An Economical Business-Cycle Model. (arXiv:1912.07163v1 [econ.TH])
In recent decades, in developed economies, slack on the product and labor markets has fluctuated a lot over the business cycle, while inflation has been very stable. At the same time, these economies...
View ArticleEU Economic Modelling System. (arXiv:1912.07115v1 [econ.GN])
This is the first study that attempts to assess the regional economic impacts of the European Institute of Innovation and Technology (EIT) investments in a spatially explicit macroeconomic model, which...
View ArticleGauge transformations in the dual space, and pricing and estimation in the...
We suggest a simple reduction of pricing European options in affine jump-diffusion models to pricing options with modified payoffs in diffusion models. The procedure is based on the conjugation of the...
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,...
View ArticleSEC Proposes Rules to Implement the Statutory Mandate to Adopt Resource...
Following a series of Commission actions, court proceedings and Congressional action, the Securities and Exchange Commission today voted to propose rules that would require resource extraction issuers...
View ArticleSEC Proposes to Update Accredited Investor Definition to Increase Access to...
The Securities and Exchange Commission voted to propose amendments to the definition of accredited investor, one of the principal tests for who is eligible to participate in our private capital...
View ArticleMoneyScience: MoneyScience's post: Call for Papers: The Journal of Machine...
Call for Papers: The Journal of Machine Learning in Finance https://t.co/JDPD5cmRHi â moneyscience (@moneyscience) December 18, 2019
View ArticleIndustry Events take on the Technology Impact of the Libor Replacement |...
How will industry participants cope with the end of Libor as it relates to their technology? FINCADâs Denys Usynin fills us in: https://t.co/R9RxPMHmm5â¦
View ArticleSEC Approves 2020 PCAOB Budget and Accounting Support Fee
The Securities and Exchange Commission voted today to approve the 2020 budget of the Public Company Accounting Oversight Board (PCAOB) and the related annual accounting support fee. The 2020 PCAOB...
View ArticleIssuer Settles Unregistered ICO Charges, Agrees to Return Funds and Register...
The Securities and Exchange Commission today announced settled charges against blockchain technology company Blockchain of Things Inc. (BCOT) for conducting an unregistered initial coin offering (ICO)...
View ArticleSEC Charges Broker-Dealers With Illicitly Profiting in Partial Tender Offer
The Securities and Exchange Commission today announced settled charges against two registered broker-dealers, Bluefin Trading LLC and Critical Trading LLC, for violating the so-called âshort tender...
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