Research Hub
Peer-Reviewed
- Dynamics of market making algorithms in dealer markets: Learning and tacit collusion
- Weighted variance swaps hedge against impermanent loss
- Trading under the proof‐of‐stake protocol – A continuous‐time control approach
- A generative model of a limit order book using recurrent neural networks
- A modified hybrid feature-selection method based on a filter and wrapper approach for credit risk forecasting
Pre-Prints
- Paradoxical Oddities in Two Multiwinner Elections from Scotland. (arXiv:2305.20078v1 [econ.GN])
- Proof-of-work consensus by quantum sampling. (arXiv:2305.19865v1 [quant-ph])
- Parameter Estimation Methods of Required Rate of Return. (arXiv:2305.19708v1 [q-fin.CP])
- Deep into The Domain Shift: Transfer Learning through Dependence Regularization. (arXiv:2305.19499v1 [cs.LG])
- Modeling and evaluating conditional quantile dynamics in VaR forecasts. (arXiv:2305.20067v1 [q-fin.RM])