1. In recent years, machine learning has been adopted to examine the complex and nonlinear dynamics in asset pricing (Giglio, Kelly, and Xiu 2022; Nagel 2021), derivative pricing (Culkin and Das 20... Ruixun Zhang a Center for Statistical Science, National Engineering Laboratory for Big Data Analysis, and Laboratory for Mathematical …
Näe rohkem >>2 Jiang, Kelly, and Xiu (Citation 2022), a primary example in this literature, focus on learning price patterns from candlestick charts for future price trends, while our framework is able to extract information from both candlestick charts and, more broadly, any images constructed from financial time series.
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Näe rohkem >>In this paper, the rational Ringel-Hall algebras for tame quivers are introduced and are identified with the positive part of the quantum extended Kac-Moody algebras. By using the rational Ringel-Hall algebras, we show that the existence of Hall polynomials for tame quiver algebras. The PBW bases are constructed and new classes of perverse sheaves are …
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Näe rohkem >>PDF of the paper titled Symplectic conditions on Grassmannian, flag, and Schubert varieties, by Jiajun Xu and Guanglian Zhang Download PDF Abstract: In this paper, the authors give a description of the set-theoretical defining equations of symplectic ...
Näe rohkem >>View a PDF of the paper titled Symplectic conditions on Grassmannian, flag, and Schubert varieties, by Jiajun Xu and Guanglian Zhang View PDF Abstract: In this paper, a description of the set-theoretical defining equations of symplectic (type C) Grassmannian ...
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