MoneyScience: The Financial Hacker
Resource: The Financial Hacker https://t.co/bbSjSr8QUp â moneyscience (@moneyscience) November 22, 2019
View ArticleMoneyScience: The Boy's Guide to Pricing & Hedging
Resource: The Boy's Guide to Pricing & Hedging https://t.co/DppYbuB02a â moneyscience (@moneyscience) November 22, 2019
View ArticleFINCAD on Twitter
With Mortgage Backed Securities coming back into vogue, more people are finding challenges in modeling them. Here is a primer... https://t.co/4A2VtU9waT â Bobâ¦
View ArticleWSJ News Exclusive | Bridgewater Makes $1.5 Billion Options Bet on Falling...
Bridgewater Makes $1.5 Billion Options Bet on Falling Market - Worldâs largest hedge fund takes on a big bearish trade; founder Dalio says firmâs overallâ¦
View ArticleThe Disagreement Is The Point | On the Media | WNYC Studios
On this week's show: @mathbabedotorg cautions us about the predictive algorithms that govern our lives and @ttallon tells us the history of radio technology.â¦
View ArticleA Physicist Who Models ISIS and the Alt-Right | Quanta Magazine
The rise of new extremist groups has served as both an impetus and test-case for Neil Johnsonâs models of terrorism and insurgency. https://t.co/UPOaH6DdNj ââ¦
View ArticleMoneyScience: news
MoneyScience News Overview curates finance and technology news we think you will like! https://t.co/vWdHlGyFhQ â moneyscience (@moneyscience) November 23,â¦
View ArticleMoneyScience: The theory that will take artificial intelligence to the...
The theory that will take artificial intelligence to the trading floor https://t.co/VBg1oiHLHC â moneyscience (@moneyscience) November 23, 2019
View ArticleSo You Just Bought a $450 Million Leonardo da Vinci Painting. Now What? |...
So You Just Bought a $450 Million Leonardo da Vinci Painting. Now What?https://t.co/DpPkEFlmrC â moneyscience (@moneyscience) November 23, 2019
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The Costs of Connection: How Data is Colonizing Human Life and Appropriating...
The Costs of Connection: How Data is Colonizing Human Life and Appropriating It for Capitalism. Nick Couldry and Ulises A. Mejias. Stanford University Press. 2019. Find this book:Â The age of Big...
View ArticleAsset Price Bubbles in market models with proportional transaction costs....
We study asset price bubbles in market models with proportional transaction costs $lambdain (0,1)$ and finite time horizon $T$ in the setting of [48]. By following [27], we define the fundamental value...
View ArticleSpeed of Rational Social Learning in Networks with Gaussian Information....
We consider a sequential social-learning environment with rational agents and Gaussian private signals, focusing on how the observation network affects the speed of learning. Agents learn about a...
View ArticleDeep Reinforcement Learning for Trading. (arXiv:1911.10107v1 [q-fin.CP])
We adopt Deep Reinforcement Learning algorithms to design trading strategies for continuous futures contracts. Both discrete and continuous action spaces are considered and volatility scaling is...
View ArticleSpeculative Trading, Prospect Theory and Transaction Costs....
A speculative agent with Prospect Theory preference chooses the optimal time to purchase and then to sell an indivisible risky asset as to maximize the expected utility of the round-trip profit net of...
View ArticleTowards Quantification of Explainability in Explainable Artificial...
Artificial Intelligence (AI) has become an integral part of domains such as security, finance, healthcare, medicine, and criminal justice. Explaining the decisions of AI systems in human terms is a key...
View ArticleCollectivised Pension Investment with Homogeneous Epstein-Zin Preferences....
In a collectivised pension fund, investors agree that any money remaining in the fund when they die can be shared among the survivors. We compute analytically the optimal investment-consumption...
View ArticleEstimation of the Parameters of Symmetric Stable ARMA and ARMA-GARCH Models....
In this article, we first propose the modified Hannan-Rissanen Method for estimating the parameters of the autoregressive moving average (ARMA) process with symmetric stable noise and symmetric stable...
View ArticleInvestigating bankruptcy prediction models in the presence of extreme class...
In the area of credit risk analytics, current Bankruptcy Prediction Models (BPMs) struggle with (a) the availability of comprehensive and real-world data sets and (b) the presence of extreme class...
View ArticleThe artefact of the Natural Resources Curse. (arXiv:1911.09681v1 [econ.GN])
This paper reexamines the validity of the natural resource curse hypothesis, using the database of mineral exporting countries. Our findings are as follows: (i) Resource-rich countries (RRCs) do not...
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John Van Reenen: ‘A lot of promises are just smoke and mirrors’
As director of LSE’s Centre for Economic Performance (CEP) up to 2016, British economist John Van Reenen led a team of academic researchers who produced detailed analysis of the consequences a divorce...
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