30 citations
- Center for Economic Research and Graduate Education – Economics InstituteCZ2 papers
- Institute for Nuclear ResearchRU2 papers
- Massachusetts Institute of TechnologyUS2 papers
- Moscow Institute of Physics and TechnologyRU2 papers
- National Research Nuclear University MEPhIRU2 papers
- Texas A&M UniversityUS2 papers
- Aarhus UniversityDK1 paper
- Adyghe State UniversityRU1 paper
- All Russia Research Institute of AutomaticsRU1 paper
- Ca' Foscari University of VeniceIT1 paper
- California Institute of TechnologyUS1 paper
- Carnegie Mellon UniversityUS1 paper
15 papers
What Does Deep Hedging Actually Learn? Delta Corrections, Regime Fragility, and Symbolic Distillation
Kirill Zernikov
This paper studies empirical deep hedging for S&P 500 index options under a local downside-shortfall reward. It moves beyond performance comparison by asking what the learned hedge…
Do designated market makers provide liquidity during downward extreme price movements?
Mario Bellia, Kim Christensen, Aleksey Kolokolov +2
We study the trading activity of designated market makers (DMMs) in electronic markets using a unique dataset with audit-trail information on trader classification. DMMs may either…
Cite-seeing and Reviewing: A Study on Citation Bias in Peer Review
Ivan Stelmakh, Charvi Rastogi, Ryan Liu +3
Citations play an important role in researchers' careers as a key factor in evaluation of scientific impact. Many anecdotes advice authors to exploit this fact and cite prospective…
A semimicroscopic description of Isoscalar Giant Multiple Resonances in medium-mass closed-shell nuclei
M. L. Gorelik, S. Shlomo, B. A. Tulupov +1
Main properties of isoscalar giant multipole resonances (up to L=3), including L=0,2 overtones, in medium-mass closed-shell nuclei are described within the semimicroscopic particle…
Optimized scintillation strip design for the DANSS upgrade
DANSS Collaboration, I. Alekseev, V. Belov +32
DANSS is a one cubic meter plastic scintillator detector with a primary goal of the sterile neutrino searches at a commercial nuclear reactor. Due to its highly advantageous locati…
Properties of Isoscalar Giant Multipole Resonances in medium-heavy closed-shell nuclei: a semimicroscopic description
M. L. Gorelik, S. Shlomo, B. A. Tulupov +1
The semimicroscopic particle-hole dispersive optical model (PHDOM) is implemented to describe main properties of Isoscalar Giant Multipole Resonances (up to L=3) in medium-heavy cl…