Quantitative Finance The Book of Alternative Data: A Guide for Investors, Traders and Risk Managers. By Matthew Dixon, 2 years ago
Quantitative Finance Deep differentiable reinforcement learning and optimal trading. By Thibault Jaisson, 2 years ago
Quantitative Finance Path-wise Monte Carlo simulation for Greeks of worst-of-all autocallables under multi-variate Black-Scholes model. By Xiaobo Hu, 2 years ago
Quantitative Finance A generalized heterogeneous autoregressive model using market information. By Rodrigo Hizmeri, 2 years ago
Quantitative Finance Optimal asset allocation for outperforming a stochastic benchmark target. By Chendi Ni, 2 years ago
Quantitative Finance CorrectionVolume 22, Issue 7, July 2022, Page ei-ei. By tandf: Quantitative Finance: Table of Contents, 2 years ago
Quantitative Finance The inelastic market hypothesis: a microstructural interpretation. By Jean-Philippe Bouchaud, 2 years ago
Quantitative Finance Forecasting with fractional Brownian motion: a financial perspective. By Matthieu Garcin, 2 years ago
Quantitative Finance Forecasting crude oil prices: do technical indicators need economic constraints?. By Danyan Wen, 2 years ago
Quantitative Finance Proof of non-convergence of the short-maturity expansion for the SABR model. By Alan L. Lewis, 2 years ago