量化前沿速递：CTA[20240721]

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机器翻译，仅供参考！可使用微信自带翻译功能自行翻译 更多文献获取请关注公众号：量化前沿速递 获取 文献链接/翻译/pdf 请加入知识星球“ 量化前沿速递 ” 文献汇总 [1] Information Flow in the FTX Bankruptcy FTX破产中的信息流 来源:ARXIV_20240718 [2] Keynesian chaos revisited 凯恩斯主义混沌再探 来源:ARXIV_20240719 [3] Leveraging Machine Learning for High Dimensional Option Pricing within the Uncertain Volatility Model 在不确定波动率模型中利用机器学习进行高维期权定价 来源:ARXIV_20240719 [4] Beyond Trend Following 超越趋势 来源:ARXIV_20240719 [1] Information Flow in the FTX Bankruptcy 标题:FTX破产中的信息流 作者:Riccardo De Blasis, Luca Galati, Rosanna Grassi, Giorgio Rizzini 来源:ARXIV_20240718 Abstract : This paper investigates the cryptocurrency network of the FTX exchange during the collapse of its native token, FTT, to understand how network structures adapt t ………………………………