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Clips From Today’s Closing Bell

July 17, 2019 by The Reformed Broker   Comments (0)

... The post Clips From Today’s Closing Bell appeared first on The Reformed Broker.

You'll want Nexar's newly released Live Map for your city

July 17, 2019 by The Practical Quant   Comments (0)

Extracting and exposing valuable insights to enable smart cities and many other applications.I recently had the privilege of getting a preview of Nexar's Live Map, from my friend, Nexar's CTO and co-founder Bruno Fernandez-Ruiz. Nexar uses off-the-shelf smartphones and dash-cams, sophisticated data ingestion, data processing, sensor fusion, and machine learning software to realize their vision of creating the largest safe driving network. To date the company has recorded many miles of driving...

Restrictions on Pension Plan Investments: A Global Survey

July 16, 2019 by All About Alpha   Comments (0)

A new report from the Organization for Economic Cooperation and Development surveys the main quantitative investment restrictions to which pension funds and other pension providers are subject in both OECD countries and a selection of International Organization of Pension Supervisors’ (IOPS) member countries. It reminds us of the general desireRead More

Quant GANs: Deep Generation of Financial Time Series. (arXiv:1907.06673v1 [q-fin.MF])

July 16, 2019 by Quantitative Finance at arXiv   Comments (0)

Modeling financial time series by stochastic processes is a challenging task
and a central area of research in financial mathematics. In this paper, we
break through this barrier and present Quant GANs, a data-driven model which is
inspired by the recent success of generative adversarial networks (GANs). Quant
GANs consist of a generator and discriminator function which utilize temporal
convolutional networks (TCNs) and thereby achieve to capture longer-ranging
dependencies such as the presence...

Nature of thermodynamics equation of state towards economics equation of state. (arXiv:1907.07108v1 [physics.soc-ph])

July 16, 2019 by Quantitative Finance at arXiv   Comments (0)

This work critics on nature of thermodynamics coordinates and on roles of the
variables in the equation of state (EoS). Coordinate variables in the EoS are
analyzed so that central concepts are noticed and are used to lay a foundation
in building of a new EoS or in testing EoS status of a newly constructed
empirical equation. With these concepts, we classify EoS into two classes. We
find that the EoS of market with unitary price demand and linear
price-dependent supply function proposed by...

Location and portfolio selection problems: A unified framework. (arXiv:1907.07101v1 [q-fin.PM])

July 16, 2019 by Quantitative Finance at arXiv   Comments (0)

Given a set of assets and an investment capital, the classical portfolio
selection problem consists in determining the amount of capital to be invested
in each asset in order to build the most profitable portfolio. The portfolio
optimization problem is naturally modeled as a mean-risk bi-criteria
optimization problem where the mean rate of return of the portfolio must be
maximized whereas a given risk measure must be minimized. Several mathematical
programming models and techniques have been...

Are you in FinTech? Then listen up…

July 16, 2019 by The Reformed Broker   Comments (0)

Here's how you can pitch hundreds of RIA leaders on your wealth technology service or product! ... The post Are you in FinTech? Then listen up… appeared first on The Reformed Broker.

How I invest my own money

July 16, 2019 by The Reformed Broker   Comments (0)

What Josh does with his own savings. ... The post How I invest my own money appeared first on The Reformed Broker.

Tick Size and High-Frequency Trading

July 15, 2019 by All About Alpha   Comments (0)

A lot of hopes have been placed on changes in market tick sizes. In the 1990s there was a big push to reduce the tick sizes of securities, allowing them to get down to one cent or fractions thereof. In the new millennium came a sense of regret. Observers suspectedRead More

Online Rental Housing Market Representation and the Digital Reproduction of Urban Inequality. (arXiv:1907.06118v1 [econ.GN])

July 15, 2019 by Quantitative Finance at arXiv   Comments (0)

As the rental housing market moves online, the Internet offers divergent
possible futures: either the promise of more-equal access to information for
previously marginalized homeseekers, or a reproduction of longstanding
information inequalities. Biases in online listings' representativeness could
impact different communities' access to housing search information, reinforcing
traditional information segregation patterns through a digital divide. They
could also circumscribe housing...