Research Hub
Peer-Reviewed
- Allocating and forecasting changes in risk
- Insurance institutional shareholding and banking systemic risk contagion: an empirical study based on a least absolute shrinkage and selection operator–vector autoregression high-dimensional network
- A multivariate 4/2 stochastic covariance model: properties and applications to portfolio decisions
- KELLY TRADING AND MARKET EQUILIBRIUM
- Efficient pricing and hedging of high-dimensional American options using deep recurrent networks
Pre-Prints
- The Difference-of-Log-Normals Distribution: Properties, Estimation, and Growth. (arXiv:2302.02486v1 [stat.ME])
- NPV, IRR, PI, PP, and DPP: a unified view. (arXiv:2302.02875v1 [econ.GN])
- Being at the core: firm product specialisation. (arXiv:2302.02767v1 [econ.GN])
- A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation. (arXiv:2302.02269v1 [q-fin.PM])
- Facts of US Firm Scale and Growth 1970-2019: An Illustrated Guide. (arXiv:2302.02485v1 [q-fin.GN])