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11篇
econ经济，共计10篇
1.q-fin金融:
【1】 Exploratory Control with Tsallis Entropy for Latent Factor Models
标题：潜在因素模型的Tsallis熵探索性控制
链接：https://arxiv.org/abs/2211.07622
作者：Ryan Donnelly,Sebastian Jaimungal
机构：Department of Mathematics, King’s College London, Strand, London, WC,R ,LS, United Kingdom, Department of Statistical Sciences, University of Toronto, Toronto, Ontario, Canada, M,G ,Z
【2】 Credit Default Swaps and the mixed-fractional CEV model
标题：信用违约互换与混合分数CEV模型
链接：https://arxiv.org/abs/2211.07564
作者：Axel A. Araneda
机构：Institute of Financial Complex Systems, Department of Finance, Masaryk University, Brno, Czech Republic.
备注：5 pages, 1 figure, 1 table
【3】 Collective models and the marriage market
标题：集体模式与婚姻市场
链接：https://arxiv.org/abs/2211.07416
作者：Simon Weber
机构：.
【4】 Efficient Integration of Multi-Order Dynamics and Internal Dynamics in Stock Movement Prediction
标题：股市走势预测中多阶动力学与内部动力学的有效结合
链接：https://arxiv.org/abs/2211.07400
作者：Thanh Trung Huynh,Minh Hieu Nguyen,Thanh Tam Nguyen,Phi Le Nguyen,Matthias Weidlich,Quoc Viet Hung Nguyen,Karl Aberer
机构：Ecole Polytechnique Federale de, Lausanne, Switzerland, Hanoi University of Science and, Technology, Vietnam, Griffith University, Australia, Humboldt-Universitt zu Berlin, Germany
备注：Accepted at WSDM 2023
【5】 FinBERT-LSTM: Deep Learning based stock price prediction using News Sentiment Analysis
标题：FinBERT-LSTM：基于深度学习的新闻情感分析股价预测
链接：https://arxiv.org/abs/2211.07392
作者：Shayan Halder
机构：Department of Computing Technologies, SRM Institute of Science and Technology, Kattankulathur, India
【6】 Stochastic Algorithms for Advanced Risk Budgeting
标题：高级风险预算的随机算法
链接：https://arxiv.org/abs/2211.07212
作者：Adil Rengim Cetingoz,Jean-David Fermanian,Olivier Guéant
机构：Olivier GUEANT
【7】 Dollar-Yuan Battle in the World Trade Network
标题：世界贸易网络中的美元-人民币之战
链接：https://arxiv.org/abs/2211.07180
作者：Célestin Coquidé,José Lages,Dima L. Shepelyansky
机构：Institut UTINAM, OSU THETA, Universite Bourgogne Franche-Comte, CNRS, Besancon, France, Laboratoire de Physique Theorique, Universite de Toulouse, CNRS, UPS, Toulouse, France, )
备注：The preprint contains 19 pages including 13 pages of supplementary materials, 12 figures (including 7 supplementary figs) and 6 tables
【8】 Designing Efficient Pair-Trading Strategies Using Cointegration for the Indian Stock Market
标题：利用协整为印度股市设计有效的配对交易策略
链接：https://arxiv.org/abs/2211.07080
作者：Jaydip Sen
机构：Dept of Data Science, Praxis Business School, Kolkata, INDIA
备注：The is the accepted version of the paper that was presented at the Second IEEE International Conference ASIANCON'22. The conference was organized in Pune, India, in August 2022. The paper is 8 pages long and it contains 5 tables and 33 figures. This is not the published version. The published version is copyright-protected by IEEE and has access-controlled
【9】 Elementary Bitcoin economics: from production and transaction demand to values
标题：比特币经济学基础：从生产和交易需求到价值
链接：https://arxiv.org/abs/2211.07035
作者：Misha Perepelitsa
【10】 Optimal investment with insider information using Skorokhod & Russo-Vallois integration
标题：基于Skorokhod&Russo-Vallois整合的内幕信息最优投资
链接：https://arxiv.org/abs/2211.07471
作者：Mauricio Elizalde,Carlos Escudero,Tomoyuki Ichiba
机构： Universidad Autonoma de Madrid, Universidad Nacional de Educacion aDistancia, Department of Statistics & Applied Probability, University of California Santa Barbara
【11】 A Credibility Index Approach for Effective a Posteriori Ratemaking with Large Insurance Portfolios
标题：大额保险投资组合后验有效定价的可信度指数方法
链接：https://arxiv.org/abs/2211.06568
作者：Sebastian Calcetero Vanegas,Andrei L. Badescu,X. Sheldon Lin
机构：Department of Statistical Sciences, University of Toronto, Toronto, Ontario
2.econ经济:
【1】 Type I Tobit Bayesian Additive Regression Trees for Censored Outcome Regression
标题：删失结果回归的I型Tobit贝叶斯加性回归树
链接：https://arxiv.org/abs/2211.07506
作者：Eoghan O'Neill
机构：nla Erasmus University RotterdamNovember 1 5
备注：37 pages
【2】 Collective models and the marriage market
标题：集体模式与婚姻市场
链接：https://arxiv.org/abs/2211.07416
作者：Simon Weber
机构：.
【3】 Optimal Pricing Schemes in the Presence of Social Learning and Costly Reporting
标题：存在社会学习和昂贵报告的最优定价方案
链接：https://arxiv.org/abs/2211.07362
作者：Kaiwei Zhang,Xi Weng
【4】 Elementary Bitcoin economics: from production and transaction demand to values
标题：比特币经济学基础：从生产和交易需求到价值
链接：https://arxiv.org/abs/2211.07035
作者：Misha Perepelitsa
【5】 Firm-worker hypergraphs
标题：企业-工人超图
链接：https://arxiv.org/abs/2211.06887
作者：Chao Huang
机构： and students and schools, The discrete matching problem originated with the stable marriageInstituteforSocialandEconomicResearch, NanjingAuditUniversity
【6】 Efficiency, durability and ordinality in 2-person bargaining with incomplete information
标题：不完全信息两人讨价还价的效率、持久性和顺序性
链接：https://arxiv.org/abs/2211.06830
作者：Eric van Damme,Xu Lang
备注：44 pages
【7】 Generalized Difference-in-differences Models: Robust Bounds
标题：广义差分模型：稳健界
链接：https://arxiv.org/abs/2211.06710
作者：Kyunghoon Ban,Désiré Kédagni
机构：Iowa State University and UNC-Chapel Hill
备注：50 pages, 13 figures, 13 tables
【8】 Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending
标题：互动效应面板数据中的多重结构性突变和量化宽松对银行贷款的影响
链接：https://arxiv.org/abs/2211.06707
作者：Jan Ditzen,Yiannis Karavias,Joakim Westerlund
机构：Free University of Bozen-Bolzano, Bozen,Italy, Department of Economics, University of Birmingham, Birmingham, B,TT, UK, Department of Economics, Lund University, Lund, SE–, Sweden, and Deakin University, Melbourne, Victoria , Australia
【9】 Model of spatial competition on discrete markets
标题：离散市场上的空间竞争模型
链接：https://arxiv.org/abs/2211.07412
作者：Andrea Civilini,Vito Latora
机构：School of Mathematical Sciences, Queen Mary University of London, London E,NS, United Kingdom, Dipartimento di Fisica ed Astronomia, Universita di Catania and INFN, Catania I-, Italy, Complexity Science Hub Vienna, A-, Vienna, Austria
备注：Main text (4 pages, 5 figures) and Supplemental Material (10 pages, 7 figures, 1 table)
【10】 The Stackelberg Game: responses to regular strategies
标题：斯塔克尔伯格游戏：对常规策略的反应
链接：https://arxiv.org/abs/2211.06472
作者：Thomas Byrne
机构：This document contains exclusively Chapter , of the author’s PhD thesis titled Facility Location
备注：This document contains exclusively Chapter 5 of the author's PhD thesis titled 'Facility Location Problems and Games'. Besides the page numbering, the chapter is reproduced here in its entirety and appears identically to how it appears in the thesis. This document serves to act as a reference chapter
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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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