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View all- Qi RPan W(2022)Stock Prediction with Adaptive-Factors Temporal Convolutional Attention-Based NetworkComputing and Data Science10.1007/978-981-16-8885-0_9(91-104)Online publication date: 12-Jan-2022
Research about equity index options has shown that option prices systematically violate rational pricing bounds for the risk-averse representative investor. These results raise the question of whether profitable trading possibilities exist in this market. ...
To analyze the economic significance of pricing errors of stock index options, a system of linear inequalities is developed that completely characterizes all risk arbitrage opportunities that arise if a well-behaved pricing kernel does not exist. The ...
Stock price prediction is a field that has been continuously interesting. Stock prices are influenced by many factors such as oil prices, exchange rates, money interest rates, stock price indexes in other countries, and economic situations. Although ...
Evaluation index are long been thought as very accurately reflect stock price by people in China. In this paper, we build theory models to study the relationship between volume, P/B (Price-to-Book value Ratio), P/S (Price-to-Sale Ratio) and P/CF (Price-...
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