Clik here to view.
A Do-it-yourself (DIY) Valuation of Tesla: Of Investment Regrets and...
I was hoping to move on from Tesla to my data update posts, but my last post on Tesla drew some attention, in good and bad ways, partly because of its timing. Right after I sold my shares for $640,...
View ArticleFeed-in Tariff Contract Schemes and Regulatory Uncertainty....
This paper presents a novel analysis of two feed-in tariffs (FIT) under market and regulatory uncertainty, namely a sliding premium with cap and floor and a minimum price guarantee. Regulatory...
View ArticlePredicting Bank Loan Default with Extreme Gradient Boosting....
Loan default prediction is one of the most important and critical problems faced by banks and other financial institutions as it has a huge effect on profit. Although many traditional methods exist for...
View ArticleText-based crude oil price forecasting. (arXiv:2002.02010v1 [q-fin.ST])
Crude oil price forecasting has attracted substantial attention in the field of forecasting. Recently, the research on text-based crude oil price forecasting has advanced. To improve accuracy, some...
View ArticleDetecting Changes in Asset Co-Movement Using the Autoencoder Reconstruction...
Detecting changes in asset co-movements is of much importance to financial practitioners, with numerous risk management benefits arising from the timely detection of breakdowns in historical...
View ArticleClik here to view.
The UK has the world’s 9th most resilient labour market, but things are...
UKâs labour market continues to show resilience – but all is not as rosy as it seems. A recent analysis of labour market trends by The Institute for the Future of Work reveals strengths and...
View ArticleRunning on Empty: A Proposal to Fill the Gap Between Regulation and...
Running on Empty: A Proposal to Fill the Gap Between Regulation and Decentralization Remarks at Blockress Commissioner Hester M. Peirce Chicago, IL February 6, 2020
View ArticleDrilling and Debt
ABSTRACT This paper documents a previously unrecognized debtârelated investment distortion. Using detailed projectâlevel data for 69 firms in the oil and gas industry, we find that highly levered...
View ArticleDo you have a #quant blog you'd like to feature at MoneyScience? Let me know!
Do you have a #quant blog you'd like to feature at MoneyScience? Let me know! https://t.co/LfSeP93EKU â moneyscience (@moneyscience) February 6, 2020
View ArticleSEC Investor Advisory Committee to Meet on Feb. 27
The Securities and Exchange Commission's Investor Advisory Committee will hold a public meeting on Feb. 27.  The meeting will begin at 9:30 a.m. ET in the Multipurpose Room at SEC headquarters at...
View Article'95% Confidence': Ethereum Developers Pencil In July 2020 for Eth 2.0 Launch...
â95% Confidenceâ: Ethereum Developers Pencil In July 2020 for Eth 2.0 Launchhttps://t.co/qwIySB31kM â Financial Technology (@fin_tech) February 7, 2020
View ArticleClik here to view.
Brexit: mourning the economic and personal damage
Britain has left the European Union (EU). The loss I feel is almost as much as when my father died, almost a quarter of a century ago. He was 16 when he came to Britain with my grandfather, who was a...
View ArticleThe Mormon Church Amassed $100 Billion. It Was the Best-Kept Secret in the...
The Mormon Church Amassed $100 Billion. It Was the Best-Kept Secret in the Investment World. https://t.co/jXpOUv4Hf6 via @WSJ â Yves Hilpisch (@dyjh) Februaryâ¦
View ArticleHedge fund billionaire Ken Griffin calls markets 'utterly and completely...
Hedge fund billionaire Ken Griffin calls markets 'utterly and completely unprepared' for jump in inflationhttps://t.co/s9Yfg2GglA â Hedge Fund Focusâ¦
View ArticleClik here to view.
Are Filter Bubbles Real? – Book Review
Are Filter Bubbles Real? Axel Bruns. Polity. 2019. Find this book:Â Terms like âfilter bubblesâ and âecho chambersâ have transcended social media and political communication research to enter...
View ArticleBiofuels and Deforestation: A CSR/ESG Cautionary Tale
The Republic of France, in March 2019, decided that it would no longer consider fuel made from palm oil to be a âbiofuel,â effective as of January 2020. So that redefinition is now in effect....
View ArticleEqual Risk Pricing and Hedging of Financial Derivatives with Convex Risk...
In this paper, we consider the problem of equal risk pricing and hedging in which the fair price of an option is the price that exposes both sides of the contract to the same level of risk. Focusing...
View ArticleDiscretization and Machine Learning Approximation of BSDEs with a Constraint...
We study the approximation of backward stochastic differential equations (BSDEs for short) with a constraint on the gains process. We first discretize the constraint by applying a so-called facelift...
View Article