Research Hub
Peer-Reviewed
- Falling use of cash and population age structure
- Imbalanced data issues in machine learning classifiers: a case study
- Optimal multi-period transaction-cost-aware long-only portfolios and time consistency in efficiency
- Markovian approximations of stochastic Volterra equations with the fractional kernel
- Evidence of Crowding on Russell 3000 Reconstitution Events
Pre-Prints
- Forecasting financial markets with semantic network analysis in the COVID-19 crisis. (arXiv:2009.04975v3 [q-fin.GN] UPDATED)
- How to Prepare for the Next Pandemic — Investigation of Correlation Between Food Prices and COVID-19 From Global and Local Perspectives. (arXiv:2211.15515v1 [econ.GN])
- A model-free approach to continuous-time finance. (arXiv:2211.15531v1 [q-fin.MF])
- Ergodic robust maximization of asymptotic growth under stochastic volatility. (arXiv:2211.15628v1 [q-fin.MF])
- Optimal Investment with Correlated Stochastic Volatility Factors. (arXiv:1908.07626v3 [q-fin.MF] UPDATED)