Quantitative Finance

短名Quant. Finance
Journal Impact1.60
国际分区SOCIAL SCIENCES, MATHEMATICAL METHODS(Q2)
期刊索引SCI Q3中科院 4 区
ISSN1469-7688, 1469-7696
h-index82
国内分区经济学(4区)经济学商业财政与金融(4区)经济学经济学(4区)经济学数学跨学科应用(4区)经济学社会科学数理方法(4区)

金融领域正在迅速变化,部分原因是该领域越来越多地使用定量方法。量化金融欢迎反映该领域活力的原创研究文章。该杂志提供了一个跨学科论坛,用于展示理论和实证方法,并提供高质量标准的原创新作品的快速出版。读者群广泛,包括跨专业领域和各种组织的研究人员和从业者。所有文章都应旨在引起广大读者的兴趣。

期刊主页投稿网址
涉及主题经济数学计量经济学金融经济学业务财务计算机科学统计物理数理经济学波动性(金融)
出版信息出版商: Taylor and Francis Ltd.出版周期: Bimonthly期刊类型: journal
基本数据创刊年份: 2001原创研究文献占比100.00%自引率:13.30%Gold OA占比: 19.66%
平均审稿周期 网友分享经验:偏慢,4-8周
平均录用比例网友分享经验:容易

期刊引文格式

这些示例是对学术期刊文章的引用,以及它们应该如何出现在您的参考文献中。

并非所有期刊都按卷和期组织其已发表的文章,因此这些字段是可选的。有些电子期刊不提供页面范围,而是列出文章标识符。在这种情况下,使用文章标识符而不是页面范围是安全的。

只有1位作者的期刊

有2位作者的期刊

有3位作者的期刊

有5位以上作者的期刊

书籍引用格式

以下是创作和编辑的书籍的参考文献的示例。

学位论文引用格式

网页引用格式

这些示例是对网页的引用,以及它们应该如何出现在您的参考文献中。

专利引用格式

最新文章

A common shock model for multidimensional electricity intraday price modelling with application to battery valuation

2024-9-10

Higher order approximation of option prices in Barndorff-Nielsen and Shephard models

2024-9-10

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

2024-9-5

Efficient option pricing in the rough Heston model using weak simulation schemes

2024-9-2

GDP-linked bonds as a new asset class

2024-8-30

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

2024-8-29

FX Open Forward

2024-8-27

Asset prices when large investors interact strategically

2024-8-19

Portfolio and reinsurance optimization under unknown market price of risk

2024-8-15

Quantum Machine Learning and Optimisation in Finance <b>Quantum Machine Learning and Optimisation in Finance</b> , by Antoine Jacquier and Oleksiy Kondratyev, Packt Publishing (2022). Paperback. ISBN 978-1801813570.

2024-8-15

Pricing airbag option via first passage time approach

2024-7-25

Risk factor aggregation and stress testing

2024-7-25

Covariance matrix filtering and portfolio optimisation: the average oracle vs non-linear shrinkage and all the variants of DCC-NLS

2024-7-16

Spike and hike modeling for interest rate derivatives: with an application to SOFR caplets

2024-7-16

Equity auction dynamics: latent liquidity models with activity acceleration

2024-7-15

Valuation and hedging of cryptocurrency inverse options

2024-7-12

When to efficiently rebalance a portfolio

2024-7-8

On joint marginal expected shortfall and associated contribution risk measures

2024-7-4

Weight bound constraints in mean-variance models: a robust control theory foundation via machine learning

2024-7-2

Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies

2024-7-2

Introducing and testing the Carr model of default

2024-7-2

Regulating stochastic clocks§

2024-7-2

Causal Factor Investing <b>Causal Factor Investing</b> , by Marcos M. López de Prado, Cambridge University Press(2023). Paperback. ISBN 978-1009397292

2024-7-1

Earnings mean reversion and dynamic optimal capital structure

2024-6-26

Predicting forward default probabilities of firms: a discrete-time forward hazard model with firm-specific frailty

2024-6-18

Counting jumps: does the counting process count?

2024-6-10

Market consistent bid-ask option pricing under Dempster-Shafer uncertainty

2024-6-10

On the implied volatility skew outside the at-the-money point

2024-6-9

Consistent curves in the -world: optimal bonds portfolio

2024-6-5

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

2024-6-2

Trade co-occurrence, trade flow decomposition and conditional order imbalance in equity markets

2024-6-2

Interest rate convexity in a Gaussian framework

2024-6-2

Optimal trading and competition with information in the price impact model

2024-6-2

Neural network approach to portfolio optimization with leverage constraints: a case study on high inflation investment

2024-6-2

ESG risk exposure: a tale of two tails

2024-6-2

Mean-variance portfolio with wealth and volatility dependent risk aversion

2024-5-29

Online learning of order flow and market impact with Bayesian change-point detection methods

2024-5-5

Deep learning for enhanced index tracking

2024-5-3

Risk management under weighted limited expected loss

2024-5-3

Optimal reinsurance under a new design: two layers and multiple reinsurers

2024-5-3

Dynamic partial (co)variance forecasting model

2024-5-3

A study on asset price bubble dynamics: explosive trend or quadratic variation?

2024-5-3

Do price trajectory data increase the efficiency of market impact estimation?

2024-5-3

The contagion of extreme risks between fossil and green energy markets: evidence from China

2024-5-3

Speed and duration of drawdown under general Markov models

2024-4-23

Optimal operation of a hydropower plant in a stochastic environment

2024-4-22

Deep calibration with random grids

2024-4-12

Tail risk aversion and backwardation of index futures

2024-4-2

A modified CTGAN-plus-features-based method for optimal asset allocation

2024-4-2

Narrative triggers of information sensitivity

2024-4-2

帮你贴心管理全部的文献

研飞ivySCI,高效的论文管理

投稿经验分享

分享我的经验,帮你走得更远

Built withby Ivy Science
Copyright © 2020-2024
版权所有:南京青藤格致信息科技有限公司