业部门
[18] Constrained portfolios in incomplete markets
不完全市场中的约束投资组合
[19] Understanding intra day price formation process by agent based financial  market
simulation
基于代理的金融市场模拟理解日内价格形成过程
[20] Does robotization affect job quality  Evidence from European regional  labour markets
机器人化是否影响工作质量？来自欧洲和地区劳动力市场的证据
[21] Quantifying the Role of Interest Rates, the Dollar and Covid in Oil  Prices
量化利率、美元和新冠肺炎在油价中的作用
[22] Common Idiosyncratic Quantile Risk
共同特质分位数风险
[23] Modeling Volatility and Dependence of European Carbon and Energy Prices
欧洲碳和能源价格的波动性和依赖性建模
[24] Application of Convolutional Neural Networks with Quasi Reversibility  Method Results
for Option Forecasting
拟可逆卷积神经网络在期权预测中的应用
[25] A fundamental Game Theoretic model and approximate global Nash  Equilibria
computation for European Spot Power Markets
欧洲现货电力市场的基本博弈模型和近似全局纳什均衡计算
[26] Out of Model Adjustments of Variable Annuities
可变年金的模型外调整
[27] On the Correspondence and the Risk Contribution for Conditional Coherent  and
Deviation Risk Measures
关于条件一致和偏差风险度量的对应关系和风险贡献
[28] Stock Market Prediction using Natural Language Processing    A Survey
基于自然语言处理的股市预测研究综述
[29] High frequency financial market simulation and flash crash scenarios  analysis
高频金融市场模拟和闪电崩盘情景分析
[30] Structured Macroeconomics
结构化宏观经济学
[31] Can desegregation close the racial gap in high school coursework
消除种族隔离能缩小高中课程中的种族差距吗
[32] On Randomization of Affine Diffusion Processes with Application to  Pricing of Options
on VIX and S&P 500
仿射扩散过程的随机化及其在波动率指数和标准普尔500指数期权定价中的应用
[33] Corporate Environmental Management Accounting Practicing and Reporting  in
Bangladesh
孟加拉国的企业环境管理会计、实践和报告
[34] Regime based Implied Stochastic Volatility Model for Crypto Option  Pricing
基于体制的隐式随机波动率加密期权定价模型
[35] Microscopic Traffic Models, Accidents, and Insurance Losses
微观交通模型、事故和保险损失