SSRNs
Econophysics deserves a revamping. (arXiv:1911.05814v1 [q-fin.GN])
November 15, 2019
Reinforcement Learning for Market Making in a Multi-agent Dealer Market. (arXiv:1911.05892v1 [q-fin.TR])
November 15, 2019
Change-point Analysis in Financial Networks. (arXiv:1911.05952v1 [q-fin.ST])
November 15, 2019
Assessing Guaranteed Minimum Income Benefits and Rationality of Exercising Reset Options in Variable. (arXiv:1911.06123v1 [q-fin.PR])
November 15, 2019
Unveil stock correlation via a new tensor-based decomposition method. (arXiv:1911.06126v1 [q-fin.RM])
November 15, 2019
Nonlinear reserving and multiple contract modifications in life insurance. (arXiv:1911.06159v1 [q-fin.MF])
November 15, 2019
Predicting Indian stock market using the psycho-linguistic features of financial news. (arXiv:1911.06193v1 [q-fin.ST])
November 15, 2019
Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy. (arXiv:1911.06206v1 [econ.EM])
November 15, 2019
Minimum Relative Entropy Inference for Normal and Categorical Distributions
November 15, 2019
Systematic 13F Hedge Fund Alpha
November 15, 2019
