啪啪啦

• Financial Math——Risk of Transfer Learning and its Applications in Finance
• Financial Math——Model-Based and Model-Free: A Tale of Two Paradigms Told from Reinforcement Learning and Generative AI
• Financial Math—— Vector-valued robust stochastic control with applications to finance
• Financial Math——Fastbox金融数据实践平台功能介绍
• Financial Math—— Trading Volume Alpha
• Optimization and Learning for Mean-Field Games via Occupation Measure
• Homogenous approximations of Semi-Markov Life insurance models
• Do the Trades and Holdings of Market Participants Contain Information About Stocks? A Machine-Learning Approach
• Reinforcement learning for optimal execution: time-varying liquidity and multiple-player games 
• Rough analysis of rough volatility models
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Alpha Potential Games: A New Paradigm for N-player Games
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——General Equilibrium with Unhedgeable Fundamentals and Heterogeneous Agents
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——An optimal transport approach to generative modeling for time series 
• From Quantitative Finance to FinTech
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——A Century of Market Reversals: Resurrecting Volatility
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——The Economics of Automated Market Making and Decentralized Exchanges
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Optimal Dynamic Asset Allocation with Transaction Costs: The Role of Hedging Demands
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——All AMMs are CFMMs. All DeFi markets have invariants. A DeFi market is arbitrage-free if and only if it has an increasing invariant.
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Do Limits to Arbitrage Explain Portfolio Gains from Asset Mispricing?
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Would Order By Order Auctions Be Competitive?
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Attention-Based Reading, Highlighting, and Forecasting of the Limit Order Book
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Ambiguity Aversion and State-of-Information-Dependent Insurance
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Distributional uncertainty with loss functions
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——A theory of credit rating criteria
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告—— Systemic Risk in Markets with Multiple Central Counterparties
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Data Collection and Machine Learning with Privacy Preservation
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Nonparametric Standard Errors for High Frequency Data: The Continuous Time Observed Asymptotic Variance (C-AVAR)
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Multi-Asset Market Making
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Bridging the Gap Between Financial Engineering and Finance Communities: Opportunities and Challenges Led by the Big Data
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Insurance Risk Classification via a Mixture of Experts Model with Random Effects
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Decarbonization of large financial markets
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——The Statistical Limit of Arbitrage
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——The Climate related financial risks and risk analysis methods
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Algorithmic Pricing and Liquidity in Securities Markets
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Less is More
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Proving You Can Pick Stocks Without Revealing How
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Generative Adversarial Networks (GANs): Some Analytical Perspective
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——The Cash-Cap Model: a Two-State Model of Firm Dynamics
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Deep Learning for Mortgage-Backed Securities Markets
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Deep Learning Statistical Arbitrage
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Weak equilibriums for time-inconsistent stopping control problems, with applications to investment-withdrawal decision model
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Dynamic Mean-Variance Efficient Fractional Kelly Portfolios in a Stochastic Volatility Model
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——High-Dimensional Challenges for Computational Finance
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——债券市场概况及债券评级
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Socioeconomic pathways of carbon emission and credit risk
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告—— Evolutionary Portfolio Theory
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——FinTech Econometrics: Privacy Preservation and the Wisdom of the Crowd
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Special Session on Financial Mathematics
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Designing Data-Driven AI Models for Financial Math
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Two Game Theoretic Approaches to Single- and Multi-Agent Reinforcement Learning
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Machine Learning Approach to Mean Reversion Trading
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——The Neyman-Pearson lemma for convex expectations
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——The Adoption of Blockchain Based Decentralized Exchanges
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Modeling self-exciting extreme returns in financial market: an AR-GARCH model with Hawkes point processes
• Quantifying the Impact of Impact Investing
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Extreme value statistics in semi-supervised models
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——我国利率及信用衍生品市场业务实践及未来展望
• 固定投资与金融科技
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——盯市在险值及一些待解问题 (Mark to market value at risk and some unsolved problems)
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Asymptotic expansion for the transition densities of stochastic differential equations driven by the gamma processes
• <啪啪啦-美女啪啪-啪啪视频 数量经济与数理金融教育部重点实验室>啪啪啦 报告——Self-Exciting Contagion Process：Exact Simulation and Financial Applications
• Optimal risk sharing for an insurer with multiple reinsurers
• Pricing MBS under reduced form credit risk model with regime switching
• Spectral backtests of forecast distributions with application to risk management
• Evaluation of driving risk at different speeds
• An Option Pricing Model with Probability Ambiguity
• OPTIMAL INVESTMENT PROBLEM BETWEEN TWO INSURERS WITH VALUE-ADDED SERVICE
• Forward Rank-Dependent Performance Criteria: Time-Consistent Investment Under Probability Distortion
• 中国金融业股权网络结构
• A multi-factor regime switching model for inter-trade durations in the limit order market
• Non-Concave Utility Maximization without the Concavification Principle
• Robust Portfolio Selection for Individuals: Minimizing the Probability of Lifetime Ruin
• Computational Challenges in Mathematical Finance: High Dimensionality and Discontinuity
• The Alpha-Heston Stochastic Volatility Model
• 国内衍生品市场量化分析的应用
• Structure conditions under asymmetric information
• Truncated Lévy Subordinators and Applications in Finance and Insurance
• FinTech, Data Analysis, and Privacy Preservation
• Sharp Estimates on the Transition Densities of Subordinate Brownian Motions
• 量化建模中的数据库使用介绍
• Optimal Insurance Design under Belief Heterogeneity