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Forecasting jump arrivals in stock prices: new attention-based network...

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October 14, 2019, 11:00 am

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Detecting and identifying arbitrage in the spot foreign exchange market

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October 14, 2019, 11:00 am

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Closed-form Arrow-Debreu pricing for the Hull-White short rate model

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October 14, 2019, 11:00 am

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Volatility modeling and prediction: the role of price impact

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October 14, 2019, 11:00 am

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A critical investigation of cryptocurrency data and analysis

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October 14, 2019, 11:00 am

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Trend-following market behaviour at the 4pm London time BFIX and WMR fixing...

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October 14, 2019, 11:00 am

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Pricing bounds and bang-bang analysis of the Polaris variable annuities

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October 14, 2019, 11:00 am

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Stock market trend prediction using a functional time series approach

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October 14, 2019, 11:00 am

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Exponentiation of conditional expectations under stochastic volatility

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October 14, 2019, 11:00 am

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On the interplay between multiscaling and stock dependence

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October 14, 2019, 11:00 am

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Analyzing order flows in limit order books with ratios of Cox-type intensities

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October 14, 2019, 11:01 am

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Calibrating rough volatility models: a convolutional neural network approach

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October 14, 2019, 11:01 am

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A path-integral approximation for non-linear diffusions

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October 14, 2019, 11:01 am

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Adaptive Lasso for vector Multiplicative Error Models

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October 14, 2019, 11:01 am

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Co-impact: crowding effects in institutional trading activity

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October 14, 2019, 11:01 am

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Representation of exchange option prices under stochastic volatility...

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October 14, 2019, 11:01 am

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The Book of Why: The New Science of Cause and Effect

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October 14, 2019, 11:01 am

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Calendar

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October 14, 2019, 11:01 am

Volume 19, Issue 11, November 2019, Page 1777-1777.

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All roads lead to quantitative finance

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October 14, 2019, 11:01 am

Volume 19, Issue 11, November 2019, Page 1775-1776.

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Election predictions are arbitrage-free: response to Taleb

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October 14, 2019, 11:01 am

Volume 19, Issue 11, November 2019, Page 1771-1774.

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