Framing the Problem: The Decline of Campbell Soup & Other Packaged Food...
The Wall Street Journal reports today that Campbell Soup reported a disappointing quarter of financial performance yesterday, causing the company's shares to fall by 8%. The firm has now experienced 12...
View ArticlePrice Optimisation for New Business. (arXiv:1711.07753v1 [q-fin.CP])
This contribution is concerned with price optimisation of the new business for a non-life product. Due to high competition in the insurance market, non-life insurers are interested in increasing their...
View ArticleA New Approach for Solving the Market Clearing Problem With Uniform Purchase...
The European market clearing problem is characterized by a set of heterogeneous orders and rules that force the implementation of heuristic and iterative solving methods. In particular, curtailable...
View ArticleCorporate payments networks and credit risk rating. (arXiv:1711.07677v1 [cs.SI])
Understanding the structure of interactions between corporate firms is critical to identify risk concentration and the possible pathways of propagation of financial distress. In this paper we consider...
View ArticleStatistical properties of market collective responses. (arXiv:1711.07630v1...
We empirically analyze the price and liquidity responses to trade signs, traded volumes and signed traded volumes. Utilizing the singular value decomposition, we explore the interconnections of price...
View ArticleArtificial intelligence can be held to human-like standards of accountability
How can we make AI accountable for its decisions without stifling innovation? https://t.co/2vmlqPz3n3 â moneyscience (@moneyscience) November 22, 2017
View ArticleThe Benefits of Gratitude
We should all be thankful for the many blessings that we have received. We should express our gratitude to others more often. As leaders, saying thank you more often will help us engage our employees...
View ArticleCFTC Releases Annual Enforcement Results for Fiscal Year 2017
The Commodity Futures Trading Commission (CFTC) today released the agencyâs enforcement results for fiscal year (FY) 2017. In the fiscal year that ended September 30, 2017, the CFTC brought 49...
View ArticleValuation of equity warrants for uncertain financial market....
In this paper, within the framework of uncertainty theory, the valuation of equity warrants is investigated. Different from the methods of probability theory, the equity warrants pricing problem is...
View ArticleAsymmetric return rates and wealth distribution influenced by the...
Behavioral Finance has become a challenge to the scientific community. Based on the assumption that behavioral aspects of investors may explain some features of the Stock Market, we propose an agent...
View ArticleA New Interpretation of the Economic Complexity Index. (arXiv:1711.08245v1...
The Economic Complexity Index (ECI) introduced by Hidalgo and Hausmann (2009) has been successful in explaining differences in GDP/capita and economic growth across countries. There has been confusion,...
View ArticlePolynomial Jump-Diffusion Models. (arXiv:1711.08043v1 [q-fin.MF])
We develop a comprehensive mathematical framework for polynomial jump-diffusions, which nest affine jump-diffusions and have broad applications in finance. We show that the polynomial property is...
View ArticleAudit and Accounting Guide: Investment Companies, 2017
Whether a financial statement preparer or auditor, it is critical to understand the complexities of the specialized accounting and regulatory requirements for investment companies. This guide supports...
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Audit and Accounting Guide: Construction Contractors, 2017
Considered the industry standard resource, this guide’s 2017 edition is packed with information on new requirements and relevant changes to the FASB Accounting Standards Codification, including a...
View ArticleBook Yourself Solid: The Fastest, Easiest, and Most Reliable System for...
Book Yourself Solid is a handbook for self-promotion that translates into results. We tend to think of "busy" as the equivalent of "successful"—but that's not always the case. The key lies in what...
View ArticleMr. MiFID on Finance’s Low-Fee Future
ESMA chairman Steven Maijoor may be the most powerful person in finance right now https://t.co/xlehhnJXyM via @business â Yves Hilpisch (@dyjh) November 27,â¦
View ArticleQuantitative finance still needs mathematicians - Risk.net
Quantitative finance still needs mathematicians https://t.co/oeEXmkMrHl â moneyscience (@moneyscience) November 28, 2017
View ArticleThe big problem with DIY quants
Is there a problem with DIY quants? https://t.co/bKAjufFpsy â moneyscience (@moneyscience) November 28, 2017
View ArticleHolding Strong: Failed Breakdown a Boon for the Bitcoin Bulls?
Despite a dip to below $8,000 overnight, bitcoin once again approached record highs today and is holding at over $8,200.
View ArticleHybrid ICO? Overstock's tZERO to Build Services Into Security Token
Overstock subsidiary tZERO is adding features to its upcoming security token, allowing investors to use the coin to purchase a handful of services.
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