Computational Finance

Authors and titles for recent submissions

[ total of 6 entries: 1-6 ]
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[1] arXiv:2404.17369 [pdf, ps, other]: Title: Assessing the Potential of AI for Spatially Sensitive Nature-Related Financial Risks

Authors: Steven Reece, Emma O donnell, Felicia Liu, Joanna Wolstenholme, Frida Arriaga, Giacomo Ascenzi, Richard Pywell

Comments: 67 pages, 10 figures, UKRI (NERC) Integrated Finance and Biodiversity for a Nature Positive Future Programme

Subjects: Computational Finance (q-fin.CP); Artificial Intelligence (cs.AI)

[2] arXiv:2404.16777 [pdf, other]: Title: Subset SSD for enhanced indexation with sector constraints

Authors: Cristiano Arbex Valle, John E Beasley

Subjects: Computational Finance (q-fin.CP)
[3] arXiv:2404.16449 [pdf, other]: Title: Analysis of market efficiency in main stock markets: using Karman-Filter as an approach

Authors: Beier Liu, Haiyun Zhu

Subjects: Computational Finance (q-fin.CP); Statistical Finance (q-fin.ST)

[4] arXiv:2404.13371 (cross-list from math.OC) [pdf, ps, other]: Title: On Risk-Sensitive Decision Making Under Uncertainty

Authors: Chung-Han Hsieh, Yi-Shan Wong

Comments: submitted for possible publication

Subjects: Optimization and Control (math.OC); Systems and Control (eess.SY); Computational Finance (q-fin.CP); Methodology (stat.ME)

[5] arXiv:2404.12598 (cross-list from cs.LG) [pdf, ps, other]: Title: Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty

Authors: Yanwei Jia

Comments: 49 pages, 2 figures, 1 table

Subjects: Machine Learning (cs.LG); Systems and Control (eess.SY); Computational Finance (q-fin.CP); Portfolio Management (q-fin.PM)

[6] arXiv:2404.12001 [pdf, ps, other]: Title: Internet sentiment exacerbates intraday overtrading, evidence from A-Share market

Authors: Peng Yifeng

Comments: 27 pages, 5 tables

Subjects: Computational Finance (q-fin.CP); Computational Engineering, Finance, and Science (cs.CE)

[ total of 6 entries: 1-6 ]
[ showing up to 10 entries per page: fewer | more ]