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- Publication Date of Publication Type High-dimensional Statistical Arbitrage with Factor Models and Stochastic Control 2020-01-13 Paper Ratio sets of random...10 bytes (18 words) - 18:52, 24 September 2023
- Publication Date of Publication Type Statistical arbitrage for multiple co-integrated stocks 2022-07-08 Paper Trading Signals in VIX Futures 2022-05-10...10 bytes (18 words) - 01:21, 25 September 2023
- Publication Date of Publication Type Statistical arbitrage: factor investing approach 2024-02-21 Paper Extending the Merton model with applications to...10 bytes (18 words) - 10:54, 5 September 2024
- Generalizations of Functionally Generated Portfolios with Applications to Statistical Arbitrage 2015-01-20 Paper Fundamental theorems of asset pricing for piecewise...10 bytes (16 words) - 04:09, 25 September 2023
- Publication Date of Publication Type Statistical arbitrage in the US equities market 2010-09-21 Paper GENERALIZED BROWNIAN MOTIONS WITH APPLICATION TO...10 bytes (18 words) - 11:00, 6 October 2023
- Publication Date of Publication Type Statistical arbitrage and risk contagion 2022-12-12 Paper The high frequency trade off between speed and sophistication...10 bytes (16 words) - 23:21, 24 September 2023
- with Signals 2023-10-09 Paper Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics 2022-04-21 Paper...10 bytes (16 words) - 12:32, 14 March 2024
- Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500 2019-09-26 Paper Response Time...10 bytes (16 words) - 20:41, 21 September 2023
- genetic algorithms 2022-05-19 Paper On the index tracking and the statistical arbitrage choosing the stocks by means of cointegration: the role of stock...10 bytes (18 words) - 00:23, 25 September 2023
- Short-Cut 2013-03-25 Paper Behavioral arbitrage with collateral and uncertain deliveries 2012-03-08 Paper Statistical arbitrage with default and collateral 2010-09-07...10 bytes (16 words) - 17:30, 6 October 2023
- Paper STATISTICAL SOLUTIONS OF NAVIER-STOKES EQUATIONS BY NONSTANDARD DENSITIES 1992-06-28 Paper A simple proof of existence of weak and statistical solutions...10 bytes (16 words) - 16:16, 6 December 2023
- genetic algorithms 2022-05-19 Paper On the index tracking and the statistical arbitrage choosing the stocks by means of cointegration: the role of stock...10 bytes (18 words) - 11:41, 13 December 2023
- 2023-04-14 Paper Probability assessments of an ice-free Arctic: comparing statistical and climate model projections 2022-12-14 Paper A benchmark model for fixed-target...10 bytes (19 words) - 12:24, 9 December 2023
- Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set 2018-10-11 Paper On the statistical identification of DSGE models 2016-07-04...10 bytes (19 words) - 02:54, 9 December 2023
- exponential arbitrage and utility-based asymptotic arbitrage in Markovian models of financial markets 2015-07-28 Paper Hedging, arbitrage and optimality...10 bytes (16 words) - 15:33, 6 October 2023
- mardi4nfdi.de/entity/Q3400721 2010-02-05 Paper Pricing by hedging and no-arbitrage beyond semimartingales 2009-08-08 Paper https://portal.mardi4nfdi.de/entity/Q3536265...10 bytes (16 words) - 18:01, 8 December 2023
- quantum mechanics: a model for information in economics? 2017-01-13 Paper Statistical and subjective interpretations of probability in quantum-like models of...10 bytes (19 words) - 16:01, 9 December 2023
- uncertainty in coherent forecasting of count processes 2022-06-13 Paper Statistical properties of estimators for the log-optimal portfolio 2020-12-15 Paper...10 bytes (17 words) - 21:59, 11 December 2023
- MCMC 2022-12-09 Paper Intrinsic Randomness in Epidemic Modelling Beyond Statistical Uncertainty 2022-10-25 Paper State-dependent Hawkes processes and their...10 bytes (19 words) - 14:21, 10 December 2023
- Mutual information for the sparse stochastic block model 2024-03-11 Paper Statistical mechanics of mean-field disordered systems: a Hamilton-Jacobi approach...10 bytes (16 words) - 02:08, 25 September 2023