Research Hub

Peer-Reviewed

The role of a green factor in stock prices: when Fama and French go green
Risk.net Journals 11 days ago
Quantifying dimensional change in stochastic portfolio theory
Mathematical Finance 11 days ago By Erhan Bayraktar, Donghan Kim, Abhishek Tilva
Simulation of Arbitrage-Free Implied Volatility Surfaces
Applied Mathematical Finance 11 days ago By Rama ContMilena VuletićMathematical Institute, University of Oxford, Oxford, England
Predictable Losses of Liquidity Provision in Constant Function Markets and Concentrated Liquidity Markets
Applied Mathematical Finance 15 days ago By Álvaro CarteaFayçal DrissiMarcello Mongaa Oxford-Man Institute of Quantitative Finance, University of Oxford, Oxford, United Kingdomb Mathematical Institute, University of Oxford, Oxford, United Kingdom
A càdlàg rough path foundation for robust finance
Latest Results for Finance and Stochastics 15 days ago

Pre-Prints

Earnings Prediction Using Recurrent Neural Networks. (arXiv:2311.10756v1 [q-fin.ST])
Fast and Stable Credit Gamma of CVA. (arXiv:2311.11672v1 [q-fin.CP])
Research on the Dynamic Evolution and Influencing Factors of Energy Resilience in China. (arXiv:2311.10987v1 [econ.GN])
Multi-stage optimisation towards transformation pathways for municipal energy systems. (arXiv:2311.11576v1 [eess.SY])
AI Ethics and Ordoliberalism 2.0: Towards A 'Digital Bill of Rights'. (arXiv:2311.10742v1 [cs.CY])