The global pandemic of current scope is something that was experienced by only a few living people. We have some historical accounts of how it unfolded in the past, but otherw...

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Thomas Jefferson said that ‘The care of human life and happiness… is the first and only legitimate object of good  government.’ We agree with him, as did the LSE�...

Mar 17 2020 06:03

Can deep reinforcement learning algorithms be exploited as solvers for optimal trading strategies? The aim of this work is to test reinforcement learning algorithms on concept...

Mar 17 2020 06:01

We use a powerful extension of the classical method of heat potentials, recently developed by the present author and his collaborators, to solve several significant problems o...

Mar 17 2020 06:01

Reductions in the cost of PV and batteries encourage households to invest in PV battery prosumage. We explore the implications for the rest of the power sector by applying two...

Mar 17 2020 06:01

We present the clustering analysis of the financial markets of S&P 500 (USA) and Nikkei 225 (JPN) markets over a period of 2006-2019 as an example of a complex system. We ...

Mar 17 2020 06:01

This article introduces the Hedonic Metric (HM) approach as an original method to model the demand for differentiated products. Using this approach, initially, we create an n-...

Mar 17 2020 06:01

This paper deals with pricing of European and American options, when the underlying asset price follows Heston model, via the interior penalty discontinuous Galerkin finite el...

Mar 17 2020 06:01

Hedge fund Bridgewater places $15 billion in bets against Europe and UK - https://t.co/m5f6M2x8kU https://t.co/P3DrGZUXLY — Peter Went (@HedgeFundRisk) March…

Mar 17 2020 00:02

When stocks get repriced, the gains from repurchases vanish in a hurry. https://t.co/xZMVZVDhbz — FORTUNE (@FortuneMagazine) March 16, 2020

Mar 17 2020 00:02

Today, jurors in New Haven, Connecticut, federal court returned a verdict in the Securities and Exchange Commission's favor against an investment adviser and its owner. The j...

Mar 17 2020 00:01

#Coronavirus and oil price crash: A note - https://t.co/9VxZsrxM38 — moneyscience (@moneyscience) March 16, 2020

Mar 16 2020 18:01

One of the very often promoted attributes of Bitcoin is said to be its "safe heaven" characteristic. Some cryptocurrency proponents advocate that Bitcoin can be used as a stor...

Mar 16 2020 18:01

This is the third, and I hope the last, of my viral market updates, reflecting how much change a week can deliver, and last week delivered more change than most investors coul...

Mar 16 2020 18:01

How does leadership development need to change in the light of the turbulent and fast-changing economic, political and social environment organisations find themselves having...

Mar 16 2020 12:02

A recent paper by two legal scholars warns of the absence of transparency, of the opacity, that investors may face in ESG funds and ESG exchange-traded funds. “Buyer Beware:...

Mar 16 2020 12:02

“Showed amazing potential. Then he moved to Montana, and blew the competition away.” — Sean MaguireContinue reading on Cantor’s Paradise �...

Mar 16 2020 12:01

We address the issue of market making on electronic markets when taking into account the self exciting property of market order flow. We consider a market with order flows dri...

Mar 16 2020 12:01

Wang Shi, a business mogul who created his empire of wealth from scratch, relished in his fame and basked in the glory of his affluent business. Nothing lasts forever! After m...

Mar 16 2020 12:01

Coronavirus (COVID-19) creates fear and uncertainty, hitting the global economy and amplifying the financial markets volatility. The oil price reaction to COVID-19 was gradual...

Mar 16 2020 12:01

In this paper, enlightened by the asymptotic expansion methodology developed by Li(2013b) and Li and Chen (2016), we propose a Taylor-type approximation for the transition den...

Mar 16 2020 12:01

It is well-known that using delta hedging to hedge financial options is not feasible in practice. Traders often rely on discrete-time hedging strategies based on fixed trading...

Mar 16 2020 12:01

Machine Learning algorithms and Neural Networks are widely applied to many different areas such as stock market prediction, face recognition and population analysis. This pape...

Mar 16 2020 12:01

We present a detailed analysis of emph{observable} moments based parameter estimators for the Heston SDEs jointly driving the rate of returns $R_t$ and the squared volatiliti...

Mar 16 2020 12:01

In this paper we introduce and solve a class of optimal stopping problems of recursive type. In particular, the stopping payoff depends directly on the value function of the p...

Mar 16 2020 12:01

How much has changed since 2008? https://t.co/Sxgx7vZWoQ — David R. Koenig (@davidrkoenig) March 15, 2020

Mar 16 2020 12:01

Abstract We propose a multiple optimal stopping model where an investor can sell a divisible asset position at times of her choosing. Investors have (S)-sh...

Mar 16 2020 12:01

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Mar 15 2020 12:00

If you are interested in this book review, you may like to listen to this ‘Extra Innings’ episode of The Ballpark podcast in which Joseph Sternberg talks to Ballp...

Mar 15 2020 06:03

The U.S. Securities and Exchange Commission noticed for immediate effectiveness a proposed rule filing submitted by Cboe Exchange, Inc. to facilitate the continued operation o...

Mar 15 2020 06:01

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The World Health Organization has declared a global pandemic as the coronavirus spreads rapidly across the world. As tumbling stock markets reveal growing fears about the pot...

Mar 14 2020 06:05

The Securities and Exchange Commission today announced regulatory relief for funds and investment advisers whose operations may be affected by the coronavirus.  The ...

Mar 14 2020 00:01

The Securities and Exchange Commission today announced that the SEC staff has published guidance to assist public companies, investment companies, shareholders, and other mark...

Mar 14 2020 00:01

The Securities and Exchange Commission today announced charges against Denis Georgiyevich Sotnikov and entities he controlled for allegedly participating in a fraudulent schem...

Mar 14 2020 00:01

By Aaron Filbeck, CFA, CAIA, CIPM, Associate Director, Content Development at CAIA Association, and Keith Black, PhD, CFA, CAIA, FDP, Managing Director, Content Strategy at CA...

Mar 13 2020 12:01

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Mar 13 2020 12:01

We take a deeper look at what Taylor Series does and how can we obtain polynomials for approximating non-polynomial functions.Continue reading on Cantor’s Paradise »

Mar 13 2020 12:01

The rapid and global spread of the new coronavirus within just a few weeks is infecting the global economy. While containment of the virus and efforts to reduce the loss of li...

Mar 13 2020 06:03

Jurors in Los Angeles federal court yesterday returned a verdict in the Securities and Exchange Commission’s favor against a microcap issuer, Curative Biosciences Inc., form...

Mar 13 2020 06:02

When approximating the expectation of a functional of a certain stochastic process, the efficiency and performance of deterministic quadrature methods, and hierarchical varian...

Mar 13 2020 06:01

We develop a simple theoretic game a model to analyze the relationship between electoral sys tems and governments' choice in trade policies. We show that existence of internat...

Mar 13 2020 06:01

This study estimates the risk contributions of individual European countries regarding the indemnity payments in agricultural insurance. We model the total risk exposure as an...

Mar 13 2020 06:01

This study examines the monthly returns in Turkish and American stock market indices to investigate whether these markets experience abnormal returns during some months of the...

Mar 13 2020 06:01

The inf-convolution of risk measures is directly related to risk sharing and general equilibrium, and it has attracted considerable attention in mathematical finance and insur...

Mar 13 2020 06:01

Statistical inference of the dependence between objects often relies on covariance matrices. Unless the number of features (e.g. data points) is much larger than the number of...

Mar 13 2020 06:01

On 23rd June 2016, 51.9% of British voters voted to leave the European Union, triggering a process and events that have led to the United Kingdom leaving the EU, an event that...

Mar 13 2020 06:01

An increasing concern in power systems is how to elicit flexibilities in demand, which leads to nontraditional electricity products for accommodating loads of different flexib...

Mar 13 2020 06:01

By Aaron Filbeck, CFA, CAIA, CIPM, Associate Director, Content Development at CAIA Association Excerpted from the Alternative Investment Analyst Review, Volume 8, Issue 2 The ...

Mar 13 2020 06:01

Politicians, Community Leaders and Business Leaders: What Should You Do and When? https://t.co/5keKhTjTvg #covid19 #coronavirus pic.twitter.com/6dRVC9dqwP —…

Mar 12 2020 18:01

The Securities and Exchange Commission today announced that Kyle Moffatt, Chief Accountant and Disclosure Program Director in the Division of Corporation Finance, will leave t...

Mar 12 2020 18:01

The Securities and Exchange Commission today adopted amendments to the accelerated filer and large accelerated filer definitions. The amendments will more appropriately tailor...

Mar 12 2020 18:01

Publication date: Available online 12 March 2020Source: Finance Research LettersAuthor(s): Martin Krebs, Peter Nippel

Mar 12 2020 18:01

Publication date: Available online 12 March 2020Source: Finance Research LettersAuthor(s): Adam Zaremba, Zaghum Umar, Mateusz Mikutowski

Mar 12 2020 18:01

The Data Exchange Podcast: Alejandro Saucedo on explainability, MLOps, adversarial robustness, and privacy.Subscribe: iTunes, Android, Spotify, Stitcher,&n...

Mar 12 2020 18:01

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Mar 12 2020 12:02

The great American baseball sage, Yogi Berra, is thought to have once remarked: ‘It’s tough to make predictions, especially about the future’. That is certainly true, b...

Mar 12 2020 12:01

SREC markets are a market-based system designed to incentivize solar energy generation. A regulatory body imposes a lower bound on the amount of energy each regulated firm mus...

Mar 12 2020 12:01

Cryptocurrencies, such as Bitcoin, are becoming increasingly popular, having been widely used as an exchange medium in areas such as financial transaction and asset transfer v...

Mar 12 2020 12:01

We give explicit algorithms and source code for extracting factors underlying Treasury yields using (unsupervised) machine learning (ML) techniques, such as nonnegative matrix...

Mar 12 2020 12:01

In this paper, I introduce a new emissions trading system (ETS) design to address the problems with existing ETSs and carbon taxes. First, existing ETS designs inhibit emissio...

Mar 12 2020 12:01

The expansion of global production networks has raised many important questions about the interdependence among countries and how future changes in the world economy are likel...

Mar 12 2020 12:01

This paper is focused on American option pricing in the subdiffusive Black Scholes model. Two methods for valuing American options in the considered model are proposed. The we...

Mar 12 2020 12:01

Managing the prediction of metrics in high-frequency financial markets is a challenging task. An efficient way is by monitoring the dynamics of a limit order book to identify ...

Mar 12 2020 12:01

In this paper, we propose deep learning algorithms for ranking response surfaces, with applications to optimal stopping problems in financial mathematics. The problem of ranki...

Mar 12 2020 12:01

Abstract In this paper, we argue that, once the costs of maintaining the hedging portfolio are properly taken into account, semistatic portfolios should more properly be thou...

Mar 12 2020 12:01

Abstract We introduce an arbitrage‐free framework for robust valuation adjustments. An investor trades a credit default swap portfolio with a risky counterparty, and hedges...

Mar 12 2020 12:01

Abstract A risk‐averse agent hedges her exposure to a nontradable risk factor U using a correlated traded asset S and accounts for the impact of her trades on both factors....

Mar 12 2020 12:01

Coronavirus #COVID-19 Global Cases by the Center for Systems Science and Engineering at Johns Hopkins University. https://t.co/lj4Oc6wUS6 — moneyscience…

Mar 12 2020 00:02

Google launches TensorFlow Quantum, a machine learning framework for training quantum modelshttps://t.co/izDOEGjh7R — moneyscience (@moneyscience) March 10,…

Mar 12 2020 00:02

Pandemic bonds issued by the World Bank are under fire, accused of having structural flaws that prevent them from supporting poor countries hit hard by…

Mar 12 2020 00:02

The Securities and Exchange Commission today announced that it has adopted a new rule and related form and rule amendments to simplify and streamline disclosures for investors...

Mar 12 2020 00:02

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