128 citations · 718 across the 52 of their papers we have counts for
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q-fin.PR2018
Continuous-time Duality for Super-replication with Transient Price Impact
Peter Bank, Yan Dolinsky
We establish a super-replication duality in a continuous-time financial model where an investor's trades adversely affect bid- and ask-prices for a risky asset and where market res…
cs.CV2018★ 2 cited
Towards Explanation of DNN-based Prediction with Guided Feature Inversion
Mengnan Du, Ninghao Liu, Qingquan Song +1
While deep neural networks (DNN) have become an effective computational tool, the prediction results are often criticized by the lack of interpretability, which is essential in man…