“Is God A Mathematician?” by Mario Livio
Book ReviewContinue reading on Cantorâs Paradise »
View ArticleMy Favorite New Features in Python 3.8
My Favorite New Features in Python 3.8 https://t.co/DOUxuGDnDX â Towards Data Science (@TDataScience) December 30, 2019
View ArticleBIS and innovation
BIS and innovation - Take a look at some of our top 2019 publications for fintech, digital currencies and central bank innovation #BestOf2019 #Fintech #CBDCâ¦
View ArticleThe sceptical turn in the US inequality literature: what The Economist...
The Economistâs recent briefing âMeasuring the 1%: Economists are Rethinking the Numbers on Inequalityâ has caused a stir amongst inequality scholars. The report, published at the end of...
View ArticleRead Me If You Can! An Analysis of ICO White Papers
Publication date: Available online 3 January 2020Source: Finance Research LettersAuthor(s): Shadi Samieifar, Dirk G. BaurAbstractInitial Coin Offerings (ICOs) are a new form of venture capital...
View ArticleThe History of Euler’s Number (E)
From Napier Table’s To Bernoulli’s Compounding InterestContinue reading on Cantorâs Paradise »
View ArticleRichard Feynman on the Differences between Mathematics and Physics
“I would like to make a number of remarks on the relation of mathematics and physics”Continue reading on Cantorâs Paradise »
View ArticleData driven partition-of-unity copulas with applications to risk management....
We present a constructive and self-contained approach to data driven general partition-of-unity copulas that were recently introduced in the literature. In particular, we consider Bernstein-, negative...
View ArticleThe Optimal Dynamic Reinsurance Strategies in Multidimensional Portfolio....
The present paper addresses the issue of choosing an optimal dynamic reinsurance policy, which is state-dependent, for an insurance company that operates under multiple insurance business lines. The...
View ArticleHousing Investment, Stock Market Participation and Household Portfolio...
This paper employs the survey data of CHFS (2013) to investigate the impact of housing investment on household stock market participation and portfolio choice. The results show that larger housing...
View ArticleA Note on Portfolio Optimization with Quadratic Transaction Costs....
In this short note, we consider mean-variance optimized portfolios with transaction costs. We show that introducing quadratic transaction costs makes the optimization problem more difficult than using...
View ArticleClassifying ecosystem disservices and comparing their effects with ecosystem...
To completely understand the effects of urban ecosystems, the effects of ecosystem disservices should be considered along with the ecosystem services and require more research attention. In this study,...
View ArticleDisentangling shock diffusion on complex networks: Identification through...
Large scale networks delineating collective dynamics often exhibit cascading failures across nodes leading to a system-wide collapse. Prominent examples of such phenomena would include collapse on...
View ArticleHedging problems for Asian options with transactions costs....
In this paper, we consider the problem of hedging Asian options in financial markets with transaction costs. For this, we use the asymptotic hedging approach. The main task of asymptotic hedging in...
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