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Jumps and oil futures volatility forecasting : a new insight
Ma, Feng
;
Liang, Chao
;
Zeng, Qing
;
Li, Haibo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 853-863
Persistent link: https://www.econbiz.de/10012500197
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The volatility risk premium in the oil market
Bouchouev, Ilia
;
Johnson, Brett
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
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A deep learning approach to estimating fill probabilities in a limit order book
Maglaras, Costis
;
Moallemi, Ciamac C.
;
Wang, Muye
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1989-2003
Persistent link: https://www.econbiz.de/10013490915
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Learning a functional control for high-frequency finance
Leal, Laura
;
Lauriere, Mathieu
;
Lehalle, Charles-Albert
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928
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FuNVol : multi-asset implied volatility market simulator using functional principal components and neural SDEs
Choudhary, Vedant
;
Jaimungal, Sebastian
;
Bergeron, Maxime
- In:
Quantitative finance
24
(
2024
)
8
,
pp. 1077-1103
Persistent link: https://www.econbiz.de/10015196872
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Neural network empowered liquidity pricing in a two-price economy under conic finance settings
Michielon, Matteo
;
Franquinho, Diogo
;
Gentile, Alessandro
; …
- In:
Quantitative finance
24
(
2024
)
8
,
pp. 1129-1156
Persistent link: https://www.econbiz.de/10015196874
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Deep calibration with random grids
Baschetti, Fabio
;
Bormetti, Giacomo
;
Rossi, Pietro
- In:
Quantitative finance
24
(
2024
)
9
,
pp. 1263-1285
Persistent link: https://www.econbiz.de/10015196885
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8
Neural network copula portfolio optimization for exchange traded funds
Zhao, Yang
;
Stasinakis, Charalampos
;
Sermpinis, Georgios
; …
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 761-775
Persistent link: https://www.econbiz.de/10011907933
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SABR equipped with AI wings
Funahashi, Hideharu
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 229-249
Persistent link: https://www.econbiz.de/10014232624
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Integrating prediction in mean-variance portfolio optimization
Butler, Andrew
;
Kwon, Roy H.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 429-452
Persistent link: https://www.econbiz.de/10014232664
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