output
20102026
most citedTKAN: Temporal Kolmogorov-Arnold Networks

25 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing q-fin.STShow all

2 papers · 1 filter

q-fin.ST2012★ 5 cited

The Reactive Volatility Model

Sebastien Valeyre, Denis Grebenkov, Sofiane Aboura +1

We present a new volatility model, simple to implement, that includes a leverage effect whose return-volatility correlation function fits to empirical observations. This model is a…

q-fin.ST2010★ 14 cited

Statistical properties of derivatives: a journey in term structures

Delphine Lautier, Franck Raynaud

This article presents an empirical study of thirteen derivative markets for commodity and financial assets. It compares the statistical properties of futures contracts's daily retu…