wx“量化前沿速递”
文献汇总
[1] Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques
利用
深度学习和集成技术预测共同基金业绩
[2] Non parametric estimates of option prices via Hermite basis functions
通过Hermite基函数对期权价格的非参数估计
[3] Modern Tontine with Transaction Costs
具有交易成本的现代Tontine
[4] Valuation of Music Catalogs
音乐目录的估价
[5] Network analysis and Eurozone trade imbalances
网络分析和欧元区贸易失衡
[6] An Attention Free Long Short Term Memory for Time Series Forecasting
一种用于时间序列预测的无注意长短期记忆
[7] A unifying view on the irreversible investment exercise boundary in a stochastic, time
inhomogeneous capacity expansion problem
随机、时间非均匀产能扩张问题中不可逆投资行使边界的统一观点
[8] Local political control in educational policy
教育政策中的地方政治控制
[9] Peer Networks and Malleability of Educational Aspirations
对等网络与教育抱负的可延展性
[10] Multidimensional Economic Complexity
多维经济复杂性
[11] Precision measurement of the return distribution property of the Chinese stock market
index
中国股市指数收益率分布特性的精确测量
[12] Skills and Liquidity Barriers to Youth Employment
青年就业的技能和流动性障碍
[13] Price Formation in Field Prediction Markets
现场预测市场中的价格形成
[14] SEC Form 13F HR
SEC表格13F HR
[15] Two stage Modeling for Prediction with Confidence
置信预测的两阶段建模
[16] Asymptotic Normality for the Fourier spot volatility estimator in the presence of
microstructure noise
微观结构噪声下傅里叶即期波动率估计的渐近正态性
[17] RESHAPE
重新塑造
[18] Towards a Better Microcredit Decision
走向更好的小额信贷决策
[19] Multivariate Hawkes based Models in LOB
LOB中的多元Hawkes模型
[20] Model based gym environments for limit order book trading
基于模型的限价订单簿交易健身房环境