Neural network empowered liquidity pricing in a two-price economy under conic finance settings

IF 1.5 4区经济学 Q3 BUSINESS, FINANCE

Quantitative Finance Pub Date : 2024-08-29 DOI:10.1080/14697688.2024.2390947

Matteo Michielon, Diogo Franquinho, Alessandro Gentile, Asma Khedher, Peter Spreij

引用次数: 0

Abstract

In the article at hand neural networks are used to model liquidity in financial markets, under conic finance settings, in two different contexts. That is, on the one hand this paper illustrates how...

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圆锥金融环境下双价经济中的神经网络赋权流动性定价

在本文中，神经网络被用于在两种不同的情况下，在圆锥金融环境下对金融市场的流动性进行建模。也就是说，一方面，本文说明了神经网络如何...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Quantitative Finance 社会科学-数学跨学科应用

CiteScore

3.20

自引率

7.70%

发文量

102

审稿时长

4-8 weeks

期刊介绍： The frontiers of finance are shifting rapidly, driven in part by the increasing use of quantitative methods in the field. Quantitative Finance welcomes original research articles that reflect the dynamism of this area. The journal provides an interdisciplinary forum for presenting both theoretical and empirical approaches and offers rapid publication of original new work with high standards of quality. The readership is broad, embracing researchers and practitioners across a range of specialisms and within a variety of organizations. All articles should aim to be of interest to this broad readership.