The literature on optimal reinsurance does not deal with how much the effectiveness of such solutions is degraded by errors in parameters and models. The issue is investigated...

Dec 10 2019 06:01

This paper investigates the so-called leakage effect of trading strategies generated functionally from rank-dependent portfolio generating functions. This effect measures the ...

Dec 10 2019 06:01

Inverse reinforcement learning has proved its ability to explain state-action trajectories of expert agents by recovering their underlying reward functions in increasingly cha...

Dec 10 2019 06:01

We study the problem of maximising terminal utility for an agent facing model uncertainty, in a frictionless discrete-time market with one safe asset and finitely many risky a...

Dec 10 2019 06:01

Resource: Online Training - IBM - Python for Data Science and AI https://t.co/I1D1aTbscF — moneyscience (@moneyscience) December 9, 2019

Dec 09 2019 18:02

Resource: Online Training - IBM - Data Science Methodology https://t.co/mSOCm2KEu5 — moneyscience (@moneyscience) December 9, 2019

Dec 09 2019 18:02

Resource: Online Training - IBM - Open Source tools for Data Science https://t.co/5LAp46S1L4 — moneyscience (@moneyscience) December 9, 2019

Dec 09 2019 18:02

Resource: Online Training - IBM - What is Data Science? https://t.co/hulj5snQm8 — moneyscience (@moneyscience) December 9, 2019

Dec 09 2019 18:02

Volume 20, Issue 1, January 2020, Page 11-11.

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Dec 09 2019 18:01

The Securities and Exchange Commission today announced that broker-dealer Jefferies LLC will pay nearly $4 million to settle charges of improper handling of “pre-released”...

Dec 09 2019 18:01

A Colorado stock promoter and two of his companies agreed to pay $4.2 million to settle the U.S. Securities and Exchange Commission's charges for fraudulently promoting and t...

Dec 09 2019 18:01

Remarks before the 2019 AICPA Conference on Current SEC and PCAOB Developments Aaron Shaw, Professional Accounting Fellow, Office of the Chief Accountant Washington D.C. Dec. ...

Dec 09 2019 18:01

Statement in Connection with the 2019 AICPA Conference on Current SEC and PCAOB Developments Sagar Teotia, Chief Accountant Washington D.C. Dec. 9, 2019

Dec 09 2019 18:01

IntroductionThe monthly US nonfarm payroll (NFP) announcement by the United States Bureau of Labor Statistics (BLS) is one of the most closely watched economic indicators, for...

Dec 09 2019 12:11

This paper examines a set of value-at-risk (VaR) models and their ability to appropriately describe and capture price-change risk in the European energy market.

Dec 09 2019 12:02

This paper provides practical recommendations for the validation of risk models under the Targeted Review of Internal Models (TRIM).

Dec 09 2019 12:02

This paper describes a case study of analyzing DR load-shifting strategies for a retail electric provider for the Texas (ERCOT) market using a Monte Carlo simulation with stoc...

Dec 09 2019 12:02

By using information about the ownership structure of listed companies from 2004 to 2016, the authors construct the cross-shareholding network for each year and examine the ef...

Dec 09 2019 12:02