Results 91 to 100 of about 2,749,952 (263)

Pretrained LLM Adapted with LoRA as a Decision Transformer for Offline RL in Quantitative Trading [PDF]

arXiv
Developing effective quantitative trading strategies using reinforcement learning (RL) is challenging due to the high risks associated with online interaction with live financial markets. Consequently, offline RL, which leverages historical market data without additional exploration, becomes essential.
arxiv  

Volatility made observable at last [PDF]

3\`emes Journ\'ees Identification et Mod\'elisation Exp\'erimentale, Douai : France (2011), 2011
The Cartier-Perrin theorem, which was published in 1995 and is expressed in the language of nonstandard analysis, permits, for the first time perhaps, a clear-cut mathematical definition of the volatility of a financial asset. It yields as a byproduct a new understanding of the means of returns, of the beta coefficient, and of the Sharpe and Treynor ...
arxiv  

TIPS Options in the Jarrow-Yildirim model [PDF]

An explicit pricing formula for inflation bond options is proposed in the Jarrow-Yildirim model. The formula resembles that for coupon bond options in the HJM model.Inflation bond option; Jarrow-Yildirim ...
Henrard, Marc
core   +1 more source

A Novel Metric for Corporate Environmental Responsibility and Its Impact on Investment Inefficiency

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study aims to establish a new measurement standard for quantifying Corporate Environmental Responsibility (CER) information and activities disclosed by enterprises and to examine the relationship between CER and investment inefficiency (IIE), with a specific focus on the mediating role of information asymmetry (IA).
Yadong Wang, Khaldoon Albitar, Imad Chbib   +2 more
wiley   +1 more source

Empowering Women to Lead Cybersecurity: The Effect of Female Executives on Disclosure Sentiment

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study investigates the impact of gender diversity (i.e., the presence of female executives on corporate boards) on the sentiment of cybersecurity information disclosure, including its likelihood, magnitude, and tone. We develop a unique dataset providing an extensive view of the development and evolution of cybersecurity‐related ...
Marwa Elnahass, Yousry Ahmed, Vu Quang Trinh   +2 more
wiley   +1 more source

Influence of carbon derivatives on carbon capture investments in coal-based power sector, a China perspective. [PDF]

iScience, 2023
Wang C, Wang X.
europepmc   +1 more source

Price Barriers in the Stock Market and Their Effect on the Black-Scholes Option Pricing Model

, 2013
The predicted price of an American option by the Black-Scholes (B-S) Option Pricing Model is known to differ from the market price of that option systematically with respect to time to expiration, distance in- or out-of-the-money, and liquidity of the ...
Blyler, Nathan A.
core  

Bank Lending and Policy Interactions—A Comprehensive Assessment for the G20 Countries

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines the joint impact from supervisory requirements, monetary policies and rescue packages on the supply of bank loans. Evidence is obtained from conceptual considerations and the empirical investigation of G20 banks over the period 1995–2021.
Dieter Gramlich, Meilan Yan, Dalu Zhang
wiley   +1 more source

Blockchain for Finance: A Survey [PDF]

arXiv
As an innovative technology for enhancing authenticity, security, and risk management, blockchain is being widely adopted in trade and finance systems. The unique capabilities of blockchain, such as immutability and transparency, enable new business models of distributed data storage, point-to-point transactions, and decentralized autonomous ...
arxiv  

The History of the Quantitative Methods in Finance Conference Series. 1992-2007 [PDF]

This report charts the history of the Quantitative Methods in Finance (QMF) conference from its beginning in 1993 to the 15th conference in 2007. It lists alphabetically the 1037 speakers who presented at all 15 conferences and the titles of their papers.
Carl Chiarella, Eckhard Platen
core