Research paper / RESOURCE PROFILE

The Reactive Beta Model

Publication: The Reactive Beta Model. Published Nov 3, 2019.

Research & Papers
arxiv.orgPublished Nov 3, 2019
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Overview

Publication: The Reactive Beta Model. Published Nov 3, 2019.

Publication information

Publication title
The Reactive Beta Model
Authors
Sebastien Valeyre, Denis S. Grebenkov, Sofiane Aboura
Published
Nov 3, 2019
Last publication revision
Nov 3, 2019
Venue / journal
J. Finan. Res. 42, 71-113 (2019)
Subject areas
q-fin.RM, q-fin.ST
DOI
10.1111/jfir.1217 ↗
Publication source
arxiv.org · abs/1911.00919v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/1911.00919 ↗

Discovery references

References explain how this resource entered the collection. They do not represent an endorsement.

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

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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