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Finance, technology and disruption

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MoneyScience: John Kiff's post: Kiffmeister's Fintech Daily Digest 12/18/2019

Kiffmeister's Fintech Daily Digest 12/18/2019 https://t.co/hHBEG5zDhi — moneyscience (@moneyscience) December 19, 2019

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Other writers on System 3

Since last year I have been discussing the idea of "System 3" - a set of mental capabilities and processes involved in imagination and mental simulation. These capabilities appear to be used for...

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Numerosity: Forward and Reverse Stock Splits

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Underperformance of Actively Managed Portfolios: Some Behavioral Insights

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Attention: Implied Volatility Spreads and Stock Returns

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Private Information Transmission, Momentum and Reversal

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Investor Overconfidence in Experimental Asset Markets across Market States

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Why do Households Leave Money on the Table? The Case of Subsidized Pension...

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Unexpected Share Repurchase Announcements

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A Cointegrated VAR Analysis of Stock Price Models: Fundamentals, Psychology...

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Development of Scale to Measure Objectives-Oriented Investment Behavior

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Potential Underdog Bias, Overconfidence and Risk Propensity in Investor...

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SEC Names David Bottom as Chief Information Officer

The Securities and Exchange Commission (SEC) today announced that David Bottom has been appointed as the agency’s Chief Information Officer (CIO). In this role, Mr. Bottom will be responsible for...

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A Copula-based Markov Reward Approach to the Credit Spread in the European Union

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MoneyScience: Book - Advances in Financial Machine Learning by Marcos Lopez...

Resource: Book - Advances in Financial Machine Learning by Marcos Lopez de Prado https://t.co/kfLvDyGJ1V — moneyscience (@moneyscience) December 19, 2019

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Extended Weak Convergence and Utility Maximization with Proportional...

In this paper we study utility maximization with proportional transaction costs. Assuming extended weak convergence of the underlying processes we prove the convergence of the corresponding utility...

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Seven thought-provoking posts on privacy

Informational privacy: a precondition for democratic participation? To survive, democracies need to protect citizens’ data privacy, even against their inclinations to share information online, writes...

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