Quant Letter: March 2024, Week-4
Weekly (39th Edition)
ArXiv
Finance
GAN Utility Optimization: The study uses a generative adversarial network (GAN) to solve utility optimization problems in market settings, performing as well as optimal strategies and better in settings without a known optimal strategy. (2024-03-22, shares: 5)
Nonlinear Financial Market Shifts: The paper introduces new mathematical methods to detect temporal shifts in US equities, investigates nonlinear shifts in market sector structure, studies network structure in new market sectors, and conducts sampling experiments across various sample spaces. (2024-03-22, shares: 2)
