Research paper / RESOURCE PROFILE

Risk measures beyond frictionless markets

Publication: Risk measures beyond frictionless markets. Published Nov 16, 2021.

Research & Papers
arxiv.orgPublished Nov 16, 2021
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Overview

Publication: Risk measures beyond frictionless markets. Published Nov 16, 2021.

Publication information

Publication title
Risk measures beyond frictionless markets
Authors
Maria Arduca, Cosimo Munari
Published
Nov 16, 2021
Last publication revision
Nov 16, 2021
Subject areas
q-fin.MF, q-fin.RM
Publication source
arxiv.org · abs/2111.08294v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2111.08294 ↗

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
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DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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