Fighting for Not-So-Religious Souls: The Role of Religious Competition in...
Many countries embroiled in non-religious civil conflicts have experienced a dramatic increase in religious competition in recent years. This study examines whether increasing competition between...
View ArticleResidual Switching Network for Portfolio Optimization. (arXiv:1910.07564v1...
This paper studies deep learning methodologies for portfolio optimization in the US equities market. We present a novel residual switching network that can automatically sense changes in market regimes...
View ArticleOptimal dividends with partial information and stopping of a degenerate...
Abstract We study the optimal dividend problem for a firm’s manager who has partial information on the profitability of the firm. The problem is formulated as one of singular stochastic control with...
View ArticleA Black–Scholes inequality: applications and generalisations
Abstract The space of call price curves has a natural noncommutative semigroup structure with an involution. A basic example is the Black–Scholes call price surface, from which an interesting...
View ArticleWhy Don't We Agree? Evidence from a Social Network of Investors
ABSTRACT We study sources of investor disagreement using sentiment of investors from a social media investing platform, combined with information on the users' investment approaches (e.g., technical,...
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Relaxation Methods
An introduction to relaxation algorithms for applications in physics.Continue reading on Cantor’s Paradise »
View ArticleNon-Linearities, Cyber Attacks and Cryptocurrencies
Publication date: Available online 17 October 2019Source: Finance Research LettersAuthor(s): Guglielmo Maria Caporale, Woo-Young Kang, Fabio Spagnolo, Nicola SpagnoloAbstractThis paper uses a...
View ArticleSEC Proposes Amendments to Exemptive Applications Procedures
The Securities and Exchange Commission today announced that it has voted to propose rule amendments to establish an expedited review procedure for applications under the Investment Company Act that are...
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Disrupting the IPO Process: Challenging the Banker-run Going-Public Model!
In the age of disruption, where young companies are challenging the status quo and upending conventional businesses, it was only a matter of time before they turned their attention to the process by...
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