Computational Finance

Authors and titles for recent submissions

[ total of 8 entries: 1-5 | 6-8 ]
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[1] arXiv:2405.08101 [pdf, ps, other]: Title: Can machine learning unlock new insights into high-frequency trading?

Authors: G. Ibikunle, B. Moews, K. Rzayev

Comments: 56 pages, 4 figures, 8 tables

Subjects: Computational Finance (q-fin.CP); Machine Learning (cs.LG)

[2] arXiv:2405.05449 [pdf, other]: Title: Markowitz Meets Bellman: Knowledge-distilled Reinforcement Learning for Portfolio Management

Authors: Gang Hu, Ming Gu

Subjects: Computational Finance (q-fin.CP); Machine Learning (cs.LG)

[3] arXiv:2405.04539 (cross-list from stat.ML) [pdf, other]: Title: Some variation of COBRA in sequential learning setup

Authors: Aryan Bhambu, Arabin Kumar Dey

Subjects: Machine Learning (stat.ML); Computational Engineering, Finance, and Science (cs.CE); Machine Learning (cs.LG); Signal Processing (eess.SP); Computational Finance (q-fin.CP)

[4] arXiv:2405.03453 [pdf, other]: Title: A weighted multilevel Monte Carlo method

Authors: Yu Li, Antony Ware

Comments: 19 pages

Subjects: Computational Finance (q-fin.CP)
[5] arXiv:2405.02849 [pdf, other]: Title: Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study

Authors: Alicia Vidler, Toby Walsh

Comments: 13 pages, 3 figures

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

[ total of 8 entries: 1-5 | 6-8 ]
[ showing 5 entries per page: fewer | more | all ]