DEPLOYERS: An agent based modeling tool for multi country real world data
Fuente:
arXiv
Guardado en:
| Autores principales: | Jaraiz, Martin, Pinacho, Ruth |
|---|---|
| Formato: | Preprint |
| Publicado: |
2024
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects
por: Hirsch, Simon, et al.
Publicado: (2023)
por: Hirsch, Simon, et al.
Publicado: (2023)
HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning
por: Audrino, Francesco, et al.
Publicado: (2024)
por: Audrino, Francesco, et al.
Publicado: (2024)
Deep self-consistent learning of local volatility
por: Wang, Zhe, et al.
Publicado: (2021)
por: Wang, Zhe, et al.
Publicado: (2021)
Agentic Artificial Intelligence in Finance: A Comprehensive Survey
por: Aldridge, Irene, et al.
Publicado: (2026)
por: Aldridge, Irene, et al.
Publicado: (2026)
Moments by Integrating the Moment-Generating Function
por: Hansen, Peter Reinhard, et al.
Publicado: (2024)
por: Hansen, Peter Reinhard, et al.
Publicado: (2024)
A mathematical model for pricing perishable goods for quick-commerce applications
por: Bhattacharya, Milon
Publicado: (2025)
por: Bhattacharya, Milon
Publicado: (2025)
Comparative analysis of financial data differentiation techniques using LSTM neural network
por: Stempień, Dominik, et al.
Publicado: (2025)
por: Stempień, Dominik, et al.
Publicado: (2025)
Transforming Japan Real Estate
por: Haque, Diabul
Publicado: (2024)
por: Haque, Diabul
Publicado: (2024)
Improving precision of A/B experiments using trigger intensity
por: Das, Tanmoy, et al.
Publicado: (2024)
por: Das, Tanmoy, et al.
Publicado: (2024)
Assessing the impact of forced and voluntary behavioral changes on economic-epidemiological co-dynamics: A comparative case study between Belgium and Sweden during the 2020 COVID-19 pandemic
por: Alleman, Tijs W., et al.
Publicado: (2024)
por: Alleman, Tijs W., et al.
Publicado: (2024)
A Dynamic Approach to Stock Price Prediction: Comparing RNN and Mixture of Experts Models Across Different Volatility Profiles
por: Vallarino, Diego
Publicado: (2024)
por: Vallarino, Diego
Publicado: (2024)
Optimal Text-Based Time-Series Indices
por: Ardia, David, et al.
Publicado: (2024)
por: Ardia, David, et al.
Publicado: (2024)
Geometric Deep Learning for Realized Covariance Matrix Forecasting
por: Bucci, Andrea, et al.
Publicado: (2024)
por: Bucci, Andrea, et al.
Publicado: (2024)
Stochastic Volatility in Mean: Efficient Analysis by a Generalized Mixture Sampler
por: Hiraki, Daichi, et al.
Publicado: (2024)
por: Hiraki, Daichi, et al.
Publicado: (2024)
Modeling Bank Systemic Risk of Emerging Markets under Geopolitical Shocks: Empirical Evidence from BRICS Countries
por: Wang, Haibo
Publicado: (2025)
por: Wang, Haibo
Publicado: (2025)
Deep Learning Enhanced Multivariate GARCH
por: Wang, Haoyuan, et al.
Publicado: (2025)
por: Wang, Haoyuan, et al.
Publicado: (2025)
Dynamic Risk in the U.S. Banking System: An Analysis of Sentiment, Policy Shocks, and Spillover Effects
por: Wang, Haibo, et al.
Publicado: (2026)
por: Wang, Haibo, et al.
Publicado: (2026)
Global Neural Networks and The Data Scaling Effect in Financial Time Series Forecasting
por: Liu, Chen, et al.
Publicado: (2023)
por: Liu, Chen, et al.
Publicado: (2023)
Liquidity Jump, Liquidity Diffusion, and Treatment on Wash Trading of Crypto Assets
por: Deng, Qi, et al.
Publicado: (2024)
por: Deng, Qi, et al.
Publicado: (2024)
Dynamically Consistent Analysis of Realized Covariations in Term Structure Models
por: Schroers, Dennis
Publicado: (2024)
por: Schroers, Dennis
Publicado: (2024)
Do t-Statistic Hurdles Need to be Raised?
por: Chen, Andrew Y.
Publicado: (2022)
por: Chen, Andrew Y.
Publicado: (2022)
Do News and Social Media Tell the Same Story? Constructing and Comparing Sentiment Spillover Networks
por: Wu, Fan, et al.
Publicado: (2026)
por: Wu, Fan, et al.
Publicado: (2026)
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns
por: Huber, Florian, et al.
Publicado: (2018)
por: Huber, Florian, et al.
Publicado: (2018)
Multi-regime Markov-switching models with time-varying transition probabilities: An application to U.S. Treasury yields
por: Modée, Samuel, et al.
Publicado: (2026)
por: Modée, Samuel, et al.
Publicado: (2026)
To be or not to be: Roughness or long memory in volatility?
por: Bennedsen, Mikkel, et al.
Publicado: (2024)
por: Bennedsen, Mikkel, et al.
Publicado: (2024)
What events matter for exchange rate volatility ?
por: Martins, Igor, et al.
Publicado: (2024)
por: Martins, Igor, et al.
Publicado: (2024)
One Factor to Bind the Cross-Section of Returns
por: Borri, Nicola, et al.
Publicado: (2024)
por: Borri, Nicola, et al.
Publicado: (2024)
Method of Moments Estimation for Affine Stochastic Volatility Models
por: Wu, Yan-Feng, et al.
Publicado: (2024)
por: Wu, Yan-Feng, et al.
Publicado: (2024)
Assets Forecasting with Feature Engineering and Transformation Methods for LightGBM
por: Bisdoulis, Konstantinos-Leonidas
Publicado: (2024)
por: Bisdoulis, Konstantinos-Leonidas
Publicado: (2024)
Efficient Asymmetric Causality Tests
por: Hatemi-J, Abdulnasser
Publicado: (2024)
por: Hatemi-J, Abdulnasser
Publicado: (2024)
Dynamic Latent-Factor Model with High-Dimensional Asset Characteristics
por: Baybutt, Adam
Publicado: (2024)
por: Baybutt, Adam
Publicado: (2024)
Beyond the Traditional VIX: A Novel Approach to Identifying Uncertainty Shocks in Financial Markets
por: Jha, Ayush, et al.
Publicado: (2024)
por: Jha, Ayush, et al.
Publicado: (2024)
Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach
por: Bjornland, Hilde C., et al.
Publicado: (2026)
por: Bjornland, Hilde C., et al.
Publicado: (2026)
A Nonlinear Target-Factor Model with Attention Mechanism for Mixed-Frequency Data
por: Brini, Alessio, et al.
Publicado: (2026)
por: Brini, Alessio, et al.
Publicado: (2026)
Stealing Accuracy: Predicting Day-ahead Electricity Prices with Temporal Hierarchy Forecasting (THieF)
por: Lipiecki, Arkadiusz, et al.
Publicado: (2025)
por: Lipiecki, Arkadiusz, et al.
Publicado: (2025)
Dynamic Evolution of Corporate Emissions Determinants
por: Kapetanios, George, et al.
Publicado: (2026)
por: Kapetanios, George, et al.
Publicado: (2026)
The fine structure of electricity price volatility
por: Kloster, Thomas K., et al.
Publicado: (2026)
por: Kloster, Thomas K., et al.
Publicado: (2026)
The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots
por: Zhou, Wei-Xing, et al.
Publicado: (2023)
por: Zhou, Wei-Xing, et al.
Publicado: (2023)
Multiscale Causal Analysis of Market Efficiency via News Uncertainty Networks and the Financial Chaos Index
por: Ataei, Masoud
Publicado: (2025)
por: Ataei, Masoud
Publicado: (2025)
Multivariate Affine GARCH with Heavy Tails: A Unified Framework for Portfolio Optimization and Option Valuation
por: Jha, Ayush, et al.
Publicado: (2025)
por: Jha, Ayush, et al.
Publicado: (2025)
Ejemplares similares
-
Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects
por: Hirsch, Simon, et al.
Publicado: (2023) -
HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning
por: Audrino, Francesco, et al.
Publicado: (2024) -
Deep self-consistent learning of local volatility
por: Wang, Zhe, et al.
Publicado: (2021) -
Agentic Artificial Intelligence in Finance: A Comprehensive Survey
por: Aldridge, Irene, et al.
Publicado: (2026) -
Moments by Integrating the Moment-Generating Function
por: Hansen, Peter Reinhard, et al.
Publicado: (2024)