Quantitative Finance Weight bound constraints in mean-variance models: a robust control theory foundation via machine learning. By , 4 months ago
Quantitative Finance Earnings mean reversion and dynamic optimal capital structure. By , 4 months ago
Quantitative Finance Trade co-occurrence, trade flow decomposition and conditional order imbalance in equity markets. By , 5 months ago
Quantitative Finance Predicting forward default probabilities of firms: a discrete-time forward hazard model with firm-specific frailty. By , 5 months ago
Quantitative Finance Neural network approach to portfolio optimization with leverage constraints: a case study on high inflation investment. By , 5 months ago
Quantitative Finance Cross-section without factors: a string model for expected returns. By , 5 months ago
Quantitative Finance Market consistent bid-ask option pricing under Dempster-Shafer uncertainty. By , 5 months ago