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The CAPE Ratio and Machine Learning

Professor Robert Shiller's work and his famous CAPE (cyclically-adjusted price-to-earnings) ratio is well known among the investment community. His methodology for assessing a valuation of the U.S....

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New mathematical and statistical methods for actuarial science and finance

Volume 26, Issue 2-3, January - February 2020, Page 96-99.

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Preface

Volume 26, Issue 2-3, January - February 2020, Page 95-95.

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The economic policy uncertainty and firm investment in Australia

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Financial Illiteracy and Pension Contributions: A Field Experiment on...

AbstractI conduct a field experiment to study the relationship between peoples’ misunderstanding of compound interest and their pension contributions in rural China. I find that explaining the...

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Erratum

In the version of “Over-the-Counter versus Limit-Order Markets: The Role of Traders’ Expertise” by Vincent Glode and Christian C. Opp (10.1093/rfs/hhz061) that originally published online, the...

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Annual Report of the Society for Financial Studies for 2018–2019

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SEC Names Mark D. Reinhold as Deputy Chief Human Capital Officer in the...

The Securities and Exchange Commission today announced that Mark D. Reinhold has been named Deputy Director of the agency’s Office of Human Resources (OHR). Mr. Reinhold will help to manage programs...

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SEC Names Allen Blume as Deputy Chief Financial Officer

The Securities and Exchange Commission today announced that Allen Blume has been named Deputy Chief Financial Officer in the agency’s Office of Financial Management (OFM). Mr. Blume’s...

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g2s3

Theory and Practice of #DeepLearning Join us for Summer School 20 – 31 July 2019 at AIMS South Africa! 2020 Gene Golub SIAM Summer School Application deadline…

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What are Modular Forms?

The Strange Functions Used to Solve Fermat’s Last TheoremContinue reading on Cantor’s Paradise »

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Christine Lagarde has her work cut out for her

Christine Lagarde’s reign at the European Central Bank (ECB) has heralded a shift not in the monetary policy field, but mainly in terms of communication, at least judging from her first press...

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Greenwich hedge fund WorldQuant axes 130 staffers as quants struggle

Greenwich hedge fund WorldQuant axes 130 staffers as quants strugglehttps://t.co/fdKg2aauBk — moneyscience (@moneyscience) January 10, 2020

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We’re approaching the limits of computer power – we need new...

Ever-faster processors led to bloated software, but physical limits may force a return to the concise code of the past https://t.co/4c4GQIhkrd — Financial…

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Banks ‘forging signatures on industrial scale’

Is this the next big banking scandal? "I am concerned that there appears to be overwhelming evidence of large-scale document manipulation and signature fraud…

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How to Win at Roulette: Intro to Probabilities and Expected Values

Why you still shouldn’t play. The Martingale StrategyContinue reading on Cantor’s Paradise »

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Ramanujan’s First Letter to G.H. Hardy

On or about the 31st of January, 1913 mathematician G.H. Hardy of Trinity College at Cambridge University received a parcel of papers from…Continue reading on Cantor’s Paradise »

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New mathematical and statistical methods for actuarial science and finance

Volume 26, Issue 2-3, January - February 2020, Page 96-99.

View Article

Preface

Volume 26, Issue 2-3, January - February 2020, Page 95-95.

View Article

Third-party certification and post-IPO acquisitions

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