24-29 St Giles
University of Oxford - Department of Statistics
in Total Papers Downloads
Neural Networks, Regression Trees, Overfitting, Cross-section of Stock Returns, International Asset Pricing
Order flow imbalance, Price impact, Cross impact, LASSO, PCA, Return prediction.
Intraday volatility forecasting, Neural networks, Realized volatility, Commonality
Scenario Simulation, Generative Adversarial Network (GAN), Time Series, Expected Shortfall, Value at Risk, Dynamic Strategies.
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