Saved in:
| Main Authors: | Chakrabarti, Arnab, Sen, Rituparna |
|---|---|
| Format: | Preprint |
| Published: |
2018
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/1808.02953 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Copula estimation for nonsynchronous financial data
by: Chakrabarti, Arnab, et al.
Published: (2019)
by: Chakrabarti, Arnab, et al.
Published: (2019)
Bayesian Testing Of Granger Causality In Functional Time Series
by: Sen, Rituparna, et al.
Published: (2021)
by: Sen, Rituparna, et al.
Published: (2021)
Sparse Portfolio selection via Bayesian Multiple testing
by: Das, Sourish, et al.
Published: (2017)
by: Das, Sourish, et al.
Published: (2017)
Stylized facts of the Indian Stock Market
by: Sen, Rituparna, et al.
Published: (2019)
by: Sen, Rituparna, et al.
Published: (2019)
Consistent Estimation of the High-Dimensional Efficient Frontier
by: Bodnar, Taras, et al.
Published: (2024)
by: Bodnar, Taras, et al.
Published: (2024)
Phase Transitions in Financial Markets Using the Ising Model: A Statistical Mechanics Perspective
by: Giorgio, Bruno
Published: (2025)
by: Giorgio, Bruno
Published: (2025)
An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics
by: Li, Haochen, et al.
Published: (2023)
by: Li, Haochen, et al.
Published: (2023)
Machine Learning Methods for Pricing Financial Derivatives
by: Fan, Lei, et al.
Published: (2024)
by: Fan, Lei, et al.
Published: (2024)
Financial Analysis: Intelligent Financial Data Analysis System Based on LLM-RAG
by: Wang, Jingru, et al.
Published: (2025)
by: Wang, Jingru, et al.
Published: (2025)
High-Dimensional Mean-Variance Spanning Tests
by: Ardia, David, et al.
Published: (2024)
by: Ardia, David, et al.
Published: (2024)
Beyond the Numbers: Causal Effects of Financial Report Sentiment on Bank Profitability
by: Neupane, Krishna, et al.
Published: (2026)
by: Neupane, Krishna, et al.
Published: (2026)
Modeling of Measurement Error in Financial Returns Data
by: Jasra, Ajay, et al.
Published: (2024)
by: Jasra, Ajay, et al.
Published: (2024)
Combating Financial Crimes with Unsupervised Learning Techniques: Clustering and Dimensionality Reduction for Anti-Money Laundering
by: Bakry, Ahmed N., et al.
Published: (2024)
by: Bakry, Ahmed N., et al.
Published: (2024)
Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure
by: Chen, Minshuo, et al.
Published: (2025)
by: Chen, Minshuo, et al.
Published: (2025)
Contagion on Financial Networks: An Introduction
by: Ugwu, Sunday Akukodi
Published: (2024)
by: Ugwu, Sunday Akukodi
Published: (2024)
Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges
by: He, Yifan, et al.
Published: (2025)
by: He, Yifan, et al.
Published: (2025)
Trends and Reversion in Financial Markets on Time Scales from Minutes to Decades
by: Safari, Sara A., et al.
Published: (2025)
by: Safari, Sara A., et al.
Published: (2025)
From fair price to fair volatility: Towards an Efficiency-Consistent Definition of Financial Risk
by: Bianchi, Sergio, et al.
Published: (2025)
by: Bianchi, Sergio, et al.
Published: (2025)
Classification of Extremal Dependence in Financial Markets via Bootstrap Inference
by: Hui, Qian, et al.
Published: (2025)
by: Hui, Qian, et al.
Published: (2025)
Do t-Statistic Hurdles Need to be Raised?
by: Chen, Andrew Y.
Published: (2022)
by: Chen, Andrew Y.
Published: (2022)
A Comparison between Financial and Gambling Markets
by: Liu, Haoyu, et al.
Published: (2024)
by: Liu, Haoyu, et al.
Published: (2024)
Exploiting Distributional Value Functions for Financial Market Valuation, Enhanced Feature Creation and Improvement of Trading Algorithms
by: Grab, Colin D.
Published: (2024)
by: Grab, Colin D.
Published: (2024)
Dynamic Latent-Factor Model with High-Dimensional Asset Characteristics
by: Baybutt, Adam
Published: (2024)
by: Baybutt, Adam
Published: (2024)
Diffusion on the circle and a stochastic correlation model
by: Majumdar, Sourav, et al.
Published: (2024)
by: Majumdar, Sourav, et al.
Published: (2024)
Statistical inference for rough volatility: Minimax Theory
by: Chong, Carsten, et al.
Published: (2022)
by: Chong, Carsten, et al.
Published: (2022)
The Impact of Trump-Era Tariffs on Financial Market Efficiency
by: Takaishi, Tetsuya
Published: (2026)
by: Takaishi, Tetsuya
Published: (2026)
A Heterogeneous Spatiotemporal GARCH Model: A Predictive Framework for Volatility in Financial Networks
by: Aouri, Atika, et al.
Published: (2025)
by: Aouri, Atika, et al.
Published: (2025)
High-Dimensional Learning in Finance
by: Fallahgoul, Hasan
Published: (2025)
by: Fallahgoul, Hasan
Published: (2025)
Target search optimization by threshold resetting
by: Biswas, Arup, et al.
Published: (2025)
by: Biswas, Arup, et al.
Published: (2025)
Optimal threshold resetting in collective diffusive search
by: Biswas, Arup, et al.
Published: (2026)
by: Biswas, Arup, et al.
Published: (2026)
FNSPID: A Comprehensive Financial News Dataset in Time Series
by: Dong, Zihan, et al.
Published: (2024)
by: Dong, Zihan, et al.
Published: (2024)
Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK
by: Varga, Katalin, et al.
Published: (2024)
by: Varga, Katalin, et al.
Published: (2024)
Investigating Similarities Across Decentralized Financial (DeFi) Services
by: Luo, Junliang, et al.
Published: (2024)
by: Luo, Junliang, et al.
Published: (2024)
On the Co-movement of Crude, Gold Prices and Stock Index in Indian Market
by: Sen, Abhibasu, et al.
Published: (2019)
by: Sen, Abhibasu, et al.
Published: (2019)
Statistical modeling of SOFR term structure
by: Pennanen, Teemu, et al.
Published: (2025)
by: Pennanen, Teemu, et al.
Published: (2025)
Advanced Statistical Arbitrage with Reinforcement Learning
by: Ning, Boming, et al.
Published: (2024)
by: Ning, Boming, et al.
Published: (2024)
The Memorization Problem: Can We Trust LLMs' Economic Forecasts?
by: Lopez-Lira, Alejandro, et al.
Published: (2025)
by: Lopez-Lira, Alejandro, et al.
Published: (2025)
Financial sentiment analysis using FinBERT with application in predicting stock movement
by: Jiang, Tingsong, et al.
Published: (2023)
by: Jiang, Tingsong, et al.
Published: (2023)
Causal Discovery in Financial Markets: A Framework for Nonstationary Time-Series Data
by: Sadeghi, Agathe, et al.
Published: (2023)
by: Sadeghi, Agathe, et al.
Published: (2023)
Time-Series K-means in Causal Inference and Mechanism Clustering for Financial Data
by: Xiao, Minheng
Published: (2022)
by: Xiao, Minheng
Published: (2022)
Similar Items
-
Copula estimation for nonsynchronous financial data
by: Chakrabarti, Arnab, et al.
Published: (2019) -
Bayesian Testing Of Granger Causality In Functional Time Series
by: Sen, Rituparna, et al.
Published: (2021) -
Sparse Portfolio selection via Bayesian Multiple testing
by: Das, Sourish, et al.
Published: (2017) -
Stylized facts of the Indian Stock Market
by: Sen, Rituparna, et al.
Published: (2019) -
Consistent Estimation of the High-Dimensional Efficient Frontier
by: Bodnar, Taras, et al.
Published: (2024)