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The 7 Reasons Most Machine Learning Funds Fail (Presentation Slides) by...
"The 7 Reasons Most #MachineLearning Funds Fail" (Slides) by Lopez de Prado https://t.co/MB5bTRFLPP Presents some really interesting ideas. â Thomas Wieckiâ¦
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Are you ready for FRTB? Five questions to ask yourself
The Fundamental Review of the Trading Book (FRTB) is one of the biggest and most significant market risk regulatory changes in the past two decades. If you donât have a firm plan in place yet, or if...
View ArticleWiley: Listed Volatility and Variance Derivatives: A Python-based Guide -...
Book - Listed Volatility and Variance Derivatives: A Python-based Guide @wiley_finance - https://t.co/RlFZM4F1dH â moneyscience (@moneyscience) October 5,â¦
View ArticleThe Rise of Behavioral Economics: Richard Thaler's 'Misbehaving' by Cass R....
Whether or not @R_Thaler gets the Nobel next week, he has had a much bigger impact than most winners. A summary:https://t.co/VKJ9M5c98P â Cass Sunsteinâ¦
View ArticleIntervention On Default Contagion Under Partial Information....
We model the default contagion process in a large heterogeneous financial network under the interventions of a regulator (a central bank) with only partial information which is a more realistic setting...
View ArticleThe Chebyshev method for the implied volatility. (arXiv:1710.01797v1 [q-fin.CP])
The implied volatility is a crucial element of any financial toolbox, since it is used for quoting and the hedging of options as well as for model calibration. In contrast to the Black-Scholes formula...
View ArticleOn Kelly Betting: Some Limitations. (arXiv:1710.01787v1 [math.OC])
The focal point of this paper is the so-called Kelly Criterion, a prescription for optimal resource allocation among a set of gambles which are repeated over time. The criterion calls for maximization...
View ArticleKelly Betting Can Be Too Conservative. (arXiv:1710.01786v1 [q-fin.PM])
Kelly betting is a prescription for optimal resource allocation among a set of gambles which are typically repeated in an independent and identically distributed manner. In this setting, there is a...
View ArticleExplaining the Mechanism of Growth in the Past Two Million Years Vol. I....
Economic growth and the growth of human population in the past 2,000,000 years are extensively examined. Data are found to be in a clear contradiction of the currently accepted explanations of the...
View ArticleStatistics on payment, clearing and settlement systems in the CPMI countries...
Statistics on payment, clearing and settlement systems in the CPMI countries - Figures for 2016 - preliminary release, published by the Committee on Payments and Market Infrastructures (CPMI), October...
View ArticleLiquidity risk in markets with trading frictions: What can swing pricing...
Open-end mutual funds expose themselves to liquidity risk by granting their investors the right to daily redemptions at the fund's net asset value. We assess how swing pricing can dampen such risks by...
View ArticleIs the price right? Swing pricing and investor redemptions
How effective are available policy tools in managing liquidity risks in the mutual fund industry? We assess one such tool - swing pricing - which allows funds to adjust their settlement price in...
View ArticleIntellectual Property and Innovation Protection: New Practices and New Policy...
This book analyses the various ways in which intellectual property (IP) operates in relation to innovation activity. It reflects on the “classical” issues of the IP system related to the necessity of...
View ArticleCooperation, Coopetition and Innovation
In presenting the concepts and the logical structure of the reasoning offered by game theory and their applications, the book explains the rational process of decision making in the framework of firm...
View ArticlePatents: Prompting or Restricting Innovation?
The patent system is criticized today by some practitioners and economists. In fact, there is a partial disconnection between patent demographics and productivity gains, but also the development of...
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