Bond Pricing and Yield Curve Modeling: A Structural Approach
Volume 20, Issue 1, January 2020, Page 9-10.
View ArticleTrading strategies generated pathwise by functions of market weights
Abstract Twenty years ago, E.R. Fernholz introduced the notion of âfunctional generationâ to construct a variety of portfolios solely in terms of the individual companiesâ market weights. I....
View ArticleInside a Moneymaking Machine Like No Other - Bloomberg - Pocket
Inside a Moneymaking Machine Like No Other - The Medallion Fund, an employees-only offering for the quants at Renaissance Technologies, is the blackest box inâ¦
View ArticleCerberus: A Blockchain-Based Accreditation and Degree Verification System
Cerberus: A Blockchain-Based Accreditation and Degree Verification System https://t.co/AQWrIBI54u â CryptAssets (@CryptAssets) December 17, 2019
View ArticleSilicon Valley IT Administrator and Friends Charged in Multimillion Dollar...
The Securities and Exchange Commission today announced insider trading charges against five friends who repeatedly traded on confidential earnings information about a Silicon Valley cloud-computing...
View ArticleReport: Convertible Bonds Attractive for 2020
A new report from Schroders looks at global convertible bonds, instruments that straddle the boundaries of debt/equity/derivatives. It tells usâin a discussion that might be of interest to the...
View ArticleTheory of Cryptocurrency Interest Rates. (arXiv:1904.05472v3 [q-fin.MF] UPDATED)
A term structure model in which the short rate is zero is developed as a candidate for a theory of cryptocurrency interest rates. The price processes of crypto discount bonds are worked out, along with...
View ArticleExploring Multi-Banking Customer-to-Customer Relations in AML Context with...
In the recent years money laundering schemes have grown in complexity and speed of realization, affecting financial institutions and millions of customers globally. Strengthened privacy policies, along...
View ArticleA Robust Predictive Model for Stock Price Prediction Using Deep Learning and...
Prediction of future movement of stock prices has been a subject matter of many research work. There is a gamut of literature of technical analysis of stock prices where the objective is to identify...
View ArticleEstimating a Behavioral New Keynesian Model. (arXiv:1912.07601v1 [econ.GN])
This paper analyzes identification issues of a behavorial New Keynesian model and estimates it using likelihood-based and limited-information methods with identification-robust confidence sets. The...
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Individual investment advice is key to promoting sustainable investment...
Given the global environmental and societal challenges of the 21st century, the concept of sustainability is becoming increasingly important in the financial markets. It seems necessary to involve...
View ArticleR Cookbook, 2nd Edition
The 2nd Edition of the @R_cookbook by @CMastication and Paul Teetor Freely available online athttps://t.co/6PXywfHtUY Has great examples of using base #rstatsâ¦
View ArticleSEC Adopts Risk Mitigation Techniques for Uncleared Security-Based Swaps
The Securities and Exchange Commission today voted to adopt rules requiring the application of risk mitigation techniques to portfolios of uncleared security-based swaps. New Rules 15Fi-3, 15Fi-4,...
View ArticleSEC Adopts Actions to Stand Up Security-Based Swap Regulatory Regime
The Securities and Exchange Commission today adopted a package of rule amendments, guidance, and a related order to expand and improve the framework for regulating cross-border security-based swaps,...
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