Machine Learning & Quant Finance

Machine Learning & Quant Finance

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Machine Learning & Quant Finance
Machine Learning & Quant Finance
Quant Letter: March 2024, Week-2
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Quant Letter: March 2024, Week-2

Weekly (37th Edition)

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Dr. Derek Snow
Mar 13, 2024
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Machine Learning & Quant Finance
Machine Learning & Quant Finance
Quant Letter: March 2024, Week-2
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ArXiv

Finance

Rank Volatility Models: A new model for large equity markets over long periods of time has been introduced, using rank volatility stabilized models, which aligns well with empirical data and allows for relative arbitrage. (2024-03-07, shares: 7)

Debt Security Framework: A new framework for pricing debt securities under varying short-rate diff…

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