Results 11 to 20 of about 34,977 (256)
LIBOR Fallback and Quantitative Finance [PDF]
Risks, 2019 With the expected discontinuation of the LIBOR publication, a robust fallback for related financial instruments is paramount. In recent months, several consultations have taken place on the subject.
Marc Pierre Henrard
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Quantitative Methods for Economics and Finance [PDF]
, 2021 This book is a collection of papers for the Special Issue "Quantitative Methods for Economics and Finance" of the journal Mathematics. This Special Issue reflects on the latest developments in different fields of economics and finance where mathematics plays a significant role.
Trinidad Segovia, Juan Evangelista +1 more
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Quantitative Methods in Economics and Finance [PDF]
, 2021 The purpose of the Special Issue "Quantitative Methods in Economics and Finance" of the journal Risks was to provide a collection of papers that reflect the latest research and problems of pricing complex derivates, simulation pricing, analysis of financial markets, and volatility of exchange rates in the international context. This book can be used as
Kliestik, Tomas +2 more
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Gradient boosting for quantitative finance
The Journal of Computational Finance, 2021 In this paper, we discuss how tree-based machine learning techniques can be used in the context of derivatives pricing. Gradient boosted regression trees are employed to learn the pricing map for a couple of classical, time-consuming problems in quantitative finance.
Davis, Jesse +3 more
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Mixture Density Conditional Generative Adversarial Network Models (MD-CGAN)
Signals, 2021 Generative Adversarial Networks (GANs) have gained significant attention in recent years, with impressive applications highlighted in computer vision, in particular. Compared to such examples, however, there have been more limited applications of GANs to
Jaleh Zand, Stephen Roberts
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Quadratic Function Chaotic System and its Application on Digital Image Encryption
IEEE Access, 2020 To obtain chaotic systems with good properties to help chaos based image encryption, this paper first study the condition under which quadratic functions can be used as pseudo-random sequence generator.
Hongfeng Guo +4 more
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Economics and Business Review, 2020 The main goal of this research is to analyse the investment benefits from an incorporation of the volatility exposure to the diversified portfolio from the perspective of a Polish investor.
Latoszek Michał, Ślepaczuk Robert
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Games, 2022 Take the fort, then take the city. In a two-stage, two-party contest, victory in the initial stage can provide an advantage in the final stage. We examine such momentum in conflict scenarios and investigate how valuable it must be to avoid a Pyrrhic ...
James W. Boudreau +3 more
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Asynchronous Deep Double Dueling Q-learning for trading-signal execution in limit order book markets
Frontiers in Artificial Intelligence, 2023 We employ deep reinforcement learning (RL) to train an agent to successfully translate a high-frequency trading signal into a trading strategy that places individual limit orders.
Peer Nagy +4 more
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CAPM with various utility functions: Theoretical developments and application to international data
Cogent Economics & Finance, 2017 This paper presents an extension of the Capital Assets Pricing Model (hereafter CAPM) where various utility functions are applied. Specifically, we propose an overall CAPM beta that accounts for the higher order moments and reflects the investor ...
Rihab Bedoui, Houda BenMabrouk
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