Academy notes
Articles and updates from SoloQuant Academy.
Tag: paper
Dixon, Polson & Sokolov (2018) use deep spatio-temporal nets on traffic flows and high-frequency trading—showing the same modeling habit across space and time. Plain-language intro. Not investment advice.
Guéant, Lehalle & Fernandez-Tapia (2011) turn the Avellaneda–Stoikov HJB into linear ODEs and give closed-form asymptotic quotes under inventory risk. Plain-language intro. Not investment advice.
Tóth, Bouchaud and coauthors (2011) explain the empirical square-root market-impact law via latent liquidity that vanishes near the price. Plain-language intro. Not investment advice.
Abergel and Jedidi (2010) treat the limit order book as a Markov chain with Poisson arrivals, proving stationarity ideas and Brownian-like midprice scaling. Plain-language intro. Not investment advice.
Kirtac and Germano (2024) compare OPT, BERT, FinBERT, and a classic finance dictionary on U.S. news sentiment and next-day returns—after costs in spirit for careful readers. Not investment advice.
Ke, Kelly, and Xiu (2019) show a supervised way to turn news text into return-prediction signals with careful screening. Plain-language intro for after-work Python NLP learners. Not investment advice.
Xu et al. (2021) HIST mines shared industry/theme concepts—and hidden ones—on a stock graph to forecast trends. Plain-language intro for after-work Python learners. Not investment advice.
