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ECONIS (ZBW)
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1
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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2
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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3
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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4
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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5
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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6
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
Saved in:
7
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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8
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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9
Generative Bayesian neural network model for risk-neutral pricing of American index options
Jang, Huisu
;
Lee, Jaewook
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 587-603
Persistent link: https://www.econbiz.de/10012194699
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10
Enhancing the momentum strategy through deep regression
Kim, Saejoon
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1121-1133
Persistent link: https://www.econbiz.de/10012194747
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