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量化前沿速递:机器学习[20250518]

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[1] GenAI in Entrepreneurship

创业中的GenAI

来源:ARXIV_20250512

[2] Multi level Governance, Smart Meter Adoption, and Utilities  Energy Efficiency Savings in the U.S

美国的多级治理、智能电表采用和公用事业能效节约

来源:ARXIV_20250512

[3] Predicting Poverty

预测贫困

来源:ARXIV_20250512

[4] NewsNet SDF

新闻网SDF

来源:ARXIV_20250513

[5] The Exploratory Multi Asset Mean Variance Portfolio Selection using Reinforcement Learning

基于强化学习的探索性多资产均值方差投资组合选择

来源:ARXIV_20250513

[6] Transfer Learning Across Fixed Income Product Classes

跨固定收益产品类别的迁移学习

来源:ARXIV_20250513

[7] Forecasting Intraday Volume in Equity Markets with Machine Learning

利用机器学习预测股票市场日内交易量

来源:ARXIV_20250514

[8] Big Data and the Computational Social Science of Entrepreneurship and Innovation

大数据与创业创新的计算社会科学

来源:ARXIV_20250514

[9] Cloud-Native Security Framework: Using Machine Learning To Implement Selective MFA In Modern Banking Platforms

云原生安全框架:利用机器学习在现代银行平台中实现选择性MFA

来源:SSRN_20250514

[10] A Sustainable Portfolio Construction Model Based on ESG and Deep Learning Algorithms: Evidence from the U.S. Market

基于ESG和深度学习算法的可持续投资组合构建模型:来自美国市场的证据

来源:SSRN_20250515

[11] Mathematical Modeling, Analysis and Simulation Utilizing Machine Learning Tools for Assessing the Impact of Climate Lobbying

利用机器学习工具进行数学建模、分析和仿真,以评估气候游说的影响

来源:ARXIV_20250516

[12] The impact of economic policies on housing prices. Approximations and predictions in the UK, the US, France, and Switzerland from the 1980s to today

经济政策对房价的影响。20世纪80年代至今英国、美国、法国和瑞士的近似值和预测

来源:ARXIV_20250516

[1] GenAI in Entrepreneurship

标题:创业中的GenAI

作者:Anna Kusetogullari, Huseyin Kusetogullari, Martin Andersson, Tony Gorschek

来源:ARXIV_20250512

Abstract : Generative Artificial Intelligence (GenAI) and Large Language Models (LLMs) are recognized to have significant effects on industry and business dynamics, not least because of their impact on the preconditions for entrepreneurship. There is still a lack of knowledge of GenAI as a theme in entrepreneurship research. This paper presents a systematic literature review aimed at identifying and analyzing the evolving landscape......(摘要翻译及全文见知识星球)

Keywords : 

[2] Multi level Governance, Smart Meter Adoption, and Utilities  Energy Efficiency Savings in the U.S

标题:美国的多级治理、智能电表采用和公用事业能效节约

作者:Yue Gao, Jing Zhang

来源:ARXIV_20250512

Abstract : Smart grids enable the alignment of energy supply and demand, enhance energy efficiency, and raise consumer awareness of energy conservation. Smart meter, a vital technological component of smart grids, enables bidirectional communication between consumers and utility companies. This paper employs the two stage least squares panel data model to examine the effects of federal funding and state legislative actions on smart......(摘要翻译及全文见知识星球)

Keywords : 

[3] Predicting Poverty

标题:预测贫困

作者:Paolo Verme

来源:ARXIV_20250512

Abstract : Poverty prediction models are used to address missing data issues in a variety of contexts such as poverty profiling, targeting with proxy means tests, cross survey imputations such as poverty mapping, top and bottom incomes studies, or vulnerability analyses. Based on the models used by this literature, this paper conducts a study by artificially corrupting data clear of missing incomes with......(摘要翻译及全文见知识星球)

Keywords : 

[4] NewsNet SDF

标题:新闻网SDF

作者:Shunyao Wang, Ming Cheng, Christina Dan Wang

来源:ARXIV_20250513

Abstract : Stochastic Discount Factor (SDF) models provide a unified framework for asset pricing and risk assessment, yet traditional formulations struggle to incorporate unstructured textual information. We introduce NewsNet SDF, a novel deep learning framework that seamlessly integrates pretrained language model embeddings with financial time series through adversarial networks. Our multimodal architecture processes financial news using GTE multilingual models, extracts temporal patterns from......(摘要翻译及全文见知识星球)

Keywords : 

[5] The Exploratory Multi Asset Mean Variance Portfolio Selection using Reinforcement Learning

标题:基于强化学习的探索性多资产均值方差投资组合选择

作者:Yu Li, Yuhan Wu, Shuhua Zhang

来源:ARXIV_20250513

Abstract : In this paper, we study the continuous time multi asset mean variance (MV) portfolio selection using a reinforcement learning (RL) algorithm, specifically the soft actor critic (SAC) algorithm, in the time varying financial market. A family of Gaussian portfolio selections is derived, and a policy iteration process is crafted to learn the optimal exploratory portfolio selection. We prove the convergence of......(摘要翻译及全文见知识星球)

Keywords : 

[6] Transfer Learning Across Fixed Income Product Classes

标题:跨固定收益产品类别的迁移学习

作者:Nicolas Camenzind, Damir Filipovic

来源:ARXIV_20250513

Abstract : We propose a framework for transfer learning of discount curves across different fixed income product classes. Motivated by challenges in estimating discount curves from sparse or noisy data, we extend kernel ridge regression (KR) to a vector valued setting, formulating a convex optimization problem in a vector valued reproducing kernel Hilbert space (RKHS). Each component of the solution corresponds to the......(摘要翻译及全文见知识星球)

Keywords : 

[7] Forecasting Intraday Volume in Equity Markets with Machine Learning

标题:利用机器学习预测股票市场日内交易量

作者:Mihai Cucuringu, Kang Li, Chao Zhang

来源:ARXIV_20250514

Abstract : This study focuses on forecasting intraday trading volumes, a crucial component for portfolio implementation, especially in high frequency (HF) trading environments. Given the current scarcity of flexible methods in this area, we employ a suite of machine learning (ML) models enriched with numerous HF predictors to enhance the predictability of intraday trading volumes. Our findings reveal that intraday stock trading volume......(摘要翻译及全文见知识星球)

Keywords : 

[8] Big Data and the Computational Social Science of Entrepreneurship and Innovation

标题:大数据与创业创新的计算社会科学

作者:Ningzi Li, Shiyang Lai, James Evans

来源:ARXIV_20250514

Abstract : As large scale social data explode and machine learning methods evolve, scholars of entrepreneurship and innovation face new research opportunities but also unique challenges. This chapter discusses the difficulties of leveraging large scale data to identify technological and commercial novelty, document new venture origins, and forecast competition between new technologies and commercial forms. It suggests how scholars can take advantage of......(摘要翻译及全文见知识星球)

Keywords : 

[9] Cloud-Native Security Framework: Using Machine Learning To Implement Selective MFA In Modern Banking Platforms

标题:云原生安全框架:利用机器学习在现代银行平台中实现选择性MFA

作者:Akhil Khunger,Jitender Jain

来源:SSRN_20250514

Abstract : Financial institutions face a perpetual challenge: customers resist entering one-time pins for Multi-Factor Authentication (MFA), yet these security measures are essential for protecting financial assets. Despite advances in cloud computing and machine learning, research on their application to authentication systems remains limited. Our research addresses this gap by developing an intelligent, cloud-native framework for implementing selective MFA in modern banking platforms.......(摘要翻译及全文见知识星球)

Keywords : banking

[10] A Sustainable Portfolio Construction Model Based on ESG and Deep Learning Algorithms: Evidence from the U.S. Market

标题:基于ESG和深度学习算法的可持续投资组合构建模型:来自美国市场的证据

作者:Seyed  Mehrzad Asaad Sajadi,Ali Fereydooni,Seyed Alireza Athari,Sabri Farhadi

来源:SSRN_20250515

Abstract : There is a growing interest in sustainable investment strategies, which combine traditional financial metrics with Environmental, Social, and Governance (ESG) factors. However, existing portfolio optimization models may not fully address the complexities of building socially responsible portfolios. Hence, to tackle this challenge, we employ a novel framework aiming to construct sustainable investment portfolios that consider positive social and environmental impact alongside......(摘要翻译及全文见知识星球)

Keywords : Portfolio construction, ESG, Machine learning, Convolutional neural networks JEL Classification: C0, G1, G11, G12

[11] Mathematical Modeling, Analysis and Simulation Utilizing Machine Learning Tools for Assessing the Impact of Climate Lobbying

标题:利用机器学习工具进行数学建模、分析和仿真,以评估气候游说的影响

作者:Andrew Jacoby, Samiran Ghosh, Malay Banerjee, Aditi Ghosh, Padmanabhan Seshaiyer

来源:ARXIV_20250516

Abstract : Climate policy and legislation has a significant influence on both domestic and global responses to the pressing environmental challenges of our time. The effectiveness of such climate legislation is closely tied to the complex dynamics among elected officials, a dynamic significantly shaped by the relentless efforts of lobbying. This project aims to develop a novel compartmental model to forecast the trajectory......(摘要翻译及全文见知识星球)

Keywords : 

[12] The impact of economic policies on housing prices. Approximations and predictions in the UK, the US, France, and Switzerland from the 1980s to today

标题:经济政策对房价的影响。20世纪80年代至今英国、美国、法国和瑞士的近似值和预测

作者:Nicolas Houlié

来源:ARXIV_20250516

Abstract : I show that house prices can be modeled using machine learning (kNN and tree bagging) and a small dataset composed of macro economic factors (MEF), including an inflation metric (CPI), US treasury rates (10 yr), Gross Domestic Product (GDP), and portfolio size of central banks (ECB, FED). This set of parameters covers all the parties involved in a transaction (buyer, seller,......(摘要翻译及全文见知识星球)

Keywords : 


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