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Schrödinger’s Equation
“So do any of you guys know quantum physics?” Paul Rudd in Avengers: EndgameContinue reading on Cantorâs Paradise »
View ArticleA Bimodal Network Approach to Model Topic Dynamics. (arXiv:1709.09373v1...
This paper presents an intertemporal bimodal network to analyze the evolution of the semantic content of a scientific field within the framework of topic modeling, namely using the Latent Dirichlet...
View ArticleThe market nanostructure origin of asset price time reversal asymmetry....
We introduce a framework to infer lead-lag networks between the states of elements of complex systems, determined at different timescales. As such networks encode the causal structure of a system,...
View ArticleNo Arbitrage in Continuous Financial Markets. (arXiv:1809.09588v5 [q-fin.MF]...
We derive integral tests for the existence and absence of arbitrage in a financial market with one risky asset which is either modeled as stochastic exponential of an Ito process or a positive...
View ArticleTime-inhomogeneous Gaussian stochastic volatility models: Large deviations...
We introduce time-inhomogeneous stochastic volatility models, in which the volatility is described by a positive function of a Volterra type continuous Gaussian process that may have extremely rough...
View ArticleBifurcations in economic growth model with distributed time delay transformed...
We consider the model of economic growth with time delayed investment function. Assuming the investment is time distributed we can use the linear chain trick technique to transform delay differential...
View ArticleGuiding the guiders: Foundations of a market-driven theory of disclosure....
A foundational approach is developed for a mathematical theory of managerial disclosure in relation to asset pricing; this involves both the earnings guidance disclosed by firm management and market...
View ArticleInvariant measures for fractional stochastic volatility models....
We establish that a large class of non-Markovian stochastic volatility models converge to an invariant measure as time tends to infinity. Our arguments are based on a novel coupling idea which is of...
View ArticleIntra-Horizon Expected Shortfall and Risk Structure in Models with Jumps....
The present article deals with intra-horizon risk in models with jumps. Our general understanding of intra-horizon risk is along the lines of the approach taken in Boudoukh, Richardson, Stanton and...
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Reflections on the nature and meaning of teamwork
Teamwork is a complex social dynamic, at once a principle of optimal efficiency and an occasion of personal cooperation. We might visualise this complexity in terms of a vertical pursuit (the...
View ArticleComputational humanness, analogy and innovation, and soft concepts
The Data Exchange Podcast: Dafna Shahaf on enabling computers to augment human cognition in novel ways.Subscribe: iTunes, Android, Spotify, Stitcher, Google, and RSS.[full show notes can be found on...
View ArticleDo Copycat CTAs Outperform Individualistic CTAs?
Our society teaches us, that it is good to be different. That our trading strategy must be always unique, creative and individualistic. It is boring and unprofitable to be the "average", to do what the...
View ArticleA Markov-switching COGARCH approach to cryptocurrency portfolio selection and...
Abstract Blockchain is a new technology slowly integrating our economy with cryptocurrencies such as Bitcoin and many more applications. Bitcoin and other versions of it (known as Altcoins) are traded...
View ArticleEconomic policy uncertainty and non-performing loans: The moderating role of...
Publication date: Available online 12 February 2020Source: Finance Research LettersAuthor(s): Helen Louri, Maria KaradimaAbstractFollowing the financial and debt crises in the euro area and the delays...
View ArticleOptimal Risk Taking under High-Water Mark Contract with Jump Risk
Publication date: Available online 12 February 2020Source: Finance Research LettersAuthor(s): Congming Mu, Jingzhou Yan, Zhian LiangAbstractThis paper studies the effects of jump risk in returns on the...
View ArticleInvestigating Solutions for the Development of a Green Bond Market: Evidence...
Publication date: Available online 12 February 2020Source: Finance Research LettersAuthor(s): Chuc Anh Tu, Ehsan Rasoulinezhad, Tapan SarkerAbstractGreen bonds are an important financial tool for...
View ArticleMoneyScience: MoneyScience's post: Call for Abstracts - Conference on Complex...
Call for Abstracts - Conference on Complex Systems, 19-23rd October, 2020 https://t.co/eO7bm4kdaA pic.twitter.com/RnI9N4z0KH â moneyscience (@moneyscience)â¦
View ArticleStockpickers turn to #bigdata to arrest decline
Stockpickers turn to #bigdata to arrest decline | #MachineLearning #AI #Finance #Investment https://t.co/xIUQyNxWfb via @financialtimes â Yves Hilpisch (@dyjh)â¦
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