CORC

浏览/检索结果: 共11条,第1-10条 帮助

已选(0)清除 条数/页:   排序方式:
Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy 期刊论文
COMPUTATIONAL ECONOMICS, 2021, 页码: 22
作者:  Zhan, Baoqiang;  Zhang, Shu;  Du, Helen S.;  Yang, Xiaoguang
收藏  |  浏览/下载:13/0  |  提交时间:2022/04/02
An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 179, 期号: 2, 页码: 654-675
作者:  Tie, Jingzhi;  Zhang, Hanqin;  Zhang, Qing
收藏  |  浏览/下载:18/0  |  提交时间:2018/11/16
Forecasting return volatility: Level shifts with varying jump probability and mean reversion 期刊论文
INTERNATIONAL JOURNAL OF FORECASTING, 2014, 卷号: 30, 期号: 3, 页码: 449-463
作者:  Xu, Jiawen;  Perron, Pierre
收藏  |  浏览/下载:4/0  |  提交时间:2019/08/22
Multidimensionally-constrained relativistic mean-field models and potential-energy surfaces of actinide nuclei 期刊论文
PHYSICAL REVIEW C, 2014, 卷号: 89, 期号: 1, 页码: 14323
作者:  Zhou, SG
收藏  |  浏览/下载:16/0  |  提交时间:2014/04/25
Multidimensionally-constrained relativistic mean-field models and potential-energy surfaces of actinide nuclei 期刊论文
PHYSICAL REVIEW C, 2014, 卷号: 89, 期号: 1, 页码: 14323
作者:  Lu, BN;  Zhao, J;  Zhao, EG;  Zhou, SG
收藏  |  浏览/下载:10/0  |  提交时间:2017/02/27
Pricing method for MBS based on simulated interest rate paths and spread-prepayment curve 期刊论文
2010, 2010
Zhao Hong-xu; Wu Su
收藏  |  浏览/下载:4/0
基于仿真利率路径和Spread-Prepaymet曲线的MBS定价方法 期刊论文
2010, 2010
赵宏旭; 吴甦; ZHAO Hong-xu; WU Su
收藏  |  浏览/下载:3/0
我国短期利率均值回复假设的实证研究 期刊论文
2010, 2010
董乐
收藏  |  浏览/下载:2/0
中国股票市场Beta系数均值回归特性分析 期刊论文
2010, 2010
孙力强; 陈小悦
收藏  |  浏览/下载:1/0
Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk 期刊论文
Mathematical Methods of Operations Research, 2008, 卷号: Vol.68 No.1, 页码: 97-123
作者:  Ewald, Christian-Oliver;  Yang, Zhaojun
收藏  |  浏览/下载:4/0  |  提交时间:2020/01/13


©版权所有 ©2017 CSpace - Powered by CSpace