Quant Letter: November 2023, Week 1
Research of the Week (23rd Edition)
ArXiv
Finance
Estimating Realized Correlation in High-Frequency Financial Data: A new method for analyzing high-frequency financial data shows that intraday market changes are mainly driven by intraday correlation changes. (2023-10-30, shares: 5)
Agent-based Model for Deep Hedging: The Chiarella-Heston model, an advanced agent-based model, enhances deep he…
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