Quantitative Finance AI-driven liquidity provision in OTC financial markets. By Álvaro Cartea, 2 years ago
Quantitative Finance A tale of two sentiment scales: disentangling short-run and long-run components in multivariate sentiment dynamics. By Danilo Vassallo, 2 years ago
Quantitative Finance Incorporating financial news for forecasting Bitcoin prices based on long short-term memory networks. By Johannes Jakubik, 2 years ago
Quantitative Finance A deep learning approach to estimating fill probabilities in a limit order book. By Costis Maglaras, 2 years ago
Quantitative Finance Higher moments in the fundamental specification of electricity forward prices. By Angelica Gianfreda, 2 years ago
Quantitative Finance A data-driven explainable case-based reasoning approach for financial risk detection. By Wei Li, 2 years ago
Quantitative Finance Peer effects in professional analysts’ choice of their portfolio of companies. By Victor Fang, 2 years ago