Operator Analysis of MACD
Fuente:
arXiv
Saved in:
| Main Author: | Li, Yuelong |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Proactive Market Making and Liquidity Analysis for Everlasting Options in DeFi Ecosystems
by: Mohanty, Hardhik, et al.
Published: (2025)
by: Mohanty, Hardhik, et al.
Published: (2025)
Randomized Kolmogorov-Smirnov Analysis of Volatility Roughness
by: Bianchi, Sergio, et al.
Published: (2025)
by: Bianchi, Sergio, et al.
Published: (2025)
Dynamically Consistent Analysis of Realized Covariations in Term Structure Models
by: Schroers, Dennis
Published: (2024)
by: Schroers, Dennis
Published: (2024)
Dynamically Consistent Analysis of Realized Covariations in Term Structure Models
by: Dennis Schroers
Published: (2025)
by: Dennis Schroers
Published: (2025)
Joint SPX-VIX calibration with Gaussian polynomial volatility models: deep pricing with quantization hints
by: Jaber, Eduardo Abi, et al.
Published: (2022)
by: Jaber, Eduardo Abi, et al.
Published: (2022)
Time-Varying Factor-Augmented Models for Volatility Forecasting
by: Zhang, Duo, et al.
Published: (2025)
by: Zhang, Duo, et al.
Published: (2025)
Model-free Analysis of Dynamic Trading Strategies
by: Ananova, Anna, et al.
Published: (2020)
by: Ananova, Anna, et al.
Published: (2020)
Playing with Fire? A Mean Field Game Analysis of Fire Sales and Systemic Risk under Regulatory Capital Constraints
by: Frey, Rüdiger, et al.
Published: (2024)
by: Frey, Rüdiger, et al.
Published: (2024)
Selective Forgetting in Option Calibration: An Operator-Theoretic Gauss-Newton Framework
by: Özsoy, Ahmet Umur
Published: (2025)
by: Özsoy, Ahmet Umur
Published: (2025)
Quantum Probability Theoretic Asset Return Modeling: A Novel Schrödinger-Like Trading Equation and Multimodal Distribution
by: Lin, Li
Published: (2024)
by: Lin, Li
Published: (2024)
Financial Relativity: An Information-Geometric Interpretation of Asset Pricing
by: Lin, Li
Published: (2026)
by: Lin, Li
Published: (2026)
Systemic Risk and Heterogeneous Mean Field Type Interbank Network
by: Sun, Li-Hsien
Published: (2019)
by: Sun, Li-Hsien
Published: (2019)
Systemic Risk and Interbank Lending
by: Sun, Li-Hsien
Published: (2016)
by: Sun, Li-Hsien
Published: (2016)
Do News and Social Media Tell the Same Story? Constructing and Comparing Sentiment Spillover Networks
by: Wu, Fan, et al.
Published: (2026)
by: Wu, Fan, et al.
Published: (2026)
Comparative Statics of Trading Boundary in Finite Horizon Portfolio Selection with Proportional Transaction Costs
by: Li, Jintao, et al.
Published: (2024)
by: Li, Jintao, et al.
Published: (2024)
A Microstructure Analysis of Coupling in CFMMs
by: Sterrett, Althea, et al.
Published: (2025)
by: Sterrett, Althea, et al.
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)
Capturing Smile Dynamics with the Quintic Volatility Model: SPX, Skew-Stickiness Ratio and VIX
by: Jaber, Eduardo Abi, et al.
Published: (2025)
by: Jaber, Eduardo Abi, et al.
Published: (2025)
The Exploratory Multi-Asset Mean-Variance Portfolio Selection using Reinforcement Learning
by: Li, Yu, et al.
Published: (2025)
by: Li, Yu, et al.
Published: (2025)
Option pricing under non-Markovian stochastic volatility models: A deep signature approach
by: Ma, Jingtang, et al.
Published: (2025)
by: Ma, Jingtang, et al.
Published: (2025)
Volatility Models in Practice: Rough, Path‐Dependent, or Markovian?
by: Eduardo Abi Jaber, et al.
Published: (2025)
by: Eduardo Abi Jaber, et al.
Published: (2025)
Partial Information in a Mean‐Variance Portfolio Selection Game
by: Yu‐Jui Huang, et al.
Published: (2025)
by: Yu‐Jui Huang, et al.
Published: (2025)
The mean-variance portfolio selection based on the average and current profitability of the risky asset
by: Li, Yu, et al.
Published: (2024)
by: Li, Yu, et al.
Published: (2024)
Continuous-Time Monotone Mean-Variance Portfolio Selection in Jump-Diffusion Model
by: Li, Yuchen, et al.
Published: (2022)
by: Li, Yuchen, et al.
Published: (2022)
Model-Free Deep Hedging with Transaction Costs and Light Data Requirements
by: Brugière, Pierre, et al.
Published: (2025)
by: Brugière, Pierre, et al.
Published: (2025)
Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making
by: Lalor, Luca, et al.
Published: (2025)
by: Lalor, Luca, et al.
Published: (2025)
Marketron games: Self-propelling stocks vs dumb money and metastable dynamics of the Good, Bad and Ugly markets
by: Halperin, I., et al.
Published: (2025)
by: Halperin, I., et al.
Published: (2025)
Forecasting implied volatility surface with generative diffusion models
by: Jin, Chen, et al.
Published: (2025)
by: Jin, Chen, et al.
Published: (2025)
Simulation of square-root processes made simple: applications to the Heston model
by: Jaber, Eduardo Abi
Published: (2024)
by: Jaber, Eduardo Abi
Published: (2024)
On the Hull-White model with volatility smile for Valuation Adjustments
by: van der Zwaard, T., et al.
Published: (2024)
by: van der Zwaard, T., et al.
Published: (2024)
Watanabe's expansion: A Solution for the convexity conundrum
by: García-Lorite, David, et al.
Published: (2024)
by: García-Lorite, David, et al.
Published: (2024)
Implied and Realized Volatility: A Study of Distributions and the Distribution of Difference
by: Moghaddam, M. Dashti, et al.
Published: (2019)
by: Moghaddam, M. Dashti, et al.
Published: (2019)
Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement
by: Zaugg, Nicola F., et al.
Published: (2024)
by: Zaugg, Nicola F., et al.
Published: (2024)
Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems
by: Peng, Yunfei, et al.
Published: (2024)
by: Peng, Yunfei, et al.
Published: (2024)
Computing the SSR
by: Friz, Peter K., et al.
Published: (2024)
by: Friz, Peter K., et al.
Published: (2024)
Reference-dependent asset pricing with a stochastic consumption-dividend ratio
by: Aquino, Luca De Gennaro, et al.
Published: (2024)
by: Aquino, Luca De Gennaro, et al.
Published: (2024)
Market information of the fractional stochastic regularity model
by: Angelini, Daniele, et al.
Published: (2024)
by: Angelini, Daniele, et al.
Published: (2024)
Reconciling rough volatility with jumps
by: Jaber, Eduardo Abi, et al.
Published: (2023)
by: Jaber, Eduardo Abi, et al.
Published: (2023)
Swing contract pricing: with and without Neural Networks
by: Lemaire, Vincent, et al.
Published: (2023)
by: Lemaire, Vincent, et al.
Published: (2023)
Boundary conditions at infinity for Black-Scholes equations
by: Tsuzuki, Yukihiro
Published: (2024)
by: Tsuzuki, Yukihiro
Published: (2024)
Similar Items
-
Proactive Market Making and Liquidity Analysis for Everlasting Options in DeFi Ecosystems
by: Mohanty, Hardhik, et al.
Published: (2025) -
Randomized Kolmogorov-Smirnov Analysis of Volatility Roughness
by: Bianchi, Sergio, et al.
Published: (2025) -
Dynamically Consistent Analysis of Realized Covariations in Term Structure Models
by: Schroers, Dennis
Published: (2024) -
Dynamically Consistent Analysis of Realized Covariations in Term Structure Models
by: Dennis Schroers
Published: (2025) -
Joint SPX-VIX calibration with Gaussian polynomial volatility models: deep pricing with quantization hints
by: Jaber, Eduardo Abi, et al.
Published: (2022)