Entity usage

This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

Showing below up to 50 results in range #1 to #50.

Interest rate derivatives for the fractional Cox-Ingersoll-Ross model: Label: en
Graph embedded dynamic mode decomposition for stock price prediction: Label: en
Computation of financial risk using principal component analysis: Label: en
A novel algorithm for clearing financial obligations between companies - An application within the Romanian Ministry of economy: Label: en
Portfolio selection in non-stationary markets: Label: en
Do central counterparties reduce counterparty and liquidity risk? Empirical results: Label: en
Market Reaction to iPhone Rumors: Label: en
A big data approach to analyzing market volatility: Label: en
The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data: Label: en
Dynamical trading mechanisms in limit order markets: Label: en
Sparse, mean reverting portfolio selection using simulated annealing: Label: en
Stock chatter: Using stock sentiment to predict price direction: Label: en
A minute with Marcos Lopez de Prado: Label: en
Discovering the ecosystem of an electronic financial market with a dynamic machine-learning method1: Label: en
The relationship between risk and incomplete states uncertainty: a Tsallis entropy perspective: Label: en
Optimizing sparse mean reverting portfolios: Label: en
Modeling market impact and timing risk in volume time: Label: en
A Minute with Giovanni Barone-Adesi: Label: en
The strategy approval decision: A Sharpe ratio indifference curve approach: Label: en
Nonlinear support vector machines can systematically identify stocks with high and low future returns: Label: en
Cluster formation and evolution in networks of financial market indices: Label: en
A Minute with Andrei Kirilenko: Label: en
Machine learning and corporate bond trading: Label: en
Cryptoasset factor models: Label: en
Absolute vs. relative speed in high-frequency trading: Label: en
Allocation skew: Managers with conviction: Label: en
Linear-time accurate lattice algorithms for tail conditional expectation: Label: en
The topology of macro financial flows: An application of stochastic flow diagrams: Label: en
Stochastic flow diagrams: Label: en
A Minute with Kenneth J. Arrow: Label: en
An endogenous mechanism of business cycles: Label: en
Portfolio optimization for cointelated pairs: SDEs vs Machine learning: Label: en
Sector categorization using gradient boosted trees trained on fundamental firm data: Label: en
Deep prediction of investor interest: A supervised clustering approach: Label: en
Modeling the financial market with labyrinth chaos: Label: en
Parallel MCMC sampling of AR-HMMs for prediction based option trading: Label: en
Localized trend model for stock market sectoral indexes movement profiling: Label: en
Impact of short-sales in stock market efficiency: Label: en
Point-to-point stochastic control of a self-financing portfolio: Label: en
Portfolio optimization with tri-objective for index fund management: Label: en
Heuristic methods for stock selection and allocation in an index tracking problem: Label: en
Dynamics of information leadership in the volatility complex with trading time changes: Evidence from VIX futures and VIX ETPs: Label: en
IN MEMORIAM: Jayaram Muthuswamy 1952–2021: Label: en
News Reaction in Financial Markets within a Behavioral Finance Model with Heterogeneous Agents: Label: en
Natural time analysis in financial markets: Label: en
Darwinian adverse selection1: Label: en
Extracting predictive information from heterogeneous data streams using Gaussian Processes: Label: en
Multi-scale representation of high frequency market liquidity: Label: en
David Johnson: Label: en
How hard is it to pick the right model? MCS and backtest overfitting: Label: en