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Results 1 - 20 of 3,529  for All Library Resources

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1
Complex network analysis of cryptocurrency market during crashes
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Complex network analysis of cryptocurrency market during crashes

http://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2405.05642

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2
High-Frequency Stock Market Order Transitions during the US-China Trade War 2018: A Discrete-Time Markov Chain Analysis
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High-Frequency Stock Market Order Transitions during the US-China Trade War 2018: A Discrete-Time Markov Chain Analysis

http://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2405.05634

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3
Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK
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Article
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Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK

arXiv.org, 2024-04

2024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2404.01451

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4
A closer look at the chemical potential of an ideal agent system
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A closer look at the chemical potential of an ideal agent system

http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2401.09233

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5
An Information Theory Approach to the Stock and Cryptocurrency Market: A Statistical Equilibrium Perspective
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An Information Theory Approach to the Stock and Cryptocurrency Market: A Statistical Equilibrium Perspective

http://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2310.04907

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6
Covariance matrix filtering and portfolio optimisation: the Average Oracle vs Non-Linear Shrinkage and all the variants of DCC-NLS
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Covariance matrix filtering and portfolio optimisation: the Average Oracle vs Non-Linear Shrinkage and all the variants of DCC-NLS

http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2309.17219

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7
Advanced Statistical Arbitrage with Reinforcement Learning
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Article
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Advanced Statistical Arbitrage with Reinforcement Learning

arXiv.org, 2024-03

2024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2403.12180

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8
The puzzle of Carbon Allowance spread
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Article
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The puzzle of Carbon Allowance spread

arXiv.org, 2024-02

2024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2405.12982

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9
Detection and Forecasting of Extreme event in Stock Price Triggered by Fundamental, Technical, and External Factors
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Article
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Detection and Forecasting of Extreme event in Stock Price Triggered by Fundamental, Technical, and External Factors

http://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2206.13860

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10
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log-returns: out-of-sample comparison of conditional EVT models
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Article
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2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log-returns: out-of-sample comparison of conditional EVT models

http://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2202.01043

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11
Previs\~ao dos pre\c{c}os de abertura, m\'inima e m\'axima de \'indices de mercados financeiros usando a associa\c{c}\~ao de redes neurais LSTM
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Article
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Previs\~ao dos pre\c{c}os de abertura, m\'inima e m\'axima de \'indices de mercados financeiros usando a associa\c{c}\~ao de redes neurais LSTM

http://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2108.10065

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12
Decision Trees for Intuitive Intraday Trading Strategies
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Article
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Decision Trees for Intuitive Intraday Trading Strategies

arXiv.org, 2024-05

2024. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2405.13959

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13
The $\kappa$-generalised Distribution for Stock Returns
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Article
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The $\kappa$-generalised Distribution for Stock Returns

http://creativecommons.org/licenses/by/4.0 ;DOI: 10.48550/arxiv.2405.09929

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14
Kernel Three Pass Regression Filter
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Article
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Kernel Three Pass Regression Filter

arXiv.org, 2024-05

2024. This work is published under http://creativecommons.org/licenses/by-nc-sa/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by-nc-sa/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2405.07292

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15
A novel portfolio construction strategy based on the core-periphery profile of stocks
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Article
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A novel portfolio construction strategy based on the core-periphery profile of stocks

arXiv.org, 2024-04

2024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2405.12993

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16
Discrete Hawkes process with flexible residual distribution and filtered historical simulation
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Article
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Discrete Hawkes process with flexible residual distribution and filtered historical simulation

arXiv.org, 2024-01

2024. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2401.13890

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17
Structured factor copulas for modeling the systemic risk of European and United States banks
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Article
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Structured factor copulas for modeling the systemic risk of European and United States banks

http://creativecommons.org/licenses/by-nc-sa/4.0 ;DOI: 10.48550/arxiv.2401.03443

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18
Economic Forces in Stock Returns
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Article
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Economic Forces in Stock Returns

http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2401.04132

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19
Aplica\c{c}\~ao do Movimento Browniano Geom\'etrico para Simula\c{c}\~ao de Pre\c{c}os de A\c{c}\~oes do \'Indice Brasileiro de Small Caps
Material Type:
Article
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Aplica\c{c}\~ao do Movimento Browniano Geom\'etrico para Simula\c{c}\~ao de Pre\c{c}os de A\c{c}\~oes do \'Indice Brasileiro de Small Caps

http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;DOI: 10.48550/arxiv.2011.08128

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20
Multiple-bubble testing in the cryptocurrency market: a case study of bitcoin
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Article
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Multiple-bubble testing in the cryptocurrency market: a case study of bitcoin

arXiv.org, 2023-12

2023. This work is published under http://creativecommons.org/licenses/by-sa/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://creativecommons.org/licenses/by-sa/4.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.2401.05417

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