How Well Do Automated Methods Perform in Historical Samples? Evidence from...
New large-scale data linking projects are revolutionizing empirical social science. Outside of selected samples and tightly restricted data enclaves, little is known about the quality of these "big...
View ArticleHandbook of Anti-Money Laundering - General Banking & Finance -...
Handbook of Anti-Money Laundering @wiley_finance https://t.co/l8L0holI2U â moneyscience (@moneyscience) November 20, 2017
View ArticleWeekly Top 5 Papers â November 20th, 2017
1. Private Benefits in Public Offerings: Tax Receivable Agreements in IPOs by Gladriel Shobe (Brigham Young University – J. Reuben Clark Law School)read more...
View ArticleCFTC Division of Market Oversight Issues No-Action Relief from Certain Timing...
The Commodity Futures Trading Commissionâs (CFTC) Division of Market Oversight (Division) today issued no-action relief to swap execution facilities (SEF) from the timing requirement within CFTC...
View ArticleCFTCâs Division of Clearing and Risk Extends No-Action Relief for...
The Commodity Futures Trading Commissionâs (CFTC) Division of Clearing and Risk (DCR) today issued a no-action letter extending the relief provided to the Shanghai Clearing House (SHCH) in CFTC...
View ArticleAsymptotic Analysis for Spectral Risk Measures Parameterized by Confidence...
We study the asymptotic behavior of the difference $\Delta \rho ^{X, Y}_\alpha := \rho _\alpha (X + Y) - \rho _\alpha (X)$ as $\alpha \rightarrow 1$, where $\rho_\alpha $ is a risk measure equipped...
View ArticleQuantum Duality in Mathematical Finance. (arXiv:1711.07279v1 [q-fin.MF])
Mathematical finance explores the consistency relationships between the prices of securities imposed by elementary economic principles. Commonplace among these are replicability and the absence of...
View ArticleInfluence of jump-at-default in IR and FX on Quanto CDS prices....
We propose a new model for pricing Quanto CDS and risky bonds. The model operates with four stochastic factors, namely: hazard rate, foreign exchange rate, domestic interest rate, and foreign interest...
View ArticleStrict Local Martingales and Optimal Investment in a Black-Scholes Model with...
There are two major streams of literature on the modeling of financial bubbles: the strict local martingale framework and the Johansen-Ledoit-Sornette (JLS) financial bubble model. Based on a class of...
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Is Quantum computing the next big innovation for Quant Funds?https://t.co/Fjq1bD0AtK â Quant News (@QuantNews_com) November 21, 2017
View ArticleCoders who trade: Wall Street designs its staff for the future | Bloomberg...
Coders who trade: Wall Street designs its staff for the future https://t.co/WgNwadPvB7 â moneyscience (@moneyscience) November 21, 2017
View ArticleThe Blockchain Might Scare the Gig Economy to Death
The blockchain will track and rate you (and your Uber driver) every minute for the rest of your life https://t.co/cHu1OAEcEFâ¦
View ArticleFraming the Problem: The Decline of Campbell Soup & Other Packaged Food...
The Wall Street Journal reports today that Campbell Soup reported a disappointing quarter of financial performance yesterday, causing the company's shares to fall by 8%. The firm has now experienced 12...
View ArticlePrice Optimisation for New Business. (arXiv:1711.07753v1 [q-fin.CP])
This contribution is concerned with price optimisation of the new business for a non-life product. Due to high competition in the insurance market, non-life insurers are interested in increasing their...
View ArticleA New Approach for Solving the Market Clearing Problem With Uniform Purchase...
The European market clearing problem is characterized by a set of heterogeneous orders and rules that force the implementation of heuristic and iterative solving methods. In particular, curtailable...
View ArticleImplementing a Neural Network from Scratch in Python â An Introduction
Implementing a Neural Network from Scratch in #python â An Introduction https://t.co/2APWHldED8#MachineLearning â moneyscience (@moneyscience) November 27,â¦
View ArticleThe Most Expensive U.S. Hurricane Season Ever: By the Numbers
"The Most Expensive U.S. Hurricane Season Ever: By the Numbers" https://t.co/LEL97ACJqR ht @C_Barraud http://pic.twitter.com/YacJnUgmyH â Freakonometricsâ¦
View ArticleâPsychopathâ Hedge Fund Managers Make Less Money
âPsychopathâ Hedge Fund Managers Make Less Money - Being manipulative and mean isnât the secret to success, a new study by two psychology professors says.â¦
View ArticleWall Streetâs 2017 Market Predictions: Pathetically Wrong
Forecasting is difficult, but this year showed exactly how pointless it can be: Markets performed opposite of virtually all predictionsâ¦
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