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Economics, Econometrics and Finance
Economics, Econometrics and Finance 論文レビュー
Economics, Econometrics and Finance 分野の主要論文を動機・手法・結果に構造化した AI 論文レビュー一覧です。
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4,392 results
Convergence rate of EM algorithm for SDEs under integrability condition
Jianhai Bao, Xing Huang, +1
arXiv (Cornell University)
|
2020
|
7 citations
Copulas in three dimensions with prescribed correlations
Luc Devroye, Gérard Letac
arXiv (Cornell University)
|
2010
|
7 citations
Correlated multi-asset portfolio optimisation with transaction cost
Siu Lung Law, Chiu Fan Lee, +2
ArXiv.org
|
2007
|
7 citations
Criticality and finite size effects in a simple realistic model of stock market
Damien Challet, Matteo Marsili
RePEc: Research Papers in Economics
|
2002
|
7 citations
Decomposition of Time Series Data to Check Consistency between Fund Style and Actual Fund Composition of Mutual Funds
Jaydip Sen, Tamal Datta Chaudhuri
arXiv (Cornell University)
|
2016
|
7 citations
Deep 2FBSDEs For Systems With Control Multiplicative Noise
Marcus A. Pereira, Ziyi Wang, +3
arXiv (Cornell University)
|
2019
|
7 citations
Deep Learning for Individual Heterogeneity
Max H. Farrell, Tengyuan Liang, +1
arXiv (Cornell University)
|
2020
|
7 citations
Deep optimal stopping
S. Becker, Patrick Cheridito, +1
arXiv (Cornell University)
|
2018
|
7 citations
Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting
Berend J.D. Gort, Xiaoyang Liu, +4
arXiv (Cornell University)
|
2022
|
7 citations
Delta Hedging in Financial Engineering: Towards a Model-Free Approach
Michel Fliess, Cédric Join
RePEc: Research Papers in Economics
|
2010
|
7 citations
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