访问arxivdaily.com获取含摘要速递，更有收藏、搜索等功能，涵盖CS|物理|数学|经济|统计|金融|生物|电气领域
同步公众号:arXiv每日学术速递，欢迎关注
q-fin金融，共计8篇
econ经济，共计7篇
1.q-fin金融:
【1】 Deep Graph Convolutional Reinforcement Learning for Financial Portfolio Management -- DeepPocket
标题：深图卷积强化学习在金融组合管理中的应用--DeepPocket
作者：Farzan Soleymani,Eric Paquet
机构：National Research Council, Montreal Road, Ottawa, ON K,K ,E, Canada
链接：https://arxiv.org/abs/2105.08664
【2】 Liquidity Stress Testing in Asset Management -- Part 2. Modeling the Asset Liquidity Risk
标题：资产管理中的流动性压力测试--第二部分：资产流动性风险建模
作者：Thierry Roncalli,Amina Cherief,Fatma Karray-Meziou,Margaux Regnault
机构：Quantitative Research, Amundi Asset Management, Paris, Risk Management, Statistics & Economics, ENSAE, Paris
备注：86 pages, 36 figures, 44 tables
链接：https://arxiv.org/abs/2105.08377
【3】 A Quantile Approach to Asset Pricing Models
标题：资产定价模型的分位数方法
作者：Tjeerd de Vries
链接：https://arxiv.org/abs/2105.08208
【4】 Optimal Portfolio with Power Utility of Absolute and Relative Wealth
标题：具有绝对财富和相对财富幂效用的最优投资组合
作者：Andrey Sarantsev
备注：Merton's problem; stochastic optimization; portfolio theory; wealth process
链接：https://arxiv.org/abs/2105.08139
【5】 Adaptive Complementary Ensemble EMD and Energy-Frequency Spectra of Cryptocurrency Prices
标题：自适应互补系综经验模态分解与加密货币价格能谱
作者：Tim Leung,Theodore Zhao
备注：20 pages, 8 figures
链接：https://arxiv.org/abs/2105.08133
【6】 AI and Shared Prosperity
标题：人工智能与共享繁荣
作者：Katya Klinova,Anton Korinek
机构：Partnership on AI, San Francisco, California, USA, University of Virginia, Charlottesville, Virginia, USA
备注：None
链接：https://arxiv.org/abs/2105.08475
【7】 Optimal Lockdown Policies driven by Socioeconomic Costs
标题：由社会经济成本驱动的最优封锁政策
作者：Elena Gubar,Laura Policardo,Edgar J. Sanchez Carrera,Vladislav Taynitskiy
机构：Edgar J. Sánchez Carrera§
链接：https://arxiv.org/abs/2105.08349
【8】 BBE: Simulating the Microstructural Dynamics of an In-Play Betting Exchange via Agent-Based Modelling
标题：BBE：用基于Agent的建模方法模拟场内博彩交易所的微观结构动力学
作者：Dave Cliff
机构：Department of Computer Science, University of Bristol, Bristol BS,UB, U.K.
备注：47 pages, 9 figures, 120 references
链接：https://arxiv.org/abs/2105.08310
2.econ经济:
【1】 Incorporating Social Welfare in Program-Evaluation and Treatment Choice
标题：将社会福利纳入计划--评估和治疗选择
作者：Debopam Bhattacharya,Tatiana Komarova
机构：University Of Cambridge, London School of Economics
备注：42 pages, 3 tables, 9 figures
链接：https://arxiv.org/abs/2105.08689
【2】 Identification robust inference for moments based analysis of linear dynamic panel data models
标题：基于矩的线性动态面板数据模型辨识鲁棒推断
作者：Maurice J. G. Bun,Frank Kleibergen
备注：66 pages, 14 figures
链接：https://arxiv.org/abs/2105.08346
【3】 Double robust inference for continuous updating GMM
标题：连续更新广义马尔可夫模型的双稳健推理
作者：Frank Kleibergen,Zhaoguo Zhan
备注：77 Pages, 25 figures
链接：https://arxiv.org/abs/2105.08345
【4】 A Quantile Approach to Asset Pricing Models
标题：资产定价模型的分位数方法
作者：Tjeerd de Vries
链接：https://arxiv.org/abs/2105.08208
【5】 Improvements to Modern Portfolio Theory based models applied to electricity systems
标题：基于现代投资组合理论的电力系统模型的改进
作者：Gabriel Malta Castro,Claude Klckl,Peter Regner,Johannes Schmidt,Amaro Olimpio Pereira Jr
机构：Olimpio Pereira Jr., Energy Planning Program, Graduate School of Engineering, Federal University of Rio de, Janeiro, Rio de Janeiro, Brazil., Institute for Sustainable Economic Development, University of Natural Resources and Life, Science, Vienna, Austria
备注：Comments welcome, 25 pages
链接：https://arxiv.org/abs/2105.08182
【6】 AI and Shared Prosperity
标题：人工智能与共享繁荣
作者：Katya Klinova,Anton Korinek
机构：Partnership on AI, San Francisco, California, USA, University of Virginia, Charlottesville, Virginia, USA
备注：None
链接：https://arxiv.org/abs/2105.08475
【7】 Optimal Lockdown Policies driven by Socioeconomic Costs
标题：由社会经济成本驱动的最优封锁政策
作者：Elena Gubar,Laura Policardo,Edgar J. Sanchez Carrera,Vladislav Taynitskiy
机构：Edgar J. Sánchez Carrera§
链接：https://arxiv.org/abs/2105.08349
机器翻译，仅供参考
访问arxivdaily.com获取含摘要速递，更有收藏、搜索等功能，涵盖CS|物理|数学|经济|统计|金融|生物|电气领域
同步公众号:arXiv每日学术速递，欢迎关注 |
|
转播
