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Why endings matter [spoiler-free Game of Thrones references]
It probably has not escaped your notice that the Game of Thrones TV series finished this week. If you use social media at all, I suspect you also saw some anguished squawks about how awful the ending...
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What is cognitive economics?
What's happening inside your head right now? What thoughts, feelings, ideas are spinning around in there? Are they important to you? If you were not able to think those thoughts, would you care? How...
View ArticleProbabilistic Approach to Mean Field Games and Mean Field Type Control...
In this work, we systematically investigate mean field games and mean field type control problems with multiple populations using a coupled system of forward-backward stochastic differential equations...
View ArticleClosed Quantum Black-Scholes: Quantum Drift and the Heisenberg Equation of...
In this article we model a financial derivative price as an observable on the market state function. We apply geometric techniques to integrating the Heisenberg Equation of Motion. We illustrate how...
View ArticleNeural network for pricing and universal static hedging of contingent claims....
We present here a regress later based Monte Carlo approach that uses neural networks for pricing high-dimensional contingent claims. The choice of specific architecture of the neural networks used in...
View ArticleA new set of cluster driven composite development indicators....
Composite development indicators used in policy making often subjectively aggregate a restricted set of indicators. We show, using dimensionality reduction techniques, including Principal Component...
View ArticleIncome growth with high inequality implies loss of well-being: A mathematical...
A mathematical model of measurement of the perception of well-being for groups with increasing incomes, but proportionally unequal is proposed. Assuming that welfare grows with own income and decreases...
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Playing at Dr Jekyll and Mr Hyde: the UK job market
The UK labour market, at first glance, seems to be playing at Dr Jekyll and Mr Hyde. Employment (in terms of both levels and rates) is at record highs, yet wage growth has been extraordinarily weak....
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Newsletter November 2019 Can you replicate a call option with two European...
Editorial Can you replicate a call option with two European digital options? A European digital pays one unit of currency (domestic or foreign) at a predefined expiry date, if on that date the observed...
View ArticleThe long-run reversal in the long run: Insights from two centuries of...
Publication date: Available online 27 November 2019Source: Journal of Empirical FinanceAuthor(s): Adam Zaremba, Renatas Kizys, Muhammad Wajid RazaAbstractWe perform the most comprehensive test of...
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Publication date: December 2019Source: Journal of Empirical Finance, Volume 54Author(s):
View ArticleChristian Bayer (WIAS Berlin). Title: TBA
Abstract: TBA16 Dec 2019 to 16 Dec 2019, Weeks Hall - G03 Seminar Room
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A Computability Proof of Gödel’s First Incompleteness Theorem
“Any consistent formal system F within which a certain amount of elementary arithmetic can be carried out is incomplete; i.e. there are…Continue reading on Cantorâs Paradise »
View ArticleMoneyScience: Cryptoqueen: How Ruja Ignatova scammed the world, then vanished
Resource: Cryptoqueen: How Ruja Ignatova scammed the world, then vanished https://t.co/4qKTlQnBcN â moneyscience (@moneyscience) November 27, 2019
View ArticleMoneyScience: Online Training - The Complete COBOL Course From Beginner To...
Resource: Online Training - The Complete COBOL Course From Beginner To Expert https://t.co/1AKqWgZpD9 â moneyscience (@moneyscience) November 27, 2019
View ArticleMoneyScience: A Simple COBOL Tutorial
Resource: A Simple COBOL Tutorial https://t.co/6w6zQZCBsu â moneyscience (@moneyscience) November 27, 2019
View ArticleMoneyScience: MoneyScience's post: Victor Ricciardi talks about his book...
Victor Ricciardi talks about his book Investor Behavior: The Psychology of Financial Planning and Investing https://t.co/z2XUtfSVgeâ¦
View ArticleOil, the Baltic Dry index, market (il)liquidity and business cycles: evidence...
Abstract The recent financial crisis has made (il)liquidity research more significant than ever. Galariotis and Giouvris (Int Rev Financ Anal 38:44â69, 2015) find evidence that market liquidity may...
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