Browse
We’re here to help

Find guidance on Author Services

Search
Browse
We’re here to help

Find guidance on Author Services

Home
All Journals
Quantitative Finance
List of Issues
Volume 24, Issue 2

Quantitative Finance

Search in:

Advanced search Citation search

Citation search

Ready to submit?
Start a new submission or continue a submission in progress
Go to submission site
Instructions for authors
Editorial policies
Editing services site

Journal metrics
Aims & scope
Journal information
Editorial board
News & calls for papers
Advertising information

Latest articles
Current issue
All volumes & issues
Special issues
Open access articles
Most read articles
Most cited articles

New content alerts
RSS

Subscription options & pricing

Buy a subscription

Your download is now in progress and you may close this window

Did you know that with a free Taylor & Francis Online account you can gain access to the following benefits?

Choose new content alerts to be informed about new research of interest to you
Easy remote access to your institution's subscriptions on any device, from any location
Save your searches and schedule alerts to send you new results
Export your search results into a .csv file to support your research

Have an account?
Login now Don't have an account?
Register for free

Login or register to access this feature

Have an account?
Login now Don't have an account?
Register for free

Choose new content alerts to be informed about new research of interest to you
Easy remote access to your institution's subscriptions on any device, from any location
Save your searches and schedule alerts to send you new results
Export your search results into a .csv file to support your research

Quantitative Finance, Volume 24, Issue 2 (2024)

Browse this journal

Latest articles
Current issue
List of issues
Special issues
Open access articles
Most read articles
Most cited articles

Sample our Economics, Finance,Business & Industry journals, sign in here to start your access, latest two full volumes FREE to you for 14 days

Quantitative Finance, Volume 24, Issue 2 (2024)

See all volumes and issues

Volume 24, 2024 Vol 23, 2023 Vol 22, 2022 Vol 21, 2021 Vol 20, 2020 Vol 19, 2019 Vol 18, 2018 Vol 17, 2017 Vol 16, 2016 Vol 15, 2015 Vol 14, 2014 Vol 13, 2013 Vol 12, 2012 Vol 11, 2011 Vol 10, 2010 Vol 9, 2009 Vol 8, 2008 Vol 7, 2007 Vol 6, 2006 Vol 5, 2005 Vol 4, 2004 Vol 3, 2003 Vol 2, 2002 Vol 1, 2001

Select to download all citations or PDFs

Download citations Download PDFs Download issue

Browse by section (All)

Display order (Default)
Published online date
Page number
Section A-Z
Most read
Most cited

Features

Article

Fin-GAN: forecasting and classifying financial time series via generative adversarial networks

Milena Vuletić, Felix Prenzel & Mihai Cucuringu

Pages: 175-199

Published online: 13 Feb 2024

AbstractforFin-GAN: forecasting and classifying financial time series via generative adversarial networks | Full Text | References | PDF (5.8 MB) | EPUB

4466 Views
0 CrossRef citations
0Altmetric

Open Access

Book Review

Handbook of Price Impact Modeling

by Kevin T. Webster, Chapman & Hall/CRC (2023). Hardback. ISBN 978-1032328225.

Johannes Muhle-Karbe

Pages: 201-202

Published online: 13 Feb 2024

CitationforHandbook of Price Impact Modeling | Full Text | References | PDF (351.2 KB) | EPUB

3267 Views
0 CrossRef citations
0Altmetric

Free Access

Research Papers

Article

Physics-informed convolutional transformer for predicting volatility surface

Soohan Kim, Seok-Bae Yun, Hyeong-Ohk Bae, Muhyun Lee & Youngjoon Hong

Pages: 203-220

Published online: 13 Feb 2024

AbstractforPhysics-informed convolutional transformer for predicting volatility surface | Full Text | References | PDF (6.3 MB) | EPUB

289 Views
0 CrossRef citations
0Altmetric

Article

Deep impulse control: application to interest rate intervention

Bowen Jia & Hoi Ying Wong

Pages: 221-232

Published online: 13 Feb 2024

AbstractforDeep impulse control: application to interest rate intervention | Full Text | References | PDF (718.3 KB) | EPUB

880 Views
0 CrossRef citations
0Altmetric

Open Access

Article

Risk sharing with deep neural networks

M. Burzoni, A. Doldi & E. Monzio Compagnoni

Pages: 233-252

Published online: 13 Feb 2024

AbstractforRisk sharing with deep neural networks | Full Text | References | PDF (1.8 MB) | EPUB

150 Views
0 CrossRef citations
0Altmetric

Article

Optimal stop-loss rules in markets with long-range dependence

Yun Xiang & Shijie Deng

Pages: 253-263

Published online: 13 Feb 2024

AbstractforOptimal stop-loss rules in markets with long-range dependence | Full Text | References | PDF (463.3 KB) | EPUB

128 Views
0 CrossRef citations
0Altmetric

Article

When is cross impact relevant?

Victor Le Coz, Iacopo Mastromatteo, Damien Challet & Michael Benzaquen

Pages: 265-279

Published online: 13 Feb 2024

AbstractforWhen is cross impact relevant? | Full Text | References | PDF (3.1 MB) | EPUB

113 Views
0 CrossRef citations
0Altmetric

Article

A unified formula of the optimal portfolio for piecewise hyperbolic absolute risk aversion utilities

Zongxia Liang, Yang Liu, Ming Ma & Rahul Pothi Vinoth

Pages: 281-303

Published online: 13 Feb 2024

AbstractforA unified formula of the optimal portfolio for piecewise hyperbolic absolute risk aversion utilities | Full Text | References | PDF (1.1 MB) | EPUB

139 Views
0 CrossRef citations
0Altmetric

Article

Dynamic currency hedging with non-Gaussianity and ambiguity

Paweł Polak & Urban Ulrych

Pages: 305-327

Published online: 13 Feb 2024

AbstractforDynamic currency hedging with non-Gaussianity and ambiguity | Full Text | References | PDF (2.8 MB) | EPUB

155 Views
0 CrossRef citations
0Altmetric

Research Letters

A generalization of the rational rough Heston approximation

Jim Gatheral & Radoš Radoičić

Pages: 329-335

Published online: 13 Feb 2024

AbstractforA generalization of the rational rough Heston approximation | Full Text | References | PDF (707.8 KB) | EPUB

180 Views
0 CrossRef citations
0Altmetric

On the optimal forecast with the fractional Brownian motion

Xiaohu Wang, Jun Yu & Chen Zhang

Pages: 337-346

Published online: 13 Feb 2024

215 Views
0 CrossRef citations
0Altmetric

Explore articles

Latest
Open access
Most read
Most cited
Trending

Explore the most recently published articles

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

Robert A. Jarrow et al.

Article | Published online: 29 May 2024

Open Access

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

Dingjun Yao et al.

Article | Published online: 29 May 2024

Open Access

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

Fengpei Li et al.

Article | Published online: 29 May 2024

Open Access

Risk management under weighted limited expected loss

An Chen et al.

Article | Published online: 29 May 2024

View all latest articles

Download citations

Choose format

RIS (ProCit, Reference Manager)
BibTeX
RefWorks Direct Export

Download citations

Quantitative Finance (Vol.24, Iss.2, 2024)

Access Rights

Only articles that you have access rights to view will be downloaded. The green tick (full access) and orange padlock (open access) icons indicate that you have full access.

Do you want to proceed?