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Computational Finance

Authors and titles for recent submissions

[ total of 5 entries: 1-5 ]
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Thu, 21 Sep 2017

[1]  arXiv:1709.06759 (cross-list from q-fin.TR) [pdf, ps, other]
Title: Market Dynamics. On A Muse Of Cash Flow And Liquidity Deficit
Subjects: Trading and Market Microstructure (q-fin.TR); Computational Finance (q-fin.CP)

Wed, 20 Sep 2017

[2]  arXiv:1709.06517 (cross-list from q-fin.PR) [pdf]
Title: Numerical analysis for a unified 2 factor model of structural and reduced form types for corporate bonds with fixed discrete coupon
Comments: 14 pages, 11 figures
Subjects: Pricing of Securities (q-fin.PR); Numerical Analysis (math.NA); Computational Finance (q-fin.CP)

Mon, 18 Sep 2017

[3]  arXiv:1709.05287 (cross-list from math.PR) [pdf, other]
Title: Sampling of probability measures in the convex order and approximation of Martingale Optimal Transport problems
Subjects: Probability (math.PR); Computational Finance (q-fin.CP)

Thu, 14 Sep 2017

[4]  arXiv:1709.04059 [pdf, other]
Title: Random walks and market efficiency in Chinese and Indian equity markets
Subjects: Computational Finance (q-fin.CP); Statistical Finance (q-fin.ST)

Wed, 13 Sep 2017

[5]  arXiv:1709.03803 [pdf, other]
Title: Deep Stock Representation Learning: From Candlestick Charts to Investment Decisions
Subjects: Computational Finance (q-fin.CP)
[ total of 5 entries: 1-5 ]
[ showing up to 25 entries per page: fewer | more ]

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