SSRNs
Portfolio Optimization on Multivariate Regime Switching GARCH Model with Normal Tempered Stable Innovation. (arXiv:2009.11367v1 [q-fin.RM])
September 25, 2020
A note on the impact of news on US household inflation expectations. (arXiv:2009.11557v1 [q-fin.GN])
September 25, 2020
Human and financial cost of COVID-19. (arXiv:2009.11660v1 [physics.soc-ph])
September 25, 2020
A test for Heckscher-Ohlin using value-added exports. (arXiv:2009.11743v1 [econ.GN])
September 25, 2020
Qlib: An AI-oriented Quantitative Investment Platform. (arXiv:2009.11189v1 [q-fin.GN])
September 24, 2020
CoVaR with volatility clustering, heavy tails and non-linear dependence. (arXiv:2009.10764v1 [q-fin.RM])
September 24, 2020
Stock Price Prediction Using Machine Learning and LSTM-Based Deep Learning Models. (arXiv:2009.10819v1 [q-fin.ST])
September 24, 2020
Ants, robots, humans: a self-organizing, goal-driven modeling approach. (arXiv:2009.10823v1 [q-fin.GN])
September 24, 2020
Analysis of the main factors for the configuration of green ports in Colombia. (arXiv:2009.10834v1 [econ.GN])
September 24, 2020
Efficient Portfolios. (arXiv:2009.10852v1 [q-fin.PM])
September 24, 2020
