Quant Letter: June 2024, Week-3
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Quant Letter: June 2024, Week-3
Weekly (51st Edition)
ArXiv
Finance
Statistical Arbitrage Optimization: The research combines quantitative and machine learning techniques to enhance a statistical arbitrage strategy, resulting in improved returns and lower transaction costs. (2024-06-15, shares: 8)
Neural Implied Volatility Smoothing: A novel method for smoothing implied volatility using neural operators is pr…
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