Entity usage

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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.

List of pages that use a given entity

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

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  1. A subdiffusive stochastic volatility jump model: Label: en
  2. Decomposing LIBOR in transition: evidence from the futures markets: Label: en
  3. A generative model of a limit order book using recurrent neural networks: Label: en
  4. Deep-learning models for forecasting financial risk premia and their interpretations: Label: en
  5. The Economics of Banking and Finance in Africa: Developments in Africa's Financial Systems: Label: en
  6. Weighted variance swaps hedge against impermanent loss: Label: en
  7. Hedging cryptos with Bitcoin futures: Label: en
  8. Delta hedging bitcoin options with a smile: Label: en
  9. A data-driven deep learning approach for options market making: Label: en
  10. Coupled GARCH(1,1) model: Label: en
  11. Multivariate quadratic Hawkes processes—part I: theoretical analysis: Label: en
  12. VIX pricing in the rBergomi model under a regime switching change of measure: Label: en
  13. Persistence of jump-induced tail risk and limits to arbitrage: Label: en
  14. Hedging error as generalized timing risk: Label: en
  15. Pricing Asian options with stochastic convenience yield and jumps: Label: en
  16. Simulated Greeks for American options: Label: en
  17. Efficient pricing and hedging of high-dimensional American options using deep recurrent networks: Label: en
  18. Deep weighted Monte Carlo: a hybrid option pricing framework using neural networks: Label: en
  19. A hybrid convolutional neural network with long short-term memory for statistical arbitrage: Label: en
  20. The economics of time as it is embedded in the prices of options§: Label: en
  21. W-shaped implied volatility curves and the Gaussian mixture model: Label: en
  22. Metalearning of time series: an approximate dynamic programming approach: Label: en
  23. An eigenvalue distribution derived ‘Stability Measure’ for evaluating Minimum Variance portfolios: Label: en
  24. A multivariate 4/2 stochastic covariance model: properties and applications to portfolio decisions: Label: en
  25. Optimal asset allocation for commodity sovereign wealth funds: Label: en
  26. Kurtosis-based risk parity: methodology and portfolio effects: Label: en
  27. Integrating prediction in mean-variance portfolio optimization: Label: en
  28. Assessing the accuracy of exponentially weighted moving average models for Value-at-Risk and Expected Shortfall of crypto portfolios: Label: en
  29. A First Course in Random Matrix Theory for Physicists, Engineers and Data Scientists: Label: en
  30. From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution: Label: en
  31. Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency: Label: en
  32. Incorporating financial news for forecasting Bitcoin prices based on long short-term memory networks: Label: en
  33. A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures: Label: en
  34. Pricing commodity index options: Label: en
  35. Asymmetric short-rate model without lower bound: Label: en
  36. Closed-form option pricing for exponential Lévy models: a residue approach: Label: en
  37. SABR equipped with AI wings: Label: en
  38. Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing: Label: en
  39. Analysis and modeling of client order flow in limit order markets: Label: en
  40. Supervised portfolios: Label: en
  41. A data-driven explainable case-based reasoning approach for financial risk detection: Label: en
  42. A tale of two sentiment scales: disentangling short-run and long-run components in multivariate sentiment dynamics: Label: en
  43. Is the effectiveness of government bonds as a diversifier of equity risk weakened after the Covid-19 crisis?†: Label: en
  44. No arbitrage global parametrization for the eSSVI volatility surface: Label: en
  45. AI-driven liquidity provision in OTC financial markets: Label: en
  46. The Black–Scholes equation in the presence of arbitrage: Label: en
  47. Reinforcement Learning and Stochastic Optimization: A Unified Framework for Sequential Decisions: Label: en
  48. Do fundamentals shape the price response? A critical assessment of linear impact models: Label: en
  49. Improving the asymmetric stochastic volatility model with ex-post volatility: the identification of the asymmetry: Label: en
  50. A two-step framework for arbitrage-free prediction of the implied volatility surface: Label: en

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