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report the results of the proposed probabilistic active trading strategy for both the Deep-Learning model. and the SVM model., as well as the buy-and-hold investing strategy are
In fact, to price options on stock indices or currency options, we need to generalize our new formula by replacing S by Se − qT so that it can deal with options.. on stocks paying
The studies reveal at least four fundamentally distinct channels for the propagation and amplification of shocks within the financial system and to the macroeconomy: (i)
boosting method is using numerical response variable, while random forest is. through
We work with a parsimonious parametrization of ordered binary choice regression that quite precisely forecasts future conditional probability distributions of returns, using
In Table 1 , the assets were splitted into two groups, (a) containing the mean returns of the 20 assets with the highest and lowest eigenvector cen- trality, and (b) the mean
With only minimal ingredients, this model is able to capture the aggregate e ff ect of idiosyncratic shocks to aver- aged economic output growth measures.. It thereby establishes
∗ Corresponding author, [email protected].. using the analytical approaches developed in the cross-disciplinary research fields in- volving econophysics and
