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Happy Holidays!
LSE Business Review is taking a two-week break and won’t be publishing any new content during the holidays. Thank you for your company in 2019. We look forward to bringing you more relevant research...
View ArticleWhy Did Trend-Following Underperform Last Decade?
Trend-following funds and strategies were once extremely popular after the 2008/2009 crisis. They offered attractive performance, and diversification properties made them a nice addition to investor's...
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A Finite Solution to Lorentz Factor at the Speed of Light
IntroductionContinue reading on Cantorâs Paradise »
View ArticleMoneyScience: MoneyScience's post: Cliff Asness Selected as the Recipient of...
Cliff Asness Selected as the Recipient of the 2019 IAQF/Northfield Financial Engineer of the Year Award https://t.co/WX6bNcinGW - @CliffordAsness ââ¦
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This Year in Review (2019)
Hello readers of CP!December 16th marked the six month anniversary of the launch of Cantorâs Paradise on Medium. Since then, weâve published a total of 67 stories from 15 talented writers,...
View ArticleDo FOMC and macroeconomic announcements affect Bitcoin prices?
Publication date: Available online 21 December 2019Source: Finance Research LettersAuthor(s): Sujin Pyo, Jaewook LeeAbstractBitcoin, developed by Satoshi Nakamoto after the financial crisis in 2008,...
View ArticleThe Road to Software 2.0
It's clear that AI can and will have a big influence on how we develop software.By Mike Loukides and Ben Lorica.[A version of this post appears on the O'Reilly Radar.]Roughly a year ago, we wrote...
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Understanding Exponents
Countering Our Limited Intuition Towards Exponential FunctionsContinue reading on Cantorâs Paradise »
View ArticleGreenfields and Brownfields: Asian Investors Backing Infrastructure Investments
The Asian Infrastructure Investment Bank has taken a 30% stake in Bayfront Infrastructure Management. Clifford Capital, with the backing of the government of Singapore, has the other 70%. They have...
View ArticleGrouping of Contracts in Insurance using Neural Networks. (arXiv:1912.09964v1...
Despite the high importance of grouping in practice, there exists little research on the respective topic. The present work presents a complete framework for grouping and a novel method to optimize...
View ArticleHow connected is too connected? Impact of network topology on systemic risk...
Economic interdependencies have become increasingly present in globalized production, financial and trade systems. While establishing interdependencies among economic agents is crucial for the...
View ArticleAn Artificial Intelligence approach to Shadow Rating. (arXiv:1912.09764v1...
We analyse the effectiveness of modern deep learning techniques in predicting credit ratings over a universe of thousands of global corporate entities obligations when compared to most popular,...
View ArticleMonetary Policy and Wealth Inequalities in Great Britain: Assessing the role...
This paper explores whether unconventional monetary policy operations have redistributive effects on household wealth. Drawing on household balance sheet data from the Wealth and Asset Survey, we...
View ArticleFrom Disequilibrium Markets to Equilibrium. (arXiv:1912.09679v1 [econ.GN])
The modeling of financial markets as disequilibrium models by ordinary differential equations has become a popular modeling tool. One famous example of such a model is the Beja-Goldman model(The...
View ArticleComparison of various risk measures for an optimal portfolio....
In this paper, we search for optimal portfolio strategies in the presence of various risk measure that are common in financial applications. Particularly, we deal with the static optimization problem...
View ArticleArgentum: a collaborative saving and investment platform for unstable...
A crypto coin designed to provide a stabilization instrument backed up by minded like financial investments instruments to maintain the purchase value of savings across time, in order to construct new...
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