cicyt UNIZAR

Statistical Finance

Authors and titles for recent submissions

[ total of 7 entries: 1-7 ]
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Tue, 20 Mar 2018

[1]  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)
[2]  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)
[3]  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)

Mon, 19 Mar 2018

[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)

Wed, 14 Mar 2018

[5]  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)

Tue, 13 Mar 2018

[6]  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)

Mon, 12 Mar 2018

[7]  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)
[ total of 7 entries: 1-7 ]
[ showing up to 25 entries per page: fewer | more ]

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