金融|经济学术速递[2022.9.23]

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期权匿名问答   2022-9-26 13:53   6428   0
历史文章列表  网站https://www.arxivdaily.com/
注:含中英文摘要速递见公众号【arXiv每日学术速递】,涵盖CS|物理|数学|经济|统计|金融|生物|电气等领域。
q-fin金融,共计8篇
econ经济,共计6篇

1.q-fin金融:
【1】 The Transmission of US Monetary Policy Shocks: The Role of Investment &  Financial Heterogeneity
标题:美国货币政策冲击的传导:投资与金融异质性的作用
链接:https://arxiv.org/abs/2209.11150
作者:Santiago Camara,Sebastian Ramirez Venegas
机构:Northwestern University & Red-NIE, CMF (Comision para el Mercado Financiero)

【2】 The effect of ambiguity in strategic environments: an experiment
标题:战略环境中模糊的影响:一项实验
链接:https://arxiv.org/abs/2209.11079
作者:Pablo Braas-Garza,Antonio Cabrales,María Paz Espinosa,Diego Jorrat
机构:comUniversidad Carlos III de Madrid

【3】 Physics-Informed Convolutional Transformer for Predicting Volatility  Surface
标题:预测波动面的物理信息型卷积Transformer
链接:https://arxiv.org/abs/2209.10771
作者:Soohan Kim,Seok-Bae Yun,Hyeong-Ohk Bae,Muhyun Lee,Youngjoon Hong
机构:Department of Mathematics, Sungkyunkwan University, Department of Financial Engineering, Ajou University, Suwon, Samsung Securities,  Seocho-daero ,-gil, Seocho-gu, Seoul
备注:Submitted to Quantitative Finance

【4】 Excess death rates for Republicans and Democrats during the COVID-19  pandemic
标题:新冠肺炎大流行期间共和党和民主党的超高死亡率
链接:https://arxiv.org/abs/2209.10751
作者:Jacob Wallace,Paul Goldsmith-Pinkham,Jason Schwartz
机构:Jason L. Schwartz§

【5】 A Real Data-Driven Analytical Model to Predict Information Technology  Sector Index Price of S&P 500
标题:预测标普500指数信息技术板块价格的真实数据驱动分析模型
链接:https://arxiv.org/abs/2209.10720
作者:Jayanta K. Pokharel,Erasmus Tetteh-Bator,Chris P. Tsokos
机构:eduDepartment of Mathematics and Statistics,  University of South Florida, Department of Mathematics and Statistics
备注:18 pages, 5 figures

【6】 Option pricing in Volterra sandwiched volatility model
标题:Volterra夹心波动率模型的期权定价
链接:https://arxiv.org/abs/2209.10688
作者:Giulia Di Nunno,Yuliya Mishura,Anton Yurchenko-Tytarenko
机构:Department of Mathematics, University of Oslo, Department of Business and Management Science, NHH Norwegian School of, Economics, Bergen, Department of Probability Theory, Statistics and Actuarial Mathematics, Taras, Shevchenko National University of Kyiv

【7】 Gaussian Agency problems with memory and Linear Contracts
标题:带记忆和线性合同的高斯代理问题
链接:https://arxiv.org/abs/2209.10878
作者:Eduardo Abi Jaber,Stéphane Villeneuve
机构:Stephane Villeneuve

【8】 On Conditional Chisini Means and Risk Measures
标题:论条件奇西尼方法与风险度量
链接:https://arxiv.org/abs/2209.10871
作者:Alessandro Doldi,Marco Maggis

2.econ经济:
【1】 The Transmission of US Monetary Policy Shocks: The Role of Investment &  Financial Heterogeneity
标题:美国货币政策冲击的传导:投资与金融异质性的作用
链接:https://arxiv.org/abs/2209.11150
作者:Santiago Camara,Sebastian Ramirez Venegas
机构:Northwestern University & Red-NIE, CMF (Comision para el Mercado Financiero)

【2】 The effect of ambiguity in strategic environments: an experiment
标题:战略环境中模糊的影响:一项实验
链接:https://arxiv.org/abs/2209.11079
作者:Pablo Braas-Garza,Antonio Cabrales,María Paz Espinosa,Diego Jorrat
机构:comUniversidad Carlos III de Madrid

【3】 Multiscale Comparison of Nonparametric Trend Curves
标题:非参数趋势曲线的多尺度比较
链接:https://arxiv.org/abs/2209.10841
作者:Marina Khismatullina,Michael Vogt
机构:Erasmus University Rotterdam, Ulm University

【4】 Excess death rates for Republicans and Democrats during the COVID-19  pandemic
标题:新冠肺炎大流行期间共和党和民主党的超高死亡率
链接:https://arxiv.org/abs/2209.10751
作者:Jacob Wallace,Paul Goldsmith-Pinkham,Jason Schwartz
机构:Jason L. Schwartz§

【5】 Implementation with Uncertain Evidence
标题:证据不确定情况下的实施
链接:https://arxiv.org/abs/2209.10741
作者:Soumen Banerjee,Yi-Chun Chen

【6】 Modelling the Frequency of Home Deliveries: An Induced Travel Demand  Contribution of Aggrandized E-shopping in Toronto during COVID-19 Pandemics
标题:模拟送货上门的频率:新冠肺炎流行期间多伦多扩大电子购物对诱导出行需求的贡献
链接:https://arxiv.org/abs/2209.10664
作者:Yicong Liu,Kaili Wang,Patrick Loa,Khandker Nurul Habib
机构:Department of Civil & Mineral Engineering, University of Toronto, Toronto, ON, Canada, Percy Edward Hart Professor
备注:The paper was presented at 2022 Annual Meeting of Transportation Research Board

机器翻译由腾讯交互翻译提供,仅供参考

历史文章列表  网站https://www.arxivdaily.com/
注:含中英文摘要速递见公众号【arXiv每日学术速递】,涵盖CS|物理|数学|经济|统计|金融|生物|电气等领域。
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