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Optimal Trading of a Basket of Futures Contracts. (arXiv:1910.04943v1...
We study the problem of dynamically trading multiple futures contracts with different underlying assets. To capture the joint dynamics of stochastic bases for all traded futures, we propose a new model...
View ArticlePredicting Auction Price of Vehicle License Plate with Deep Residual...
Due to superstition, license plates with desirable combinations of characters are highly sought after in China, fetching prices that can reach into the millions in government-held auctions. Despite the...
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