Image de couverture de livre

Adaptive Money Market Interest Rate Strategy Utilizing Control Theory

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteur principal:	Boneh, Yuval
Format:	Preprint
Publié:	2024
Sujets:	Risk Management Computational Finance
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Autonomous Money Supply Strategy Utilizing Control Theory
par: Boneh, Yuval
Publié: (2024)

Assessing Stablecoin Credit Risks
par: Boneh, Yuval, et autres
Publié: (2024)

Navigating Market Turbulence: Insights from Causal Network Contagion Value at Risk
par: Rigana, Katerina, et autres
Publié: (2024)

Randomization of Short-Rate Models, Analytic Pricing and Flexibility in Controlling Implied Volatilities
par: Grzelak, Lech A.
Publié: (2022)

Modeling Bank Systemic Risk of Emerging Markets under Geopolitical Shocks: Empirical Evidence from BRICS Countries
par: Wang, Haibo
Publié: (2025)

Deep Hedging of Green PPAs in Electricity Markets
par: Biegler-König, Richard, et autres
Publié: (2025)

An Asymptotic CVaR Measure of Risk for Markov Chains
par: Patel, Shivam, et autres
Publié: (2024)

Risk-Adjusted Performance of Random Forest Models in High-Frequency Trading
par: Deep, Akash, et autres
Publié: (2024)

Is the difference between deep hedging and delta hedging a statistical arbitrage?
par: François, Pascal, et autres
Publié: (2024)

On Deep Learning for computing the Dynamic Initial Margin and Margin Value Adjustment
par: Villarino, Joel P., et autres
Publié: (2024)

The FRTB-IMA computational challenge for Equity Autocallables
par: Zeron, Mariano, et autres
Publié: (2023)

Data-driven Approach for Static Hedging of Exchange Traded Options
par: Dhandapani, Vikranth Lokeshwar, et autres
Publié: (2023)

Informative Risk Measures in the Banking Industry: A Proposal based on the Magnitude-Propensity Approach
par: Bonollo, Michele, et autres
Publié: (2025)

Numerical methods for lambda quantiles: robust evaluation and portfolio optimisation
par: Peri, Ilaria, et autres
Publié: (2026)

Implied Probabilities and Volatility in Credit Risk: A Merton-Based Approach with Binomial Trees
par: Gnawali, Jagdish, et autres
Publié: (2025)

Tracing Positional Bias in Financial Decision-Making: Mechanistic Insights from Qwen2.5
par: Dimino, Fabrizio, et autres
Publié: (2025)

Multimodal Insights into Credit Risk Modelling: Integrating Climate and Text Data for Default Prediction
par: Wu, Zongxiao, et autres
Publié: (2026)

Environmental CVA with K-Robust Wrong-Way Risk
par: Sakuma, Takayuki
Publié: (2026)

Unleashing the power of text for credit default prediction: Comparing human-written and generative AI-refined texts
par: Wu, Zongxiao, et autres
Publié: (2025)

Algorithmic Monitoring: Measuring Market Stress with Machine Learning
par: Schmitt, Marc
Publié: (2026)

Forecasting Credit Ratings: A Case Study where Traditional Methods Outperform Generative LLMs
par: Drinkall, Felix, et autres
Publié: (2024)

Workplace sustainability or financial resilience? Composite-financial resilience index
par: Daadmehr, Elham
Publié: (2024)

DeFi Liquidation Risk Modeling Using Geometric Brownian Motion
par: Belenko, Timofei, et autres
Publié: (2025)

Vote Delegation in DeFi Governance
par: Bongaerts, Dion, et autres
Publié: (2025)

Using quantile time series and historical simulation to forecast financial risk multiple steps ahead
par: Gerlach, Richard, et autres
Publié: (2025)

Efficient Wrong-Way Risk Modelling for Funding Valuation Adjustments
par: van der Zwaard, T., et autres
Publié: (2022)

Analysis of Contagion in China's Stock Market: A Hawkes Process Perspective
par: Yang, Junwei
Publié: (2025)

Regime Discovery and Intra-Regime Return Dynamics in Global Equity Markets
par: Luwang, Salam Rabindrajit, et autres
Publié: (2026)

Replication of Reference-Dependent Preferences and the Risk-Return Trade-Off in the Chinese Market
par: Xu, Penggan
Publié: (2025)

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling
par: Buehler, Hans, et autres
Publié: (2025)

On Unified Adaptive Black-Litterman Mean-Variance Portfolio Management
par: Li, Chi-Lin, et autres
Publié: (2023)

A Comparative Study of Factor Models for Different Periods of the Electricity Spot Price Market
par: Laudagé, Christian, et autres
Publié: (2023)

Do Prediction Markets Forecast Cryptocurrency Volatility? Evidence from Kalshi Macro Contracts
par: Mohanty, Hardhik, et autres
Publié: (2026)

Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement
par: Dhandapani, Vikranth Lokeshwar, et autres
Publié: (2024)

Potential Customer Lifetime Value in Financial Institutions: The Usage Of Open Banking Data to Improve CLV Estimation
par: de Brito, João B. G., et autres
Publié: (2025)

Model-free Analysis of Dynamic Trading Strategies
par: Ananova, Anna, et autres
Publié: (2020)

LLM as a Risk Manager: LLM Semantic Filtering for Lead-Lag Trading in Prediction Markets
par: Kim, Sumin, et autres
Publié: (2026)

A General Framework for Importance Sampling with Markov Random Walks
par: Fuh, Cheng-Der, et autres
Publié: (2023)

Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity
par: Deng, Qi, et autres
Publié: (2023)

Crisis Alpha: A High-Performance Trading Algorithm Tested in Market Downturns
par: Gharanchaei, Maysam Khodayari, et autres
Publié: (2024)