Volume 23, Issue 10, October 2023, Page 1411-1430
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Category Archives: Quantitative Finance
Technical analysis as a sentiment barometer and the cross-section of stock returns
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Cross-impact of order flow imbalance in equity markets
Model-free analysis of real option exercise probability and timing
Distributionally robust end-to-end portfolio construction
Multivariate systemic risk measures and computation by deep learning algorithms
A cost-sensitive ensemble deep forest approach for extremely imbalanced credit fraud detection
The role of fleeting orders on option expiration days
Correction
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