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Results for “spin-off” · papers 2 · wiki 1
Academic Papers · 2arXiv q-fin live 2 · desk corpus 0
arXiv · arXiv q-fin · 2025
Forecasting the volatility of financial assets is essential for various financial applications. This paper addresses the challenging task of forecasting the volatility of financial assets with limited historical data, such as new issues or spin-offs, by proposing a multi-source transfer learning approach. Specifically, we exploit complementary source data of assets with a substantial historical data record by selecti…
Andreas Teller, Uta Pigorsch, Christian Pigorsch
arXiv · arXiv q-fin · 2004
A microscopic approach to macroeconomic features is intended. A model for macroeconomic behavior under heterogeneous spatial economic conditions is reviewed. A birth-death lattice gas model taking into account the influence of an economic environment on the fitness and concentration evolution of economic entities is numerically and analytically examined. The reaction-diffusion model can be also mapped onto a high ord…
Marcel Ausloos, Paulette Clippe, Janusz Miśkiewicz, Andrzej Pekalski
Option Blackboard · 0
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