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Statistical Machine Learning for Quantitative Finance [PDF]
Annual Review of Statistics and Its Application, 2022 We survey the active interface of statistical learning methods and quantitative finance models. Our focus is on the use of statistical surrogates, also known as functional approximators, for learning input–output relationships relevant for financial tasks.
Michael Ludkovski
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Quantitative Analysis in Finance: Leveraging Statistical Methods for Improved Investment Decisions [PDF]
Advances in Economics, Management and Political Sciences, 2023 Since modern times, with the vigorous development of the financial market, the explanation of some complex finan-cial phenomena can no longer be based on the qualitative analysis of the subjective judgment, but on the quantitative analysis of statistical models.
M.H. Carol Liu
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, 2017 [EN] The change in the teaching orientation due to the adaptation to the new European Higher Education Area (EHEA), involved a remarking new education paradigm, moving from a learning content to an orientation based on learning results and development of competences. The introduction of the R statistical software in the Quantitative Finance subject lab-
Roberto Elías Cervelló Royo +2 more
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Preferensi Pegawai Negeri Sipil Kementerian Agama Tanjung Balai Dalam Memilih Pembiayaan Di Bank Syariah [PDF]
, 2021 This study aims to determine the influence of religion and economy on the preferences of civil servants in the Ministry of Religion of Tanjung Balai in choosing to finance in Islamic banks both partially and simultaneously.
Purba, Asra Idriyansyah
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Over-Indebtedness of Rural Micro-credit Financing in Bahawalpur: An Impediment to their Social & Financial Mobility [PDF]
, 2020 The purpose of this study is to investigate the impact of micro-credit finance on over-indebtedness and social & financial mobility of micro-credit finance participants.
Maria Habib, Owais Shafique
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“New Methods of Statistical Economics,” revisited: Short versus long tails and Gaussian versus power‐law distributions [PDF]
Complexity, 2008 AbstractThe standard “Brownian” model of competitive markets asserts that the increments of price (or of its logarithm) are statistically independent and Gaussian, implying that price itself is a continuous function of time. This model arose in 1900, at an immediately high level of perfection, in the work of L. Bachelier.
J. Doyne Farmer, John Geanakoplos
openaire +14 more sources
Signal and Noise in Correlation Matrix [PDF]
, 2004 Using random matrix technique we determine an exact relation between the eigenvalue spectrum of the covariance matrix and of its estimator. This relation can be used in practice to compute eigenvalue invariants of the covariance (correlation) matrix ...
A. Görlich +8 more
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Theoretically Motivated Data Augmentation and Regularization for Portfolio Construction [PDF]
, 2021 The task we consider is portfolio construction in a speculative market, a fundamental problem in modern finance. While various empirical works now exist to explore deep learning in finance, the theory side is almost non-existent. In this work, we focus on developing a theoretical framework for understanding the use of data augmentation for deep ...
arxiv +1 more source
What is Sharia Based Hotel? A Meta-Analysis [PDF]
, 2021 This study tries to review the research around Sharia compliance hotel on reputable journal. It uses descriptive statistical analysis based on selected 50 article publications or paper related to sharia compliance hotel, with national and ...
Nugraha Rani, Lina, Rusydiana, Aam
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Impact of Microfinance on Small and Medium Enterprise Growth: A Case Study of Pakistan [PDF]
, 2022 The target of the examination was to research the effect of Micro Finance on the connection between admittance to fund and SMEs development in Karachi, Pakistan. For this reason, the theory was figured out.
Abbas, Insiya +3 more
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