{"results":[{"id":"crossref_10.1038/s41598-026-36897-1","title":"Climate-driven reproductive decline in Southern right whales","authors":[{"name":"Claire Charlton"},{"name":"Matthew Germishuizen"},{"name":"Bridgette O’Shannessy"},{"name":"Robert McCauley"},{"name":"Els Vermeulen"},{"name":"Elisa Seyboth"},{"name":"Robert L. Brownell"},{"name":"Stephen Burnell"}],"abstract":"","source":"CrossRef","year":2026,"language":"en","subjects":null,"doi":"10.1038/s41598-026-36897-1","url":"https://doi.org/10.1038/s41598-026-36897-1","pdf_url":"https://www.nature.com/articles/s41598-026-36897-1.pdf","is_open_access":true,"citations":1,"published_at":"","score":70.03},{"id":"arxiv_2603.07692","title":"Understanding the Long-Only Minimum Variance Portfolio","authors":[{"name":"Nick L. Gunther"},{"name":"Alec N. Kercheval"},{"name":"Ololade Sowunmi"}],"abstract":"For a covariance matrix coming from a factor model of returns, we investigate the relationship between the long-only global minimum variance portfolio and the asset exposures to the factors. In the case of a 1-factor model, we provide a rigorous and explicit description of the long-only solution in terms of the parameters of the covariance matrix. For $q\u003e1$ factors, we provide a description of the long-only portfolio in geometric terms. The results are illustrated with empirical daily returns of US stocks.","source":"arXiv","year":2026,"language":"en","subjects":["q-fin.MF","q-fin.PM","q-fin.RM"],"url":"https://arxiv.org/abs/2603.07692","pdf_url":"https://arxiv.org/pdf/2603.07692","is_open_access":true,"published_at":"2026-03-08T15:47:09Z","score":70},{"id":"arxiv_2512.24906","title":"Stochastic factors can matter: improving robust growth under ergodicity","authors":[{"name":"Balint Binkert"},{"name":"David Itkin"},{"name":"Paul Mangers Bastian"},{"name":"Josef Teichmann"}],"abstract":"Drifts of asset returns are notoriously difficult to model accurately and, yet, trading strategies obtained from portfolio optimization are very sensitive to them. To mitigate this well-known phenomenon we study robust growth-optimization in a high-dimensional incomplete market under drift uncertainty of the asset price process $X$, under an additional ergodicity assumption, which constrains but does not fully specify the drift in general. The class of admissible models allows $X$ to depend on a multivariate stochastic factor $Y$ and fixes (a) their joint volatility structure, (b) their long-term joint ergodic density and (c) the dynamics of the stochastic factor process $Y$. A principal motivation of this framework comes from pairs trading, where $X$ is the spread process and models with the above characteristics are commonplace. Our main results determine the robust optimal growth rate, construct a worst-case admissible model and characterize the robust growth-optimal strategy via a solution to a certain partial differential equation (PDE). We demonstrate that utilizing the stochastic factor leads to improvement in robust growth complementing the conclusions of the previous study by Itkin et. al. (arXiv:2211.15628 [q-fin.MF], forthcoming in $\\textit{Finance and Stochastics}$), which additionally robustified the dynamics of the stochastic factor leading to $Y$-independent optimal strategies. Our analysis leads to new financial insights, quantifying the improvement in growth the investor can achieve by optimally incorporating stochastic factors into their trading decisions. We illustrate our theoretical results on several numerical examples including an application to pairs trading.","source":"arXiv","year":2025,"language":"en","subjects":["q-fin.MF","math.PR"],"url":"https://arxiv.org/abs/2512.24906","pdf_url":"https://arxiv.org/pdf/2512.24906","is_open_access":true,"published_at":"2025-12-31T15:05:01Z","score":69},{"id":"arxiv_2502.17906","title":"Why do financial prices exhibit Brownian motion despite predictable order flow?","authors":[{"name":"Yuki Sato"},{"name":"Kiyoshi Kanazawa"}],"abstract":"In financial market microstructure, there are two enigmatic empirical laws: (i) the market-order flow has predictable persistence due to metaorder splitters by institutional investors, well formulated as the Lillo-Mike-Farmer model. However, this phenomenon seems paradoxical given the diffusive and unpredictable price dynamics; (ii) the price impact $I(Q)$ of a large metaorder $Q$ follows the square-root law, $I(Q)\\propto \\sqrt{Q}$. Here we theoretically reveal why price dynamics follows Brownian motion despite predictable order flow by unifying these enigmas. We generalize the Lillo-Mike-Farmer model to nonlinear price-impact dynamics, which is mapped to an exactly solvable Lévy-walk model. Our exact solution shows that the price dynamics remains diffusive under the square-root law, even under persistent order flow. This work illustrates the crucial role of the square-root law in mitigating large price movements by large metaorders, thereby leading to the Brownian price dynamics, consistently with the efficient market hypothesis over long timescales.","source":"arXiv","year":2025,"language":"en","subjects":["q-fin.TR","cond-mat.stat-mech","econ.GN","q-fin.MF","q-fin.PR"],"url":"https://arxiv.org/abs/2502.17906","pdf_url":"https://arxiv.org/pdf/2502.17906","is_open_access":true,"published_at":"2025-02-25T07:12:03Z","score":69},{"id":"arxiv_2503.08666","title":"Modeling Stock Return Distributions and Pricing Options","authors":[{"name":"Xinxin Jiang"}],"abstract":"This paper provides evidence that stock returns, after truncation, might be modeled by a special type of continuous mixtures or normals, so-called $q$-Gaussians. Negative binomial distributions might model the counts for extreme returns. A generalized jump-diffusion model is proposed, and an explicit option pricing formula is obtained.","source":"arXiv","year":2025,"language":"en","subjects":["q-fin.MF"],"url":"https://arxiv.org/abs/2503.08666","pdf_url":"https://arxiv.org/pdf/2503.08666","is_open_access":true,"published_at":"2025-03-11T17:52:35Z","score":69},{"id":"arxiv_2412.15172","title":"Option Pricing with a Compound CARMA(p,q)-Hawkes","authors":[{"name":"Lorenzo Mercuri"},{"name":"Andrea Perchiazzo"},{"name":"Edit Rroji"}],"abstract":"A self-exciting point process with a continuous-time autoregressive moving average intensity process, named CARMA(p,q)-Hawkes model, has recently been introduced. The model generalizes the Hawkes process by substituting the Ornstein-Uhlenbeck intensity with a CARMA(p,q) model where the associated state process is driven by the counting process itself. The proposed model preserves the same degree of tractability as the Hawkes process, but it can reproduce more complex time-dependent structures observed in several market data. The paper presents a new model of asset price dynamics based on the CARMA(p,q) Hawkes model. It is constructed using a compound version of it with a random jump size that is independent of both the counting and the intensity processes and can be employed as the main block for pure jump and (stochastic volatility) jump-diffusion processes. The numerical results for pricing European options illustrate that the new model can replicate the volatility smile observed in financial markets. Through an empirical analysis, which is presented as a calibration exercise, we highlight the role of higher order autoregressive and moving average parameters in pricing options.","source":"arXiv","year":2024,"language":"en","subjects":["q-fin.MF"],"url":"https://arxiv.org/abs/2412.15172","pdf_url":"https://arxiv.org/pdf/2412.15172","is_open_access":true,"published_at":"2024-12-19T18:47:52Z","score":68},{"id":"arxiv_2402.07185","title":"Existence of an equilibrium with limited stock market participation and power utilities","authors":[{"name":"Paolo Guasoni"},{"name":"Kasper Larsen"},{"name":"Giovanni Leoni"}],"abstract":"For constants $γ\\in (0,1)$ and $A\\in (1,\\infty)$, we prove existence and uniqueness of a solution to the singular and path-dependent Riccati-type ODE \\begin{align*} \\begin{cases} h'(y) = \\frac{1+γ}{y}\\big( γ- h(y)\\big)+h(y)\\frac{γ+ \\big((A-γ)e^{\\int_y^1 \\frac{1-h(q)}{1-q}dq}-A\\big)h(y)}{1-y},\\quad y\\in(0,1), h(0) = γ, \\quad h(1) = 1. \\end{cases} \\end{align*} As an application, we use the ODE solution to prove existence of a Radner equilibrium with homogenous power-utility investors in the limited participation model from Basak and Cuoco (1998).","source":"arXiv","year":2024,"language":"en","subjects":["q-fin.MF","math.AP"],"url":"https://arxiv.org/abs/2402.07185","pdf_url":"https://arxiv.org/pdf/2402.07185","is_open_access":true,"published_at":"2024-02-11T12:36:56Z","score":68},{"id":"crossref_10.3354/esr01327","title":"Variation in glider-detected North Atlantic right, blue, and fin whale calls in proximity to high-traffic shipping lanes","authors":[{"name":"KL Indeck"},{"name":"R Gehrmann"},{"name":"AL Richardson"},{"name":"D Barclay"},{"name":"MF Baumgartner"},{"name":"V Nolet"},{"name":"KTA Davies"}],"abstract":"Passive acoustic monitoring has become an integral tool for determining the presence, distribution, and behavior of vocally active cetacean species. Acoustically equipped underwater gliders are becoming a routine monitoring platform, because they can cover large spatial scales during a single deployment and have the capability to relay data to shore in near real-time. Yet, more research is needed to determine what information can be derived from glider-recorded cetacean detections. Here, a Slocum glider that monitored continuously for low frequency (\u003c1 kHz) baleen whale vocalizations was deployed across the Honguedo Strait and the associated traffic separation scheme in the Gulf of St. Lawrence, Canada, during September and October 2019. We conducted a manual analysis of the archived audio to examine spatial and temporal variation in acoustic detection rates of North Atlantic right whales (NARWs), blue whales, and fin whales. Call detections of blue and fin whales demonstrated that both species were acoustically active throughout the deployment. Environmental association models suggested their preferential use of foraging areas along the southern slopes of the Laurentian Channel. Results also indicate that elevated background noise levels in the shipping lanes from vessel traffic only minimally influenced the likelihood of detecting blue whale acoustic presence, while they did not affect fin whale detectability. NARWs were definitively detected on less than 20% of deployment days, so only qualitative assessments of their presence were described. Nevertheless, detections of all 3 species highlight that their movements throughout this seasonally important region overlap with a high volume of vessel traffic, increasing their risk of ship strike.","source":"CrossRef","year":2024,"language":"en","subjects":null,"doi":"10.3354/esr01327","url":"https://doi.org/10.3354/esr01327","pdf_url":"https://www.int-res.com/articles/esr2024/54/n054p191.pdf","is_open_access":true,"published_at":"","score":68},{"id":"crossref_10.1007/s00432-023-04669-3","title":"Diagnosis and treatment of MPN in real life: exploratory and retrospective chart review including 960 MPN patients diagnosed with ET or MF in Germany","authors":[{"name":"Andreas Schmidt"},{"name":"Christiane Bernhardt"},{"name":"Dieter Bürkle"},{"name":"Stefan Fries"},{"name":"Carla V. Hannig"},{"name":"Kathleen Jentsch-Ullrich"},{"name":"Andreas Josting"},{"name":"Stephan Kreher"},{"name":"Marcel Reiser"},{"name":"Hans Tilman Steinmetz"},{"name":"Hans Tesch"},{"name":"Stephanie Terner"},{"name":"Alexander Schulte"},{"name":"Carl C. Crodel"},{"name":"Francesca Palandri"},{"name":"Florian H. Heidel"}],"abstract":"Abstract Purpose The WHO 2016 re-classification of myeloproliferative neoplasms resulted in a separation of essential thrombocythemia (ET) from the pre-fibrotic and fibrotic (overt) phases of primary myelofibrosis (MF). This study reports on a chart review conducted to evaluate the real life approach regarding clinical characteristics, diagnostic assessment, risk stratification and treatment decisions for MPN patients classified as ET or MF after implementation of the WHO 2016 classification. Methods In this retrospective chart review, 31 office-based hematologists/oncologists and primary care centers in Germany participated between April 2021 and May 2022. Physicians reported available data obtained from patient charts via paper–pencil based survey (secondary use of data). Patient features were evaluated using descriptive analysis, also including diagnostic assessment, therapeutic strategies and risk stratification. Results Data of 960 MPN patients diagnosed with essential thrombocythemia (ET) (n = 495) or myelofibrosis (MF) (n = 465) after implementation of the revised 2016 WHO classification of myeloid neoplasms was collected from the patient charts. While they met at least one minor WHO-criteria for primary myelofibrosis, 39.8% of those diagnosed with ET did not have histological BM testing at diagnosis. 63.4% of patients who were classified as having MF, however, did not obtain an early prognostic risk assessment. More than 50% of MF patients showed characteristics consistent with the pre-fibrotic phase, which was emphasized by the frequent use of cytoreductive therapy. Hydroxyurea was the most frequently used cytoreductive medication in 84.7% of ET and 53.1% of MF patients. While both ET and MF cohorts showed cardiovascular risk factors in more than 2/3 of the cases, the use of platelet inhibitors or anticoagulants varied between 56.8% in ET and 38.1% in MF patients. Conclusions Improved histopathologic diagnostics, dynamic risk stratification including genetic risk factors for cases of suspected ET and MF are recommended for precise risk assessment and therapeutic stratification according to WHO criteria.","source":"CrossRef","year":2023,"language":"en","subjects":null,"doi":"10.1007/s00432-023-04669-3","url":"https://doi.org/10.1007/s00432-023-04669-3","pdf_url":"https://link.springer.com/content/pdf/10.1007/s00432-023-04669-3.pdf","is_open_access":true,"citations":5,"published_at":"","score":67.15},{"id":"arxiv_2306.00093","title":"Discrete $q$-exponential limit order cancellation time distribution","authors":[{"name":"Vygintas Gontis"}],"abstract":"Modeling financial markets based on empirical data poses challenges in selecting the most appropriate models. Despite the abundance of empirical data available, researchers often face difficulties in identifying the best-fitting model. Long-range memory and self-similarity estimators, commonly used for this purpose, can yield inconsistent parameter values, as they are tailored to specific time series models. In our previous work, we explored order disbalance time series from the broader perspective of fractional L'{e}vy stable motion, revealing a stable anti-correlation in the financial market order flow. However, a more detailed analysis of empirical data indicates the need for a more specific order flow model that incorporates the power-law distribution of limit order cancellation times. When considering a series in event time, the limit order cancellation times follow a discrete probability mass function derived from the Tsallis q-exponential distribution. The combination of power-law distributions for limit order volumes and cancellation times introduces a novel approach to modeling order disbalance in the financial markets. Moreover, this proposed model has the potential to serve as an example for modeling opinion dynamics in social systems. By tailoring the model to incorporate the unique statistical properties of financial market data, we can improve the accuracy of our predictions and gain deeper insights into the dynamics of these complex systems.","source":"arXiv","year":2023,"language":"en","subjects":["physics.soc-ph","q-fin.MF","q-fin.ST"],"doi":"10.3390/fractalfract7080581","url":"https://arxiv.org/abs/2306.00093","pdf_url":"https://arxiv.org/pdf/2306.00093","is_open_access":true,"published_at":"2023-05-31T18:13:24Z","score":67},{"id":"arxiv_2311.18283","title":"The two square root laws of market impact and the role of sophisticated market participants","authors":[{"name":"Bruno Durin"},{"name":"Mathieu Rosenbaum"},{"name":"Grégoire Szymanski"}],"abstract":"The goal of this paper is to disentangle the roles of volume and of participation rate in the price response of the market to a sequence of transactions. To do so, we are inspired the methodology introduced in arXiv:1402.1288, arXiv:1805.07134 where price dynamics are derived from order flow dynamics using no arbitrage assumptions. We extend this approach by taking into account a sophisticated market participant having superior abilities to analyse market dynamics. Our results lead to the recovery of two square root laws: (i) For a given participation rate, during the execution of a metaorder, the market impact evolves in a square root manner with respect to the cumulated traded volume. (ii) For a given executed volume $Q$, the market impact is proportional to $\\sqrtγ$, where $γ$ denotes the participation rate, for $γ$ large enough. Smaller participation rates induce a more linear dependence of the market impact in the participation rate.","source":"arXiv","year":2023,"language":"en","subjects":["q-fin.MF","math.PR","q-fin.TR"],"url":"https://arxiv.org/abs/2311.18283","pdf_url":"https://arxiv.org/pdf/2311.18283","is_open_access":true,"published_at":"2023-11-30T06:43:30Z","score":67},{"id":"arxiv_2211.07622","title":"Exploratory Control with Tsallis Entropy for Latent Factor Models","authors":[{"name":"Ryan Donnelly"},{"name":"Sebastian Jaimungal"}],"abstract":"We study optimal control in models with latent factors where the agent controls the distribution over actions, rather than actions themselves, in both discrete and continuous time. To encourage exploration of the state space, we reward exploration with Tsallis Entropy and derive the optimal distribution over states - which we prove is $q$-Gaussian distributed with location characterized through the solution of an FBS$Δ$E and FBSDE in discrete and continuous time, respectively. We discuss the relation between the solutions of the optimal exploration problems and the standard dynamic optimal control solution. Finally, we develop the optimal policy in a model-agnostic setting along the lines of soft $Q$-learning. The approach may be applied in, e.g., developing more robust statistical arbitrage trading strategies.","source":"arXiv","year":2022,"language":"en","subjects":["q-fin.MF"],"url":"https://arxiv.org/abs/2211.07622","pdf_url":"https://arxiv.org/pdf/2211.07622","is_open_access":true,"published_at":"2022-11-14T18:44:56Z","score":66},{"id":"arxiv_2204.12250","title":"Martingale Schrödinger Bridges and Optimal Semistatic Portfolios","authors":[{"name":"Marcel Nutz"},{"name":"Johannes Wiesel"},{"name":"Long Zhao"}],"abstract":"In a two-period financial market where a stock is traded dynamically and European options at maturity are traded statically, we study the so-called martingale Schrödinger bridge Q*; that is, the minimal-entropy martingale measure among all models calibrated to option prices. This minimization is shown to be in duality with an exponential utility maximization over semistatic portfolios. Under a technical condition on the physical measure P, we show that an optimal portfolio exists and provides an explicit solution for Q*. This result overcomes the remarkable issue of non-closedness of semistatic strategies discovered by Acciaio, Larsson and Schachermayer. Specifically, we exhibit a dense subset of calibrated martingale measures with particular properties to show that the portfolio in question has a well-defined and integrable option position.","source":"arXiv","year":2022,"language":"en","subjects":["q-fin.MF","math.PR"],"url":"https://arxiv.org/abs/2204.12250","pdf_url":"https://arxiv.org/pdf/2204.12250","is_open_access":true,"published_at":"2022-04-26T12:03:26Z","score":66},{"id":"arxiv_2212.04713","title":"Robust asymptotic insurance-finance arbitrage","authors":[{"name":"Katharina Oberpriller"},{"name":"Moritz Ritter"},{"name":"Thorsten Schmidt"}],"abstract":"In most cases, insurance contracts are linked to the financial markets, such as through interest rates or equity-linked insurance products. To motivate an evaluation rule in these hybrid markets, Artzner et al. (2022) introduced the notion of insurance-finance arbitrage. In this paper we extend their setting by incorporating model uncertainty. To this end, we allow statistical uncertainty in the underlying dynamics to be represented by a set of priors $\\mathscr{P}$. Within this framework we introduce the notion of robust asymptotic insurance-finance arbitrage and characterize the absence of such strategies in terms of the concept of ${Q}\\mathscr{P}$-evaluations. This is a nonlinear two-step evaluation which guarantees no robust asymptotic insurance-finance arbitrage. Moreover, the ${Q}\\mathscr{P}$-evaluation dominates all two-step evaluations as long as we agree on the set of priors $\\mathscr{P}$ which shows that those two-step evaluations do not allow for robust asymptotic insurance-finance arbitrages. Furthermore, we introduce a doubly stochastic model under uncertainty for surrender and survival. In this setting, we describe conditional dependence by means of copulas and illustrate how the ${Q}\\mathscr{P}$-evaluation can be used for the pricing of hybrid insurance products.","source":"arXiv","year":2022,"language":"en","subjects":["q-fin.MF"],"url":"https://arxiv.org/abs/2212.04713","pdf_url":"https://arxiv.org/pdf/2212.04713","is_open_access":true,"published_at":"2022-12-09T07:58:50Z","score":66},{"id":"arxiv_2201.05316","title":"Pricing principle via Tsallis relative entropy in incomplete market","authors":[{"name":"Dejian Tian"}],"abstract":"A pricing principle is introduced for non-attainable $q$-exponential bounded contingent claims in an incomplete Brownian motion market setting. The buyer evaluates the contingent claim under the ``distorted Radon-Nikodym derivative'' and adjustment by Tsallis relative entropy over a family of equivalent martingale measures. The pricing principle is proved to be a time consistent and arbitrage-free pricing rule. More importantly, this pricing principle is found to be closely related to backward stochastic differential equations with generators $f(y)|z|^2$ type. The pricing functional is compatible with prices for attainable claims. Except translation invariance, the pricing principle processes lots of elegant properties such as monotonicity and concavity etc. The pricing functional is showed between minimal martingale measure pricing and conditional certainty equivalent pricing under $q$-exponential utility. The asymptotic behavior of the pricing principle for ambiguity aversion coefficient is also investigated.","source":"arXiv","year":2022,"language":"en","subjects":["q-fin.MF"],"url":"https://arxiv.org/abs/2201.05316","pdf_url":"https://arxiv.org/pdf/2201.05316","is_open_access":true,"published_at":"2022-01-14T06:29:19Z","score":66},{"id":"doaj_10.3390/math9101152","title":"Short-Term Interest Rate Estimation by Filtering in a Model Linking Inflation, the Central Bank and Short-Term Interest Rates","authors":[{"name":"Flavia Antonacci"},{"name":"Cristina Costantini"},{"name":"Marco Papi"}],"abstract":"We consider the model of Antonacci, Costantini, D’Ippoliti, Papi (arXiv:2010.05462 [q-fin.MF], 2020), which describes the joint evolution of inflation, the central bank interest rate, and the short-term interest rate. In the case when the diffusion coefficient does not depend on the central bank interest rate, we derive a semi-closed valuation formula for contingent derivatives, in particular for Zero Coupon Bonds (ZCBs). By using ZCB yields as observations, we implement the Kalman filter and obtain a dynamical estimate of the short-term interest rate. In turn, by this estimate, at each time step, we calibrate the model parameters under the risk-neutral measure and the coefficient of the risk premium. We compare the market values of German interest rate yields for several maturities with the corresponding values predicted by our model, from 2007 to 2015. The numerical results validate both our model and our numerical procedure.","source":"DOAJ","year":2021,"language":"","subjects":["Mathematics"],"doi":"10.3390/math9101152","url":"https://www.mdpi.com/2227-7390/9/10/1152","is_open_access":true,"published_at":"","score":65},{"id":"crossref_10.52412/mf.2021.h1.3900","title":"Les Foyers artistiques à la fin du règne de Louis XIV (1682–1715). Musique et spectacles. Hrsg. von Anne-Madeleine Goulet, unter Mitarbeit von Rémy Campos, Mathieu da Vinha und Jean Duron","authors":[{"name":"Tobias C. Weißmann"}],"abstract":"","source":"CrossRef","year":2021,"language":"en","subjects":null,"doi":"10.52412/mf.2021.h1.3900","url":"https://doi.org/10.52412/mf.2021.h1.3900","pdf_url":"https://mf.journals.qucosa.de/mf/article/download/3900/3907","is_open_access":true,"published_at":"","score":65},{"id":"crossref_10.1108/mf-01-2021-642","title":"Guest editorial","authors":[{"name":"Andy Naranjo"}],"abstract":"","source":"CrossRef","year":2021,"language":"en","subjects":null,"doi":"10.1108/mf-01-2021-642","url":"https://doi.org/10.1108/mf-01-2021-642","is_open_access":true,"published_at":"","score":65},{"id":"arxiv_2006.00218","title":"Sig-SDEs model for quantitative finance","authors":[{"name":"Imanol Perez Arribas"},{"name":"Cristopher Salvi"},{"name":"Lukasz Szpruch"}],"abstract":"Mathematical models, calibrated to data, have become ubiquitous to make key decision processes in modern quantitative finance. In this work, we propose a novel framework for data-driven model selection by integrating a classical quantitative setup with a generative modelling approach. Leveraging the properties of the signature, a well-known path-transform from stochastic analysis that recently emerged as leading machine learning technology for learning time-series data, we develop the Sig-SDE model. Sig-SDE provides a new perspective on neural SDEs and can be calibrated to exotic financial products that depend, in a non-linear way, on the whole trajectory of asset prices. Furthermore, we our approach enables to consistently calibrate under the pricing measure $\\mathbb Q$ and real-world measure $\\mathbb P$. Finally, we demonstrate the ability of Sig-SDE to simulate future possible market scenarios needed for computing risk profiles or hedging strategies. Importantly, this new model is underpinned by rigorous mathematical analysis, that under appropriate conditions provides theoretical guarantees for convergence of the presented algorithms.","source":"arXiv","year":2020,"language":"en","subjects":["q-fin.CP","q-fin.MF","q-fin.PR"],"url":"https://arxiv.org/abs/2006.00218","pdf_url":"https://arxiv.org/pdf/2006.00218","is_open_access":true,"published_at":"2020-05-30T08:14:49Z","score":64},{"id":"crossref_10.1108/mf-05-2020-640","title":"Publisher note","authors":null,"abstract":"","source":"CrossRef","year":2020,"language":"en","subjects":null,"doi":"10.1108/mf-05-2020-640","url":"https://doi.org/10.1108/mf-05-2020-640","is_open_access":true,"published_at":"","score":64}],"total":108227,"page":1,"page_size":20,"sources":["arXiv","DOAJ","CrossRef"],"query":"q-fin.MF"}