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11篇
经济econ 方向，今日共计10篇
q-fin
【1】 Dynamic and Context-Dependent Stock Price Prediction Using Attention Modules and News Sentiment
标题：基于关注模块和新闻情绪的动态上下文相关股价预测
作者：Nicole Koenigstein
链接：点击下载PDF文件
【2】 Machine learning techniques in joint default assessment
标题：联合违约评估中的机器学习技术
作者：Margherita Doria,Elisa Luciano,Patrizia Semeraro
链接：点击下载PDF文件
【3】 Volatility Sensitive Bayesian Estimation of Portfolio VaR and CVaR
标题：投资组合VaR和CVaR的波动率敏感贝叶斯估计
作者：Taras Bodnar,Vilhelm Niklasson,Erik Thorsén
机构*：Department of Mathematics, Stockholm University, SE-, Stockholm, Sweden
链接：点击下载PDF文件
【4】 Potential gains of long-distance trade in electricity
标题：电力长途贸易的潜在收益
作者：Javier López Prol,Karl W. Steininger,Keith Williges,Wolf D. Grossmann,Iris Grossmann
机构*：Declarations of competing interests: none, a Yonsei University Mirae, Department of Economics and Department of Environmental Finance. , Yeonsedae-, gil, Heungeop-myeon, Wonju-si, Gangwon-do, South Korea.
链接：点击下载PDF文件
【5】 An Intrinsic Entropy Model for Exchange-Traded Securities
标题：交易所交易证券的本征熵模型
作者：Claudiu Vinte,Ion Smeureanu,Titus-Felix Furtuna,Marcel Ausloos
机构*： Department of Economic Informatics and Cybernetics, Bucharest University of Economic Studies, GRAPES, rue de la Belle Jardiniere, B-, Liege, Belgium
Journal-ref：Entropy 2019, 21(12), 1173 (This article belongs to the Special Issue Disordered Systems, Fractals and Chaos)
链接：点击下载PDF文件
【6】 A Volatility Estimator of Stock Market Indices Based on the Intrinsic Entropy Model
标题：基于内蕴熵模型的股市指数波动率估计器
作者：Claudiu Vinte,Marcel Ausloos,Titus Felix Furtuna
机构*： Department of Economic Informatics and Cybernetics, Bucharest University of Economic Studies, Bucharest, Department of Statistics and Econometrics, Bucharest University of Economic Studies, Bucharest
Journal-ref：Entropy 2021, 23(4), 484 (This article belongs to the Special Issue Information Theory and Economic Network)
链接：点击下载PDF文件
【7】 Open vs Closed-ended questions in attitudinal surveys -- comparing, combining, and interpreting using natural language processing
标题：态度调查中的开放式问题与封闭式问题--使用自然语言处理进行比较、组合和解释
作者：Vishnu Baburajan,Joo de Abreu e Silva,Francisco Camara Pereira
机构*：a PhD Student, MIT-Portugal Program, CERIS, Instituto Superior Técnico, Lisboa,-, b Guest PhD Student, DTU Management Engineering, Technical University of Denmark, c. Associate Professor, CERIS, Instituto Superior Técnico,-, Portugal. Tel: +
链接：点击下载PDF文件
【8】 Incorporating Financial Hardship in Measuring the Mental Health Impact of Housing Stress
标题：将经济困难纳入衡量住房压力对心理健康的影响
作者：Timothy Ludlow,Jonas Fooken,Christiern Rose,Kam Tang
机构*：Kam Ki Tang
链接：点击下载PDF文件
【9】 Estimating beneficiaries of the child tax credit: past, present, and future
标题：估计儿童税收抵免的受益者：过去、现在和未来
作者：Ashley Nunes,Chung Yi See,Lucas Woodley,Nicole A. Divers,Audrey L. Cui
机构*： R Street Institute, Washington, DC , Labor and Worklife Program, Harvard Law School, Cambridge, MA, USA, Department of Economics, Harvard College, Haas School of Business, University of California at Berkeley, Berkeley, CA, USA
备注：64 pages, 7 figures
链接：点击下载PDF文件
【10】 Integrating Structural and Reduced-Form Methods in Empirical Finance
标题：在经验金融学中整合结构方法和简化形式方法
作者：Toni M. Whited
链接：点击下载PDF文件
【11】 A Word is Worth A Thousand Dollars: Adversarial Attack on Tweets Fools Stock Prediction
标题：一句话抵得上一千美元：敌意攻击推特傻瓜股预测
作者：Yong Xie,Dakuo Wang,Pin-Yu Chen,Jinjun Xiong,Sijia Liu,Sanmi Koyejo
机构*：University of Illinois Urbana-Champaign,IBM, State University of New York at Buffalo,Michigan State University
备注：NAACL short paper, github: this https URL
链接：点击下载PDF文件
econ
【1】 Efficient Score Computation and Expectation-Maximization Algorithm in Regime-Switching Models
标题：区域切换模型中的有效得分计算和期望最大化算法
作者：Chaojun Li,Shi Qiu
机构*：East China Normal University, Fudan University
备注：13 pages
链接：点击下载PDF文件
【2】 Potential gains of long-distance trade in electricity
标题：电力长途贸易的潜在收益
作者：Javier López Prol,Karl W. Steininger,Keith Williges,Wolf D. Grossmann,Iris Grossmann
机构*：Declarations of competing interests: none, a Yonsei University Mirae, Department of Economics and Department of Environmental Finance. , Yeonsedae-, gil, Heungeop-myeon, Wonju-si, Gangwon-do, South Korea.
链接：点击下载PDF文件
【3】 Integration of Behavioral Economic Models to Optimize ML performance and interpretability: a sandbox example
标题：集成行为经济模型以优化ML性能和可解释性：沙盒示例
作者：Emilio Soria-Olivas,José E. Vila Gisbert,Regino Barranquero Cardeosa,Yolanda Gomez
链接：点击下载PDF文件
【4】 Open vs Closed-ended questions in attitudinal surveys -- comparing, combining, and interpreting using natural language processing
标题：态度调查中的开放式问题与封闭式问题--使用自然语言处理进行比较、组合和解释
作者：Vishnu Baburajan,Joo de Abreu e Silva,Francisco Camara Pereira
机构*：a PhD Student, MIT-Portugal Program, CERIS, Instituto Superior Técnico, Lisboa,-, b Guest PhD Student, DTU Management Engineering, Technical University of Denmark, c. Associate Professor, CERIS, Instituto Superior Técnico,-, Portugal. Tel: +
链接：点击下载PDF文件
【5】 A Model of Financial Market Control
标题：一种金融市场管制模型
作者：Yoshihiro Ohashi
机构*： Nihon University 1- 3- 2 Kanda misaki-cho
链接：点击下载PDF文件
【6】 Incorporating Financial Hardship in Measuring the Mental Health Impact of Housing Stress
标题：将经济困难纳入衡量住房压力对心理健康的影响
作者：Timothy Ludlow,Jonas Fooken,Christiern Rose,Kam Tang
机构*：Kam Ki Tang
链接：点击下载PDF文件
【7】 Heterogeneous Treatment Effects for Networks, Panels, and other Outcome Matrices
标题：网络、面板和其他结果矩阵的异质处理效果
作者：Eric Auerbach,Yong Cai
备注：Preliminary and incomplete. Appendices B-D not yet included. They should be ready soon
链接：点击下载PDF文件
【8】 Estimating beneficiaries of the child tax credit: past, present, and future
标题：估计儿童税收抵免的受益者：过去、现在和未来
作者：Ashley Nunes,Chung Yi See,Lucas Woodley,Nicole A. Divers,Audrey L. Cui
机构*： R Street Institute, Washington, DC , Labor and Worklife Program, Harvard Law School, Cambridge, MA, USA, Department of Economics, Harvard College, Haas School of Business, University of California at Berkeley, Berkeley, CA, USA
备注：64 pages, 7 figures
链接：点击下载PDF文件
【9】 Integrating Structural and Reduced-Form Methods in Empirical Finance
标题：在经验金融学中整合结构方法和简化形式方法
作者：Toni M. Whited
链接：点击下载PDF文件
【10】 Tensor Factor Model Estimation by Iterative Projection
标题：迭代投影法估计张量因子模型
作者：Yuefeng Han,Rong Chen,Dan Yang,Cun-Hui Zhang
机构*：Rutgers University and The University of Hong Kong
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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