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The Eccentric and Ingenious Father of the Atomic Bomb, J. Robert Oppenheimer
“Now, I am become Death, the destroyer of worlds.”Continue reading on Cantorâs Paradise »
View ArticleSurvival means adaptation: where will quants be in 25 years?
Will #MachineLearning have the biggest impact on #quant finance in the next 25 years? We explore in this article --> https://t.co/zZh34jhKEP #QuantMindsâ¦
View ArticleDoes export intensity affect corporate leverage? Evidence from Portuguese SMEs
Publication date: Available online 28 December 2019Source: Finance Research LettersAuthor(s): Cátia S. Silva, João M. PintoAbstractThis paper examines the effect of export intensity on a firm's...
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Extending Einstein’s Field Equations
Wave Properties of Matter in Gravitational FieldsContinue reading on Cantorâs Paradise »
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The Analyst’s Traveling Salesman Problem
Turning a Classic Problem Infinite and Fractal-likeContinue reading on Cantorâs Paradise »
View ArticleTop Ten Blog Posts on Quantpedia in 2019
The end of the year is a good time for a short recapitulation. Apart from other things we do (which we will summarize in our next blog in a few days), we have published around 50 short blog posts /...
View ArticleQuantum Neural Networks for FinTech
Quantum Neural Networks for FinTech by Amelie Schreiber https://t.co/2N9b7QO6nk â Towards Data Science (@TDataScience) December 29, 2019
View ArticleHigh-frequency Trading: More Flash to Come
There has been little ânewsâ about high frequency trading in 2019. On the one hand that silence, as a certain famous detective might say, is âthe curious incident.â On the other hand, the...
View ArticleThe equivalent constant-elasticity-of-variance (CEV) volatility of the...
This study presents new analytic approximations of the stochastic-alpha-beta-rho (SABR) model. Unlike existing studies that focus on the equivalent Black-Scholes (BS) volatility, we instead derive the...
View ArticleA Multicriteria Decision Making Approach to Study the Barriers to the...
The automation technology is emerging, but the adoption rate of autonomous vehicles (AV) will largely depend upon how policymakers and the government address various challenges such as public...
View ArticleMultivariate Systemic Optimal Risk Transfer Equilibrium. (arXiv:1912.12226v1...
A Systemic Optimal Risk Transfer Equilibrium (SORTE) was introduced in "Systemic Optimal Risk Transfer Equilibrium" for the analysis of the equilibrium among financial institutions or in...
View ArticleA Stochastic Investment Model for South African Use. (arXiv:1912.12113v1...
The need for stochastic modelling is on the rise globally in the pension, life insurance and investment industries due to both an increase in regulation and a natural requirement for stochastic...
View ArticleMaximising with-profit pensions without guarantees. (arXiv:1912.11858v1...
Currently, pension providers are running into trouble mainly due to the ultra-low interest rates and the guarantees associated to some pension benefits. With the aim of reducing the pension volatility...
View ArticleAlpha Discovery Neural Network based on Prior Knowledge. (arXiv:1912.11761v1...
In financial automatic feature construction task, genetic programming is the state-of-the-art-technic. It uses reverse polish expression to represent features and then uses genetic programming to...
View ArticleDynamics of the Price Behavior in Stock Market: A Statistical Physics...
We study in this paper the time evolution of stock markets using a statistical physics approach. Each agent is represented by a spin having a number of discrete states $q$ or continuous states,...
View ArticleSecretary-General Says United Nations Must Embrace Blockchain
United Nations secretary-general António Guterres says the intergovernmental giant needs to embrace blockchain https://t.co/wX4JCkgEZF â CryptAssetsâ¦
View ArticleHow financial markets turned upside down in 2019
Weak data used to send stocks down but the promise of never-ending cheap money from central banks means the only way is uphttps://t.co/Izyz2B6jcN ââ¦
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Newsletter December 2019 Vertically and Crosswise
Editorial Vertically and Crosswise With constantly moving spots MathFinance has moved its Frankfurt office to KaiserstraÃe 50, located between the central station and the old ECB building. Looking...
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