Quantitative Finance
A unified formula of the optimal portfolio for piecewise hyperbolic absolute risk aversion utilities
Volume 24, Issue 2, February 2024, Page 281-303.
Quantitative Finance
On the optimal forecast with the fractional Brownian motion
Volume 24, Issue 2, February 2024, Page 337-346.
Quantitative Finance
An early indicator for anomalous stock market performance
Volume 24, Issue 1, January 2024, Page 105-118.
Quantitative Finance
Physics-informed convolutional transformer for predicting volatility surface
Volume 24, Issue 2, February 2024, Page 203-220.
Quantitative Finance
Deep attentive survival analysis in limit order books: estimating fill probabilities with convolutional-transformers
Volume 24, Issue 1, January 2024, Page 35-57.
Quantitative Finance
Adaptive online mean-variance portfolio selection with transaction costs
Volume 24, Issue 1, January 2024, Page 59-82.
Quantitative Finance
Regime-switching affine term structures
Volume 24, Issue 1, January 2024, Page 139-155.
Quantitative Finance
On parametric optimal execution and machine learning surrogates
Volume 24, Issue 1, January 2024, Page 15-34.