Is Part Of: Quantitative finance. Volume 22:Issue 12(2022) - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Is Part Of Quantitative finance. Volume 22:Issue 12(2022)

1. A data-driven explainable case-based reasoning approach for financial risk detection. Issue 12 (2nd December 2022)

Authors:: Li, Wei; Paraschiv, Florentina; Sermpinis, Georgios
Journal:: Quantitative finance
Issue:: Volume 22:Issue 12(2022)
Page Start:: 2257
Record Type:: Journal Article
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2. A tale of two sentiment scales: disentangling short-run and long-run components in multivariate sentiment dynamics. Issue 12 (2nd December 2022)

Authors:: Vassallo, Danilo; Bormetti, Giacomo; Lillo, Fabrizio
Journal:: Quantitative finance
Issue:: Volume 22:Issue 12(2022)
Page Start:: 2237
Record Type:: Journal Article
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3. AI-driven liquidity provision in OTC financial markets. Issue 12 (2nd December 2022)

Authors:: Cartea, Álvaro; Chang, Patrick; Mroczka, Mateusz; Oomen, Roel
Journal:: Quantitative finance
Issue:: Volume 22:Issue 12(2022)
Page Start:: 2171
Record Type:: Journal Article
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4. Do fundamentals shape the price response? A critical assessment of linear impact models. Issue 12 (2nd December 2022)

Authors:: Vodret, Michele; Mastromatteo, Iacopo; Tóth, Bence; Benzaquen, Michael
Journal:: Quantitative finance
Issue:: Volume 22:Issue 12(2022)
Page Start:: 2139
Record Type:: Journal Article
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5. Is the effectiveness of government bonds as a diversifier of equity risk weakened after the Covid-19 crisis?†. Issue 12 (2nd December 2022)

Authors:: Sakurai, Yuji; Kurosaki, Tetsuo
Journal:: Quantitative finance
Issue:: Volume 22:Issue 12(2022)
Page Start:: 2219
Record Type:: Journal Article
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6. No arbitrage global parametrization for the eSSVI volatility surface. Issue 12 (2nd December 2022)

Authors:: Mingone, A.
Journal:: Quantitative finance
Issue:: Volume 22:Issue 12(2022)
Page Start:: 2205
Record Type:: Journal Article
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7. Reinforcement Learning and Stochastic Optimization: A Unified Framework for Sequential Decisions: by Warren B. Powell (ed.), Wiley (2022). Hardback. ISBN 9781119815051. Issue 12 (2nd December 2022)

Authors:: Halperin, Igor
Journal:: Quantitative finance
Issue:: Volume 22:Issue 12(2022)
Page Start:: 2151
Record Type:: Journal Article
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8. Supervised portfolios. Issue 12 (2nd December 2022)

Authors:: Chevalier, Guillaume; Coqueret, Guillaume; Raffinot, Thomas
Journal:: Quantitative finance
Issue:: Volume 22:Issue 12(2022)
Page Start:: 2275
Record Type:: Journal Article
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9. The Black–Scholes equation in the presence of arbitrage. Issue 12 (2nd December 2022)

Authors:: Farinelli, Simone; Takada, Hideyuki
Journal:: Quantitative finance
Issue:: Volume 22:Issue 12(2022)
Page Start:: 2155
Record Type:: Journal Article
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