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Statistical Finance

Authors and titles for recent submissions

[ total of 6 entries: 1-6 ]
[ showing up to 25 entries per page: fewer | more ]

Wed, 20 Sep 2017

[1]  arXiv:1709.06279 [pdf, other]
Title: Universal Lévy's Stable Law of Stock Market and its Characterization
Subjects: Statistical Finance (q-fin.ST)

Tue, 19 Sep 2017

[2]  arXiv:1709.05823 [pdf, other]
Title: A new approach to the modeling of financial volumes
Subjects: Statistical Finance (q-fin.ST)

Thu, 14 Sep 2017

[3]  arXiv:1709.04059 (cross-list from q-fin.CP) [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

[4]  arXiv:1709.03611 [pdf, other]
Title: A Modified Levy Jump-Diffusion Model Based on Market Sentiment Memory for Online Jump Prediction
Subjects: Statistical Finance (q-fin.ST); Computational Engineering, Finance, and Science (cs.CE)
[5]  arXiv:1709.03943 (cross-list from cs.LG) [pdf, other]
Title: Support Spinor Machine
Comments: 18 pages, 12 figures, 6 tables
Journal-ref: Digital Signal Processing 70 (2017) 59-72
Subjects: Learning (cs.LG); Signal Processing (eess.SP); Statistical Finance (q-fin.ST); Machine Learning (stat.ML)

Mon, 11 Sep 2017

[6]  arXiv:1709.02502 [pdf, other]
Title: Testing if the market microstructure noise is a function of the limit order book
Comments: 59 pages, 4 figures, 5 tables
Subjects: Statistical Finance (q-fin.ST)
[ total of 6 entries: 1-6 ]
[ showing up to 25 entries per page: fewer | more ]

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