Search Results for author:
Found 2 papers, 0 papers with code
Learning Financial Networks with High-frequency Trade Data
The edges in our network are determined by using microstructure measures of one firm to forecast the sign of the change in a market measure (either realized volatility or returns kurtosis) of another firm.
Constructive Decision Theory
In most contemporary approaches to decision making, a decision problem is described by a sets of states and set of outcomes, and a rich set of acts, which are functions from states to outcomes over which the decision maker (DM) has preferences.
Cannot find the paper you are looking for? You can
Submit a new open access paper.
