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Statistical Finance

Authors and titles for recent submissions

[ total of 7 entries: 1-7 ]
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Fri, 16 Feb 2018

[1]  arXiv:1802.05326 [pdf]
Title: Analysis of Financial Credit Risk Using Machine Learning
Authors: Jacky C.K. Chow
Comments: MBA Thesis, April 2017, Aston Business School, Aston University, United Kingdom
Subjects: Statistical Finance (q-fin.ST); Econometrics (econ.EM); Mathematical Finance (q-fin.MF)
[2]  arXiv:1802.05495 (cross-list from stat.ME) [pdf, other]
Title: An Operational (Preasymptotic) Measure of Fat-tailedness
Subjects: Methodology (stat.ME); Statistical Finance (q-fin.ST)

Fri, 9 Feb 2018

[3]  arXiv:1802.02699 [pdf, ps, other]
Title: Immediate Causality Network of Stock Markets
Comments: 7pages, 5figures
Subjects: Statistical Finance (q-fin.ST); Physics and Society (physics.soc-ph)

Tue, 6 Feb 2018

[4]  arXiv:1802.01540 [pdf, other]
Title: Indexed Markov Chains for financial data: testing for the number of states of the index process
Subjects: Statistical Finance (q-fin.ST)
[5]  arXiv:1802.01113 [pdf, ps, other]
Title: On the interplay between multiscaling and average cross-correlation
Comments: 17 pages, 3 figures, 7 tables
Subjects: Statistical Finance (q-fin.ST)

Thu, 1 Feb 2018

[6]  arXiv:1801.10583 [pdf, other]
Title: Short- to Mid-term Day-Ahead Electricity Price Forecasting Using Futures
Subjects: Statistical Finance (q-fin.ST)

Fri, 26 Jan 2018

[7]  arXiv:1801.08256 (cross-list from stat.ML) [pdf, other]
Title: A Hilbert Space of Stationary Ergodic Processes
Comments: 10 pages, 3 figures
Subjects: Machine Learning (stat.ML); Discrete Mathematics (cs.DM); Statistical Finance (q-fin.ST); Methodology (stat.ME)
[ total of 7 entries: 1-7 ]
[ showing up to 25 entries per page: fewer | more ]

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