金融|经济学术速递[2022.6.8]

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期权匿名问答   2022-6-8 20:28   5672   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http://arxivdaily.com每日更新更及时。
q-fin金融,共计7篇
econ经济,共计8篇

1.q-fin金融:
【1】 Dependency structures in cryptocurrency market from high to low  frequency
标题:加密货币市场从高频到低频的依赖结构
链接:https://arxiv.org/abs/2206.03386
作者:Antonio Briola,Tomaso Aste
机构: Department of Computer Science, University College London, London, UK,  Center for Blockchain Technologies, University College London, London, UK,  Systemic Risk Center, London School of Economics, London, UK
备注:24 pages, 9 figures, 4 tables, 4 appendices

【2】 Household and individual economic responses to different health shocks:  The role of medical innovations
标题:家庭和个人对不同健康冲击的经济反应:医疗创新的作用
链接:https://arxiv.org/abs/2206.03306
作者:Volha Lazuka
机构: medical innovation; health shock; family income; difference-in-differences-in-differences approach; Sweden Volha Lazuka is an Assistant Professor at the Department of Economics and InterdisciplinaryCentre for Population Dynamics,  Lund University

【3】 Portfolio Transformer for Attention-Based Asset Allocation
标题:基于注意力的资产配置组合转换器
链接:https://arxiv.org/abs/2206.03246
作者:Damian Kisiel,Denise Gorse
机构:University College London, Department of Computer Science, London, United Kingdom
备注:11 pages

【4】 Allometric scaling in global corporations as a benchmarking approach to  assess environmental performance
标题:全球公司异速生长比例作为评估环境绩效的基准方法
链接:https://arxiv.org/abs/2206.03148
作者:Rob ter Burg,Yuli Shan,Klaus Hubacek,Franco Ruzzenenti
机构: Integrated Research on Energy, Environment and Society (IREES), and Engineering, University of Groningen, Groningen, AG, the Netherlands.

【5】 ESG-Valued Portfolio Optimization and Dynamic Asset Pricing
标题:ESG价值投资组合优化与动态资产定价
链接:https://arxiv.org/abs/2206.02854
作者:Davide Lauria,W. Brent Lindquist,Stefan Mittnik,Svetlozar T. Rachev
机构:Department of Mathematics & Statistics, Texas Tech University, Lubbock TX, Department of Statistics, Ludwig Maximilians Universitt München
备注:Main article: 51 pages, 11 figures, 5 tables. Supplementary appendix: 17 pages, 11 figures, 6 tables

【6】 Impact of micro-credit on the livelihoods of clients -- A study on  Sunamganj District
标题:小额信贷对客户生计的影响--以苏南干吉地区为例
链接:https://arxiv.org/abs/2206.02798
作者:Nazrul Islam
机构:Professor, Department of Business Administration, Shahjalal University of Science and Technology, Sylhet-, Bangladesh
备注:94 pages, University Research Centre, Shahjalal University of Science and Technology. arXiv admin note: substantial text overlap with arXiv:2206.02722

【7】 Cointegration and ARDL specification between the Dubai crude oil and the  US natural gas market
标题:迪拜原油与美国天然气市场的协整与ARDL规范
链接:https://arxiv.org/abs/2206.03278
作者:Stavros Stavroyiannis
机构:Department of Accounting and Finance, School of Management, University of the Peloponnese, GR ,-, Greece
备注:23 pages, 5 figures, 7 tables

2.econ经济:
【1】 Collective strategy condensation towards class-separated societies
标题:向阶级分化社会凝聚的集体战略
链接:https://arxiv.org/abs/2206.03421
作者:Claudius Gros
机构:Institute for Theoretical Physics, Goethe University Frankfurt, Frankfurt am Main, Germany
备注:EPJB, in press

【2】 Household and individual economic responses to different health shocks:  The role of medical innovations
标题:家庭和个人对不同健康冲击的经济反应:医疗创新的作用
链接:https://arxiv.org/abs/2206.03306
作者:Volha Lazuka
机构: medical innovation; health shock; family income; difference-in-differences-in-differences approach; Sweden Volha Lazuka is an Assistant Professor at the Department of Economics and InterdisciplinaryCentre for Population Dynamics,  Lund University

【3】 Cointegration and ARDL specification between the Dubai crude oil and the  US natural gas market
标题:迪拜原油与美国天然气市场的协整与ARDL规范
链接:https://arxiv.org/abs/2206.03278
作者:Stavros Stavroyiannis
机构:Department of Accounting and Finance, School of Management, University of the Peloponnese, GR ,-, Greece
备注:23 pages, 5 figures, 7 tables

【4】 Economic activity and climate change
标题:经济活动与气候变化
链接:https://arxiv.org/abs/2206.03187
作者:Aránzazu de Juan,Pilar Poncela,Vladimir Rodríguez-Caballero,Esther Ruiz
机构:Department of Economic Analysis Quantitative Economics, Universidad Autónoma de, ITAM (Mexico) and CREATES (Aarhus University), Department of Statistics, Universidad Carlos III de Madrid

【5】 Allometric scaling in global corporations as a benchmarking approach to  assess environmental performance
标题:全球公司异速生长比例作为评估环境绩效的基准方法
链接:https://arxiv.org/abs/2206.03148
作者:Rob ter Burg,Yuli Shan,Klaus Hubacek,Franco Ruzzenenti
机构: Integrated Research on Energy, Environment and Society (IREES), and Engineering, University of Groningen, Groningen, AG, the Netherlands.

【6】 Impact of micro-credit on the livelihoods of clients -- A study on  Sunamganj District
标题:小额信贷对客户生计的影响--以苏南干吉地区为例
链接:https://arxiv.org/abs/2206.02798
作者:Nazrul Islam
机构:Professor, Department of Business Administration, Shahjalal University of Science and Technology, Sylhet-, Bangladesh
备注:94 pages, University Research Centre, Shahjalal University of Science and Technology. arXiv admin note: substantial text overlap with arXiv:2206.02722

【7】 False Consensus, Information Theory, and Prediction Markets
标题:虚假共识、信息论与预测市场
链接:https://arxiv.org/abs/2206.02993
作者:Yuqing Kong,Grant Schoenebeck
机构:Peking University, University of Michigan

【8】 Impossibility of Collective Intelligence
标题:集体智力的不可能性
链接:https://arxiv.org/abs/2206.02786
作者:Krikamol Muandet
机构:Max Planck Institute for Intelligent Systems, Tübingen, Germany
备注:25 pages, 2 figures

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http://arxivdaily.com每日更新更及时。
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