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Statistical Finance

Authors and titles for recent submissions

[ total of 8 entries: 1-8 ]
[ showing up to 25 entries per page: fewer | more ]

Thu, 21 May 2020

[1]  arXiv:2005.09958 (cross-list from stat.ML) [pdf, other]
Title: Learning Undirected Graphs in Financial Markets
Comments: 5 pages, 13 figures, submitted to Asilomar Conference on Signals, Systems, and Computers, 2020
Subjects: Machine Learning (stat.ML); Computational Finance (q-fin.CP); Statistical Finance (q-fin.ST)

Wed, 20 May 2020

[2]  arXiv:2005.09036 [pdf, other]
Title: Non-Extensive Value-at-Risk Estimation During Times of Crisis
Subjects: Statistical Finance (q-fin.ST)
[3]  arXiv:2005.09166 (cross-list from econ.EM) [pdf, other]
Title: A Flexible Stochastic Conditional Duration Model
Subjects: Econometrics (econ.EM); Statistical Finance (q-fin.ST); Methodology (stat.ME)

Fri, 15 May 2020

[4]  arXiv:2005.06796 [pdf, ps, other]
Title: Public Concern and the Financial Markets during the COVID-19 outbreak
Subjects: Statistical Finance (q-fin.ST); General Finance (q-fin.GN)
[5]  arXiv:2005.06610 (cross-list from cs.CY) [pdf, other]
Title: Pump and Dumps in the Bitcoin Era: Real Time Detection of Cryptocurrency Market Manipulations
Comments: Accepted for publication at The 29th International Conference on Computer Communications and Networks (ICCCN 2020)
Subjects: Computers and Society (cs.CY); Cryptography and Security (cs.CR); Machine Learning (cs.LG); Statistical Finance (q-fin.ST)

Thu, 14 May 2020

[6]  arXiv:2005.06390 [pdf, ps, other]
Title: Multivariate non-Gaussian models for financial applications
Comments: 38 pages
Subjects: Statistical Finance (q-fin.ST); Computational Finance (q-fin.CP)

Tue, 12 May 2020

[7]  arXiv:2005.04955 [pdf, other]
Title: Multi-View Graph Convolutional Networks for Relationship-Driven Stock Prediction
Subjects: Statistical Finance (q-fin.ST); Machine Learning (cs.LG)
[8]  arXiv:2005.04761 (cross-list from q-fin.PM) [pdf, other]
Title: Statistical inference for the EU portfolio in high dimensions
Comments: 27 pages, 5 figures, 2 tables
Subjects: Portfolio Management (q-fin.PM); Statistics Theory (math.ST); Statistical Finance (q-fin.ST)
[ total of 8 entries: 1-8 ]
[ showing up to 25 entries per page: fewer | more ]