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Focusing on contemporary trends in quantitative finance, this volume features six chapters authored by leading experts. It delves into stochastic and fractional volatility models, equity trading, optimal portfolios, and machine learning applications, including natural language processing. Additionally, it explores economic scenario generation, providing original insights and solutions. This comprehensive work serves as a valuable resource for both researchers and practitioners in the finance sector.
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REVIEWS IN MODERN QUANTITATIVE FINANCE, Andrey Itkin
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- 2024
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