Quantitative Finance

Authors and titles for recent submissions

[ total of 31 entries: 1-25 | 26-31 ]
[ showing 25 entries per page: fewer | more | all ]

Fri, 27 Mar 2020

[1]  arXiv:2003.11565 [pdf]
Title: The Millennial Boom, the Baby Bust, and the Housing Market
Subjects: General Economics (econ.GN)

Thu, 26 Mar 2020

[2]  arXiv:2003.11496 [pdf, other]
Title: Gender Differences in Wage Expectations
Subjects: General Economics (econ.GN)
[3]  arXiv:2003.11473 [pdf, other]
Title: EB-dynaRE: Real-Time Adjustor for Brownian Movement with Examples of Predicting Stock Trends Based on a Novel Event-Based Supervised Learning Algorithm
Authors: Yang Chen, Emerson Li
Comments: Subject to updates
Subjects: General Finance (q-fin.GN)
[4]  arXiv:2003.11471 [pdf]
Title: Physics and Derivatives -- Interview Questions and Answers
Authors: Alexander Lipton
Comments: 5 pages
Journal-ref: Journal of Derivatives, Special Issue, Physics and Derivatives, 2020
Subjects: General Finance (q-fin.GN); Mathematical Finance (q-fin.MF)
[5]  arXiv:2003.11352 [pdf, other]
Title: Cryptocurrency Trading: A Comprehensive Survey
Subjects: Trading and Market Microstructure (q-fin.TR); Computational Finance (q-fin.CP)
[6]  arXiv:2003.11347 [pdf]
Title: Determinants of Interest Rates in the P2P Consumer Lending Market: How Rational are Investors?
Comments: 23 Pages, 8 Tables, 1 Figure
Subjects: General Finance (q-fin.GN); General Economics (econ.GN); Pricing of Securities (q-fin.PR); Risk Management (q-fin.RM)
[7]  arXiv:2003.11027 [pdf]
Title: Turn-of-the Year Affect in Gold Prices: Decomposition Analysis
Authors: Osman Gulseven
Comments: 12 pages, 6 tables, 2 graphs. Open Access Article which can be downloaded here:
Journal-ref: International Journal of Economic Studies, 2(3), 1-12 (2016)
Subjects: Statistical Finance (q-fin.ST)
[8]  arXiv:2003.11312 (cross-list from math.PR) [pdf, ps, other]
Title: Generalised Liouville Processes and their Properties
Subjects: Probability (math.PR); Pricing of Securities (q-fin.PR)
[9]  arXiv:2003.11221 (cross-list from q-bio.PE) [pdf, other]
Title: Susceptible-Infected-Recovered (SIR) Dynamics of COVID-19 and Economic Impact
Subjects: Populations and Evolution (q-bio.PE); General Economics (econ.GN)
[10]  arXiv:2003.11021 (cross-list from stat.OT) [pdf, other]
Title: Exploring the Effect of 2019-nCoV Containment Policies on Crime: The Case of Los Angeles
Comments: 39 pages, 2 figures. We will update the analysis of this paper bi-weekly as to continue monitoring the effects of the policies on crime
Subjects: Other Statistics (stat.OT); General Economics (econ.GN)

Wed, 25 Mar 2020

[11]  arXiv:2003.10922 [pdf, ps, other]
Title: Market structure dynamics during COVID-19 outbreak
Comments: 1 page, figures
Subjects: Statistical Finance (q-fin.ST); Statistical Mechanics (cond-mat.stat-mech)
[12]  arXiv:2003.10674 [pdf, other]
Title: Towards Explainability of Machine Learning Models in Insurance Pricing
Subjects: Risk Management (q-fin.RM); Machine Learning (cs.LG)
[13]  arXiv:2003.10502 [pdf, other]
Title: A closed-form solution for optimal mean-reverting trading strategies
Comments: 32 pages, 12 figures, 1 table
Subjects: Trading and Market Microstructure (q-fin.TR); Mathematical Finance (q-fin.MF)
[14]  arXiv:2003.10479 [pdf, ps, other]
Title: Non-asymptotic rates for the estimation of risk measures
Subjects: Risk Management (q-fin.RM); Optimization and Control (math.OC)
[15]  arXiv:2003.10998 (cross-list from cs.CY) [pdf, other]
Title: The Second Worldwide Wave of Interest in Coronavirus since the COVID-19 Outbreaks in South Korea, Italy and Iran: A Google Trends Study
Authors: Artur Strzelecki
Comments: 4 pages, 1 figure, 2 tables
Subjects: Computers and Society (cs.CY); Information Retrieval (cs.IR); General Economics (econ.GN)

Tue, 24 Mar 2020

[16]  arXiv:2003.10419 [pdf, other]
Title: Equity Factors: To Short Or Not To Short, That Is The Question
Comments: 9 pages, 11 figures
Subjects: Portfolio Management (q-fin.PM); Statistical Finance (q-fin.ST)
[17]  arXiv:2003.10353 [pdf, other]
Title: Effects of MiFID II on stock price formation
Subjects: Trading and Market Microstructure (q-fin.TR)
[18]  arXiv:2003.10121 [pdf, ps, other]
Title: Market Efficient Portfolios in a Systemic Economy
Subjects: Risk Management (q-fin.RM); Mathematical Finance (q-fin.MF)
[19]  arXiv:2003.10001 [pdf, other]
Title: Improved Price Oracles: Constant Function Market Makers
Subjects: Trading and Market Microstructure (q-fin.TR); Optimization and Control (math.OC)
[20]  arXiv:2003.09943 [pdf, ps, other]
Title: Reanimating a Dead Economy: Financial and Economic Analysis of a Zombie Outbreak
Subjects: General Finance (q-fin.GN)
[21]  arXiv:2003.09940 [pdf, ps, other]
Title: Optional projection under equivalent local martingale measures
Comments: 30 pages, no figures, no tables
Subjects: Mathematical Finance (q-fin.MF)
[22]  arXiv:2003.09723 [pdf, ps, other]
Title: Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis
Subjects: General Finance (q-fin.GN); Statistical Finance (q-fin.ST)
[23]  arXiv:2003.09720 [pdf, other]
Title: One model does not fit all: a multi-scale analysis of eighty-four cryptocurrencies
Subjects: Statistical Finance (q-fin.ST); General Finance (q-fin.GN)
[24]  arXiv:2003.10234 (cross-list from stat.OT) [pdf, other]
Title: Determining feature importance for actionable climate change mitigation policies
Subjects: Other Statistics (stat.OT); General Economics (econ.GN)
[25]  arXiv:2003.10014 (cross-list from econ.TH) [pdf, other]
Title: Reinforcement Learning in Economics and Finance
Subjects: Theoretical Economics (econ.TH); Machine Learning (cs.LG); Computational Finance (q-fin.CP)
[ total of 31 entries: 1-25 | 26-31 ]
[ showing 25 entries per page: fewer | more | all ]

Disable MathJax (What is MathJax?)

Links to: arXiv, form interface, find, q-fin, new, 2003, contact, help  (Access key information)