SSRNs

Shallow Neural Hawkes: Non-parametric kernel estimation for Hawkes processes. (arXiv:2006.02460v1 [stat.ML])

A New Look to Three-Factor Fama-French Regression Model using Sample Innovations. (arXiv:2006.02467v1 [q-fin.ST])

Option Pricing in Markets with Informed Traders. (arXiv:2006.02596v1 [q-fin.MF])

Optimal Control of Investment for an Insurer in Two Currency Markets. (arXiv:2006.02857v1 [q-fin.PM])

Short-Run Health Consequences of Retirement and Pension Benefits: Evidence from China. (arXiv:2006.02900v1 [econ.GN])

Coastal Flood Risk in the Mortgage Market: Storm Surge Models' Predictions vs. Flood Insurance Maps. (arXiv:2006.02977v1 [econ.GN])

Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling. (arXiv:2006.03014v1 [q-fin.RM])

Digital Currency and the Economic Crisis: Helping States Respond. (arXiv:2006.03023v1 [cs.CY])

Interconnectedness in the Global Financial Market. (arXiv:1704.01028v2 [q-fin.ST] UPDATED)

Deep Reinforcement Learning for Foreign Exchange Trading. (arXiv:1908.08036v2 [cs.LG] CROSS LISTED)

Next