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Quantitative Finance

Authors and titles for recent submissions, skipping first 46

[ total of 38 entries: 1-25 | 14-38 ]
[ showing 25 entries per page: fewer | more | all ]

Tue, 21 May 2024 (continued, showing last 2 of 9 entries)

[14]  arXiv:2405.11730 (cross-list from cs.LG) [pdf, ps, other]
Title: Degree of Irrationality: Sentiment and Implied Volatility Surface
Authors: Jiahao Weng, Yan Xie
Comments: 21 pages, 8 figures
Subjects: Machine Learning (cs.LG); General Finance (q-fin.GN)
[15]  arXiv:2405.11431 (cross-list from cs.LG) [pdf, other]
Title: Review of deep learning models for crypto price prediction: implementation and evaluation
Authors: Jingyang Wu, Xinyi Zhang, Fangyixuan Huang, Haochen Zhou, Rohtiash Chandra
Subjects: Machine Learning (cs.LG); Statistical Finance (q-fin.ST); Machine Learning (stat.ML)

Mon, 20 May 2024

[16]  arXiv:2405.10920 [pdf, ps, other]
Title: Data-generating process and time-series asset pricing
Authors: Shuxin Guo, Qiang Liu
Comments: 43 pages, 9 tables, 1 figure
Subjects: General Finance (q-fin.GN); Portfolio Management (q-fin.PM); Risk Management (q-fin.RM)
[17]  arXiv:2405.10917 [pdf, ps, other]
Title: Is the annualized compounded return of Medallion over 35%?
Authors: Shuxin Guo, Qiang Liu
Comments: 9 pages, 2 tables
Subjects: Portfolio Management (q-fin.PM); General Finance (q-fin.GN); Risk Management (q-fin.RM)
[18]  arXiv:2405.10884 [pdf, ps, other]
Title: Road to perdition? The effect of illicit drug use on labour market outcomes of prime-age men in Mexico
Authors: José-Ignacio Antón, Juan Ponce, Rafael Muñoz de Bustillo
Subjects: General Economics (econ.GN)
[19]  arXiv:2405.10851 [pdf, ps, other]
Title: Bottom-up approach to assess carbon emissions of battery electric vehicle operations in China
Authors: Hong Yuan, Minda Ma
Comments: 6 pages, 6 figures
Subjects: General Economics (econ.GN)
[20]  arXiv:2405.10762 [pdf, ps, other]
Title: Research on Credit Risk Early Warning Model of Commercial Banks Based on Neural Network Algorithm
Authors: Yu Cheng, Qin Yang, Liyang Wang, Ao Xiang, Jingyu Zhang
Subjects: Risk Management (q-fin.RM); Artificial Intelligence (cs.AI); Machine Learning (cs.LG)
[21]  arXiv:2405.10654 [pdf, other]
Title: "Microstructure Modes" -- Disentangling the Joint Dynamics of Prices & Order Flow
Authors: Salma Elomari-Kessab, Guillaume Maitrier, Julius Bonart, Jean-Philippe Bouchaud
Subjects: Statistical Finance (q-fin.ST)
[22]  arXiv:2405.10498 [pdf, other]
Title: A Deep Learning Approach to Heterogeneous Consumer Aesthetics in Retail Fashion
Authors: Pranjal Rawat
Subjects: General Economics (econ.GN)
[23]  arXiv:2405.10494 [pdf, other]
Title: Estimating Idea Production: A Methodological Survey
Authors: Ege Erdil, Tamay Besiroglu, Anson Ho
Subjects: General Economics (econ.GN)
[24]  arXiv:2405.10449 (cross-list from econ.EM) [pdf, other]
Title: Optimal Text-Based Time-Series Indices
Authors: David Ardia, Keven Bluteau
Subjects: Econometrics (econ.EM); Artificial Intelligence (cs.AI); Computational Finance (q-fin.CP)
[25]  arXiv:2405.10338 (cross-list from physics.soc-ph) [pdf, ps, other]
Title: Financial Interactions and Capital Accumulation
Authors: Pierre Gosselin (IF), Aïleen Lotz
Subjects: Physics and Society (physics.soc-ph); Other Condensed Matter (cond-mat.other); General Economics (econ.GN)

Fri, 17 May 2024

[26]  arXiv:2405.10231 [pdf, other]
Title: Influencer Cartels
Authors: Marit Hinnosaar, Toomas Hinnosaar
Subjects: General Economics (econ.GN); Computers and Society (cs.CY); Machine Learning (cs.LG)
[27]  arXiv:2405.09984 [pdf, ps, other]
Title: Mode of sustainable economic development
Authors: N.S. Gonchar
Subjects: General Economics (econ.GN)
[28]  arXiv:2405.09929 [pdf, other]
Title: The $κ$-generalised Distribution for Stock Returns
Authors: Samuel Forbes
Subjects: Statistical Finance (q-fin.ST); Applications (stat.AP)
[29]  arXiv:2405.09766 [pdf, other]
Title: A note on continuity and consistency of measures of risk and variability
Authors: Niushan Gao, Foivos Xanthos
Subjects: Risk Management (q-fin.RM)
[30]  arXiv:2405.09764 [pdf, other]
Title: Clearing time randomization and transaction fees for auction market design
Authors: Thibaut Mastrolia, Tianrui Xu
Comments: 30 pages, 11 figures
Subjects: Trading and Market Microstructure (q-fin.TR); Optimization and Control (math.OC)
[31]  arXiv:2405.09747 [pdf, other]
Title: NIFTY Financial News Headlines Dataset
Authors: Raeid Saqur, Ken Kato, Nicholas Vinden, Frank Rudzicz
Subjects: Computational Finance (q-fin.CP); Machine Learning (cs.LG)

Thu, 16 May 2024

[32]  arXiv:2405.09519 [pdf, ps, other]
Title: Cost-Benefit Analysis using Modular Dynamic Fault Tree Analysis and Monte Carlo Simulations for Condition-based Maintenance of Unmanned Systems
Authors: Joseph M. Southgate, Katrina Groth, Peter Sandborn, Shapour Azarm
Comments: 18 pages, 9 figures, 4 tables
Subjects: Computational Finance (q-fin.CP)
[33]  arXiv:2405.09339 [pdf, other]
Title: Optimal information acquisition for eliminating estimation risk
Authors: Zongxia Liang, Qi Ye
Subjects: Mathematical Finance (q-fin.MF)
[34]  arXiv:2405.09161 [pdf, ps, other]
Title: Exploring the Potential of Large Language Models for Automation in Technical Customer Service
Authors: Jochen Wulf, Juerg Meierhofer
Journal-ref: Proceedings of the Spring Servitization Conference (SSC2024)
Subjects: General Economics (econ.GN)
[35]  arXiv:2405.09023 [pdf, other]
Title: The Rise of Recommerce: Ownership and Sustainability with Overlapping Generations
Authors: Rubing Li, Arun Sundararajan
Subjects: General Economics (econ.GN)
[36]  arXiv:2405.08822 [pdf, other]
Title: Despite Absolute Information Advantages, All Investors Incur Welfare Loss
Authors: Zongxia Liang, Qi Ye
Subjects: Mathematical Finance (q-fin.MF); Probability (math.PR)
[37]  arXiv:2405.09360 (cross-list from cs.LG) [pdf, other]
Title: The Unfairness of $\varepsilon$-Fairness
Authors: Tolulope Fadina, Thorsten Schmidt
Subjects: Machine Learning (cs.LG); Theoretical Economics (econ.TH); Mathematical Finance (q-fin.MF); Machine Learning (stat.ML)
[38]  arXiv:2405.09260 (cross-list from math.PR) [pdf, ps, other]
Title: Geometric BSDEs
Authors: Roger J. A. Laeven, Emanuela Rosazza Gianin, Marco Zullino
Subjects: Probability (math.PR); Risk Management (q-fin.RM)
[ total of 38 entries: 1-25 | 14-38 ]
[ showing 25 entries per page: fewer | more | all ]

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