Research Hub
Peer-Reviewed
- The role of a green factor in stock prices: when Fama and French go green
- Quantifying dimensional change in stochastic portfolio theory
- Simulation of Arbitrage-Free Implied Volatility Surfaces
- Predictable Losses of Liquidity Provision in Constant Function Markets and Concentrated Liquidity Markets
- A càdlàg rough path foundation for robust finance
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])