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Cross-section without factors: a string model for expected returns

不含因素的横截面：一个关于预期回报的字符串模型

Walter Distaso,Antonio Mele,Grigory Vilkov

Quantitative finance. 2024 Jun 11;24(6):693-718. DOI:10.1080/14697688.2024.2357189

DeepVol: volatility forecasting from high-frequency data with dilated causal convolutions

基于扩张因果卷积的高频数据波动率预测模型

Fernando Moreno-Pino,Stefan Zohren

Quantitative finance. 2024 Sep 5;24(8):1105-1127. DOI:10.1080/14697688.2024.2387222

Are missing values important for earnings forecast? a machine learning perspective

缺失值对于收益预测重要吗？一种机器学习视角

Ajim Uddin,Xinyuan Tao,Chia-Ching Chou et al.

Quantitative finance. 2022;22(6):1113-1132. DOI:10.1080/14697688.2021.1963825

Sparse Index Clones via the sorted ℓ 1 - Norm

基于排序ℓ1范数的稀疏索引克隆算法

Philipp J Kremer,Damian Brzyski,Małgorzata Bogdan et al.

Quantitative finance. 2022;22(2):349-366. DOI:10.1080/14697688.2021.1962539

Calibration to American options: numerical investigation of the de-Americanization method

基于美式期权的校准问题：去美式方法的数值研究

O Burkovska,M Gass,K Glau et al.

Quantitative finance. 2018 Feb 12;18(7):1091-1113. DOI:10.1080/14697688.2017.1417622

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