Markus Leippold
Finance · 2000–2021
A researcher in the Science corpus: 10 papers; trusts 39 researchers and is trusted by 16 researchers here, as inferred from the citation graph.
Subfields
- Finance — 84 citations into it; #2,458 of 10,518 by trust here, #1,477 by citations
- Economics and Econometrics — 47 citations into it; #8,622 of 23,481 by trust here, #7,755 by citations
- Accounting — 25 citations into it; #5,858 of 8,970 by trust here, #5,223 by citations
- Artificial Intelligence — 16 citations into it
- Strategy and Management — 13 citations into it
- Natural Language Processing — 10 citations into it
- Management Science and Operations Research — 8 citations into it
- Statistics and Probability — 7 citations into it
Whom Markus Leippold trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Gurdip Bakshi
- Duan Li
- Kenneth J. Singleton
- Eric R. Ziegel
- Jun Pan
- Calyampudi R. Rao
- Lyn C. Thomas
- Qiang Dai
- Damir Filipovi'c
- Peter P. Carr
Who trusts Markus Leippold overall
- Qiang Dai
- Kenneth J. Singleton
- Ren‐Raw Chen
- Christian Gouriéroux
- Damir Filipovi'c
- Vineet Agarwal
- G. Duffee
- Andreas Kaeck
- Xiaolin Cheng
- Liuren Wu
Papers from Markus Leippold's perspective
Ordered by how strongly the researchers Markus Leippold trusts endorse each paper. Same corpus, a different order for every researcher.
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding (North American Chapter of the Association for Computational Linguistics)
- The Pricing of Options and Corporate Liabilities
- Specification Analysis of Affine Term Structure Models
- Deep Residual Learning for Image Recognition (Computer Vision and Pattern Recognition)
- Adam: A Method for Stochastic Optimization (International Conference on Learning Representations)
- Long Short-Term Memory
- Attention is All you Need (Neural Information Processing Systems)
- ImageNet classification with deep convolutional neural networks
- A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
Their papers
- Asset Pricing under the Quadratic Class (2002) — 258 citations
- A Geometric Approach To Multiperiod Mean Variance Optimization of Assets and Liabilities (2004) — 188 citations
- Machine learning in the Chinese stock market (2021) — 372 citations
- CLIMATE-FEVER: A Dataset for Verification of Real-World Climate Claims (2020) — 284 citations
- Does the CDS Market Reflect Regulatory Climate Risk Disclosures? (2020) — 129 citations
- QUANTILE ESTIMATION WITH ADAPTIVE IMPORTANCE SAMPLING (2010) — 50 citations
- The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments (2010) — 221 citations
- Economic Benefit of Powerful Credit Scoring (2006) — 175 citations
- A Simple Model of Credit Contagion (2004) — 142 citations
- Quadratic Term Structure Models (2000) — 59 citations