December 1st 2022 (ML-Quant)
Quant ArXiv, SSRN, GitHub, RePec, Twitter, Reddit, Blogs, LinkedIn, and more.
What happened on ArXiv: (1) Deep BSDE solver (with jumps), (2) there are not a lot of quant paper written on how to model and predict using heterogeneous graphs, here is one don’t let the type of data put you off, it is a pretty good idea, (3) the FIN-RL team has produced good software so I am sure the recent paper would be good.
Note that the second ArX…
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