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Extrinsic psychosocial stressors and workers’ productivity: impact of...

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Estimating the gravity model when zero trade flows are frequent and...

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A portfolio approach to the optimal mix of funded and unfunded pensions

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A non-expected utility model and its application in practical auctions

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Does economic policy uncertainty matter for commodity market in China?...

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Potential effects of scaling-up infrastructure in Peru: a general equilibrium...

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How did the Great Recession Affect Gender Disparity in Europe? An Analysis by...

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Demand elasticities for 9 goods in 37 countries

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The effect of health information on smoking intensity: does addiction matter?

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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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MoneyScience: Book - Big Data and Machine Learning in Quantitative Investment...

Resource: Book - Big Data and Machine Learning in Quantitative Investment - Tony Guida https://t.co/D25sZrR1V3 — moneyscience (@moneyscience) December 19,…

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A Teaching Manifesto: An Invitation to my Spring 2020 classes

If you have been reading my blog for long enough, you should have seen this post coming. Every semester that I teach, and it has only been in the spring in the last few years, I issue an invitation to...

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The Imminent Demise of the LNG/Crude Oil Link

Liquified natural gas has long been sold through long-term contracts that are benchmarked to the price of crude oil. This makes a certain intuitive sense. The two commodities are in many contexts...

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SEC Files Charges in Ponzi Scheme Targeting Hispanic Community

The Securities and Exchange Commission today announced charges against Edward Espinal, of Wayne, New Jersey, and his company, Cash Flow Partners LLC, in connection with an alleged $5 million Ponzi...

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Small Business Advocate Releases First Annual Report

The Securities and Exchange Commission’s Office of the Advocate for Small Business Capital Formation today released its inaugural Annual Report for Fiscal Year 2019. The report is available for...

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SEC Announces Robert A. Marchman as Senior Policy Advisor on Diversity and...

The Securities and Exchange Commission today announced the appointment of Robert A. Marchman as Senior Policy Advisor on Diversity and Inclusion. In this newly created role within the SEC's Office of...

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SEC Charges Recidivist Investment Adviser With Defrauding Retirees

The Securities and Exchange Commission today charged Sacramento, California-based investment adviser firm Springer Investment Management, Inc. dba Springer Financial Advisors (SFA) and owner Keith...

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Style Transfer with Time Series: Generating Synthetic Financial Data....

Training deep learning models that generalize well to live deployment is a challenging problem in the financial markets. The challenge arises because of high dimensionality, limited observations,...

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