What (If Anything) is Wrong with High-Frequency Trading? [PDF]
Mildenberger CD.
europepmc +1 more source
SF-Transformer: A Mutual Information-Enhanced Transformer Model with Spot-Forward Parity for Forecasting Long-Term Chinese Stock Index Futures Prices. [PDF]
Mao W, Liu P, Huang J.
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A new pricing method for integrated energy systems based on geometric Brownian motions under the risk-neutral measure. [PDF]
Liu J, Zhou L, Yu H.
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Pricing Timberland Assets in the United States by the Arbitrage Pricing Theory
Wenjing Yao, B. Mei, M. Clutter
semanticscholar +1 more source
A hype-adjusted probability measure for NLP stock return forecasting. [PDF]
Cao Z, Geman H.
europepmc +1 more source
Reclaiming Resilience Through Granular Arbitrage: Anticipating Sea Level Rise in Singapore. [PDF]
Jamieson W.
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A fuzzy multifactor asset pricing model. [PDF]
Mbairadjim Moussa A, Sadefo Kamdem J.
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A pseudo-analytic generalization of the memoryless property for continuous random variables and its use in pricing contingent claims. [PDF]
Carr P, Cirillo P.
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Exchange rate exposure in the South African stock market before and during the COVID-19 pandemic. [PDF]
Iyke BN, Ho SY.
europepmc +1 more source
Cross-section without factors: a string model for expected returns. [PDF]
Distaso W, Mele A, Vilkov G.
europepmc +1 more source