金融|经济学术速递[2022.4.28]

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期权匿名问答   2022-5-1 15:00   8050   0
重大更新!公众号每日速递覆盖arXiv所有方向,涵盖CS|物理|数学|经济|统计|金融|生物|电气等领域。点击查看历史文章列表,可在公众号内订阅#arXiv每日学术速递话题,接收每日推送。点击访问arxivdaily.com每日更新更及时。
金融q-fin 方向,今日共计9篇
经济econ 方向,今日共计4篇
q-fin


【1】 The Price and Cost of Bitcoin
标题:比特币的价格和成本
作者:John E. Marthinsen,Steven R. Gordon
机构*:Accepted by the Quarterly Review of Economics and Finance, DOI: ,.,j.qref.,.,.
备注:18 pages, 3 tables, 5 figures Accepted by the Quarterly Review of Economics and Finance
链接:点击下载PDF文件

【2】 High-Frequency-Based Volatility Model with Network Structure
标题:基于高频的网络结构波动率模型
作者:Huiling Yuan,Guodong Li,Junhui Wang
机构*:a Department of Statistics & Actuarial Science, The University of Hong Kong, Hong Kong, China, b, School of Data Science, City University of Hong Kong, Hong Kong, China
链接:点击下载PDF文件

【3】 NFT Appraisal Prediction: Utilizing Search Trends, Public Market Data,  Linear Regression and Recurrent Neural Networks
标题:NFT评估预测:利用搜索趋势、公开市场数据、线性回归和递归神经网络
作者:Shrey Jain,Camille Bruckmann,Chase McDougall
机构*:University of Toronto
链接:点击下载PDF文件

【4】 Sequence-Based Target Coin Prediction for Cryptocurrency Pump-and-Dump
标题:基于序列的加密货币抽放目标币预测
作者:Sihao Hu,Zhen Zhang,Shengliang Lu,Bingsheng He,Zhao Li
机构*:National University of Singapore,Zhejiang University
备注:9 pages
链接:点击下载PDF文件

【5】 Causal Analysis of Generic Time Series Data Applied for Market  Prediction
标题:用于市场预测的一般时间序列数据的因果分析
作者:Anton Kolonin,Ali Raheman,Mukul Vishwas,Ikram Ansari,Juan Pinzon,Alice Ho
机构*: Autonio Foundation Ltd., Bristol, UK,  SingularityNET Foundation, Amsterdam, Netherlands,  Novosibirsk State University, Novosibirsk, Russian Federation
备注:10 pages, 4 figures, submitted to Artificial General Intelligence 2022 conference
链接:点击下载PDF文件

【6】 Forecasting Foreign Exchange Rates With Parameter-Free Regression  Networks Tuned By Bayesian Optimization
标题:基于贝叶斯优化的无参数回归网络汇率预测
作者:Linwei Li,Paul-Amaury Matt,Christian Heumann
机构*:Department of Statistics, University of Munich (LMU), Ludwigstr. , Munich, Gemany, Daimler AG, Breitwiesenstr. , Stuttgart, Germany, A R T I C L E I N F O
链接:点击下载PDF文件

【7】 Two-dimensional forward and backward transition rates
标题:二维向前和向后转移率
作者:Theis Bathke,Marcus Christiansen
机构*:deCarl von Ossietzky Universit¨at Oldenburg
链接:点击下载PDF文件

【8】 Modeling dynamic volatility under uncertain environment with fuzziness  and randomness
标题:具有模糊性和随机性的不确定环境下的动态波动性建模
作者:Xianfei Hui,Baiqing Sun,Yan Zhou
机构*:School of Management, Harbin Institute of Technology, Harbin, China
链接:点击下载PDF文件

【9】 The universality in urban commuting across and within cities
标题:城市通勤在城市之间和城市内部的普遍性
作者:Lei Dong,Paolo Santi,Yu Liu,Siqi Zheng,Carlo Ratti
机构*:Institute of Remote Sensing and Geographical Information Systems, School of Earth and Space Sciences, Peking University, Beijing , China, Senseable City Laboratory, Department of Urban Studies and Planning, Massachusetts Institute of Tech-
链接:点击下载PDF文件

econ


【1】 The Price and Cost of Bitcoin
标题:比特币的价格和成本
作者:John E. Marthinsen,Steven R. Gordon
机构*:Accepted by the Quarterly Review of Economics and Finance, DOI: ,.,j.qref.,.,.
备注:18 pages, 3 tables, 5 figures Accepted by the Quarterly Review of Economics and Finance
链接:点击下载PDF文件

【2】 Estimation of Recursive Route Choice Models with Incomplete Trip  Observations
标题:不完全出行观测值下递归路径选择模型的估计
作者:Tien Mai,The Viet Bui,Quoc Phong Nguyen,Tho V. Le
机构*:School of Computing and Information Systems, Singapore Management University, School of Computing, National University of Singapore, Department of Civil & Mineral Engineering, University of Toronto
备注:26 pages
链接:点击下载PDF文件

【3】 The universality in urban commuting across and within cities
标题:城市通勤在城市之间和城市内部的普遍性
作者:Lei Dong,Paolo Santi,Yu Liu,Siqi Zheng,Carlo Ratti
机构*:Institute of Remote Sensing and Geographical Information Systems, School of Earth and Space Sciences, Peking University, Beijing , China, Senseable City Laboratory, Department of Urban Studies and Planning, Massachusetts Institute of Tech-
链接:点击下载PDF文件

【4】 Data-based price discrimination: information theoretic limitations and a  minimax optimal strategy
标题:基于数据的价格歧视:信息论的局限性和极小极大最优策略
作者:Haitian Xie,Ying Zhu
链接:点击下载PDF文件
机器翻译,仅供参考

重大更新!公众号每日速递覆盖arXiv所有方向,涵盖CS|物理|数学|经济|统计|金融|生物|电气等领域。点击查看历史文章列表,可在公众号内订阅#arXiv每日学术速递话题,接收每日推送。点击访问arxivdaily.com每日更新更及时。
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