Quantitative Finance Stationary increments reverting to a Tempered Fractional Lévy Process (TFLP). By Dilip B. Madan, 3 years ago
Quantitative Finance An unsupervised deep learning approach to solving partial integro-differential equations. By Weilong Fu, 3 years ago
Quantitative Finance Funding shortages, expectations, and forward rate risk premium. By Robert Jarrow, 3 years ago
Quantitative Finance On model robustness of the regime switching approach for pegged foreign exchange markets. By Yunbo Zhang, 3 years ago
Quantitative Finance Time-dependent relations between gaps and returns in a Bitcoin order book. By Roberto Mota-Navarro, 3 years ago
Quantitative Finance Synthetic Data for Deep LearningVolume 22, Issue 3, March 2022, Page 423-425. By Blanka Horvath, 3 years ago