cicyt UNIZAR

Statistical Finance

Authors and titles for q-fin.ST in Mar 2018

[ total of 12 entries: 1-12 ]
[ showing up to 25 entries per page: fewer | more ]
[1]  arXiv:1803.00374 [pdf, ps, other]
Title: Exploring the relationship between money stock and GDP in the Euro Area via a bootstrap test for Granger-causality in the frequency domain
Subjects: Statistical Finance (q-fin.ST); Applications (stat.AP)
[2]  arXiv:1803.03573 [pdf, other]
Title: Bayesian mean-variance analysis: Optimal portfolio selection under parameter uncertainty
Comments: 21 pages, 5 figures
Subjects: Statistical Finance (q-fin.ST); Portfolio Management (q-fin.PM)
[3]  arXiv:1803.04591 [pdf, other]
Title: A Generalization of the Robust Positive Expectation Theorem for Stock Trading via Feedback Control
Comments: accepted at the European Control Conference 2018
Subjects: Statistical Finance (q-fin.ST); Computational Finance (q-fin.CP)
[4]  arXiv:1803.06223 [pdf, ps, other]
Title: Effective construction of threshold networks of stock markets
Comments: latex, 15 pages, 6 figures
Subjects: Statistical Finance (q-fin.ST); Physics and Society (physics.soc-ph)
[5]  arXiv:1803.06653 [pdf]
Title: Modeling stock markets through the reconstruction of market processes
Comments: 49 pages, dissertation
Subjects: Statistical Finance (q-fin.ST); Computational Finance (q-fin.CP)
[6]  arXiv:1803.06917 [pdf, other]
Title: Universal features of price formation in financial markets: perspectives from Deep Learning
Subjects: Statistical Finance (q-fin.ST); Trading and Market Microstructure (q-fin.TR); Machine Learning (stat.ML)
[7]  arXiv:1803.00261 (cross-list from q-fin.RM) [pdf, other]
Title: Credit Risk Meets Random Matrices: Coping with Non-Stationary Asset Correlations
Comments: Review of a new random matrix approach to credit risk
Subjects: Risk Management (q-fin.RM); Statistical Finance (q-fin.ST)
[8]  arXiv:1803.01389 (cross-list from q-fin.PM) [pdf]
Title: Comparing Asset Pricing Models: Distance-based Metrics and Bayesian Interpretations
Comments: 50 pages, 1 figure, 9 tables
Subjects: Portfolio Management (q-fin.PM); Statistical Finance (q-fin.ST)
[9]  arXiv:1803.02019 (cross-list from q-fin.CP) [pdf, ps, other]
Title: Modelling stock correlations with expected returns from investors
Subjects: Computational Finance (q-fin.CP); Statistical Finance (q-fin.ST)
[10]  arXiv:1803.04094 (cross-list from q-fin.MF) [pdf, other]
Title: Algorithmic Trading with Partial Information: A Mean Field Game Approach
Comments: 39 pages, 1 figure
Subjects: Mathematical Finance (q-fin.MF); Probability (math.PR); Statistical Finance (q-fin.ST); Trading and Market Microstructure (q-fin.TR)
[11]  arXiv:1803.02962 (cross-list from econ.EM) [pdf]
Title: Does the time horizon of the return predictive effect of investor sentiment vary with stock characteristics? A Granger causality analysis in the frequency domain
Subjects: Econometrics (econ.EM); Statistical Finance (q-fin.ST)
[12]  arXiv:1803.06738 (cross-list from stat.ME) [pdf, other]
Title: Large-Scale Dynamic Predictive Regressions
Subjects: Methodology (stat.ME); Econometrics (econ.EM); Statistical Finance (q-fin.ST)
[ total of 12 entries: 1-12 ]
[ showing up to 25 entries per page: fewer | more ]

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