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q-fin.CP2024
Explainable AI in Request-for-Quote
Qiqin Zhou
In the contemporary financial landscape, accurately predicting the probability of filling a Request-For-Quote (RFQ) is crucial for improving market efficiency for less liquid asset…
q-fin.CP2024★ 12 cited
Application of Black-Litterman Bayesian in Statistical Arbitrage
Qiqin Zhou
\begin{abstract} In this paper, we integrated the statistical arbitrage strategy, pairs trading, into the Black-Litterman model and constructed efficient mean-variance portfolios.…