金融|经济学术速递[2021.12.10]

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期权匿名问答   2021-12-13 19:21   9151   0
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q-fin金融,共计5篇
econ经济,共计5篇

1.q-fin金融:
【1】 Cross-ownership as a structural explanation for rising correlations in  crisis times
标题:交叉持股作为危机时期关联度上升的结构性解释
链接:https://arxiv.org/abs/2112.04824
作者:Nils Bertschinger,Axel A. Araneda
机构:Frankfurt Institute for Advanced Studies; D-, Frankfurt am Main, Germany., Institute of Financial Complex Systems, Masaryk University; , Brno, Czech Republic.

【2】 High-Dimensional Stock Portfolio Trading with Deep Reinforcement  Learning
标题:基于深度强化学习的高维股票组合交易
链接:https://arxiv.org/abs/2112.04755
作者:Uta Pigorsch,Sebastian Schfer
机构:Schumpeter School of Business and Economics, University of Wuppertal, Wuppertal, Germany
备注:14 pages, 5 figures, 2 tables

【3】 Adaptive calibration of Heston Model using PCRLB based switching Filter
标题:基于PCRLB型开关过滤的赫斯顿模型自适应校准
链接:https://arxiv.org/abs/2112.04576
作者:Kumar Yashaswi
备注:7 Pages, 5 Figures, 1 Table, Keywords- Stochastic volatility; Heston Model; Normal MLE; Bayesian Filtering; Posterior Cramer-Rao Lower Bound (PCRLB). arXiv admin note: text overlap with arXiv:2112.03193

【4】 Recent Advances in Reinforcement Learning in Finance
标题:强化学习在金融学中的最新进展
链接:https://arxiv.org/abs/2112.04553
作者:Ben Hambly,Renyuan Xu,Huining Yang
备注:60 pages, 1 figure

【5】 Theoretical Economics and the Second-Order Economic Theory. What is it?
标题:理论经济学和二阶经济理论。那是什么?
链接:https://arxiv.org/abs/2112.04566
作者:Victor Olkhov
机构:Moscow, Russia, ORCID: ,-,-,-
备注:14 pages

2.econ经济:
【1】 Fictional expectations in energy scenarios and implications for  bottom-up planning models
标题:能源情景中的虚构预期及其对自下而上规划模型的影响
链接:https://arxiv.org/abs/2112.04821
作者:Leonard Gke,Jens Weibezahn,Christian von Hirschhausen
机构:Berlin University of Technology, Workgroup for Infrastructure Policy (WIP), Berlin, Germany., German Institute for Economic Research (DIW Berlin), Department of Energy, Transportation, Environment, Berlin, Germany.

【2】 Covariate Balancing Sensitivity Analysis for Extrapolating Randomized  Trials across Locations
标题:跨地点外推随机试验的协变量平衡灵敏度分析
链接:https://arxiv.org/abs/2112.04723
作者:Xinkun Nie,Guido Imbens,Stefan Wager

【3】 Efficient counterfactual estimation in semiparametric discrete choice  models: a note on Chiong, Hsieh, and Shum (2017)
标题:半参数离散选择模型中的有效反事实估计--关于琼、谢、沈(2017)的注记
链接:https://arxiv.org/abs/2112.04637
作者:Grigory Franguridi

【4】 Theoretical Economics and the Second-Order Economic Theory. What is it?
标题:理论经济学和二阶经济理论。那是什么?
链接:https://arxiv.org/abs/2112.04566
作者:Victor Olkhov
机构:Moscow, Russia, ORCID: ,-,-,-
备注:14 pages

【5】 Two-Way Fixed Effects and Differences-in-Differences with Heterogeneous  Treatment Effects: A Survey
标题:异质治疗效果的双向固定效应和差异性研究
链接:https://arxiv.org/abs/2112.04565
作者:Clément de Chaisemartin,Xavier D'Haultfoeuille
机构:Xavier D’Haultfuille
备注:21 pages

机器翻译,仅供参考

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