The Keynesian Model in the General Theory: A Tutorial. (arXiv:1708.07509v1...
This small overview of the General Theory is the kind of summary I would have liked to have read, before embarking in a comprehensive study of the General Theory at the time I was a student. As shown...
View ArticleActive Preference Learning for Personalized Portfolio Construction....
In financial asset management, choosing a portfolio requires balancing returns, risk, exposure, liquidity, volatility and other factors. These concerns are difficult to compare explicitly, with many...
View ArticleHaircutting Non-cash Collateral. (arXiv:1708.07585v1 [q-fin.PR])
Haircutting non-cash collateral has become a key element of the post-crisis reform of the shadow banking system and OTC derivatives markets. This article develops a parametric haircut model by...
View ArticleSemiparametric GARCH via Bayesian model averaging. (arXiv:1708.07587v1...
As the dynamic structure of the financial markets is subject to dramatic changes, a model capable of providing consistently accurate volatility estimates must not make strong assumptions on how prices...
View ArticleFeedback effect between Volatility of capital flows and financial stability:...
Financial system being the place of metting capital flows (equality between saving and investment), a volatility of capital flows can destroy the robustness and good working of financial system, it...
View ArticleTrends and Risk Premia: Update and Additional Plots. (arXiv:1708.07637v1...
Recently, our group has published two papers that have received some attention in the finance community. One is about the profitability of trend following strategies over 200 years, the second is about...
View ArticleDynamic trading under integer constraints. (arXiv:1708.07661v1 [q-fin.MF])
In this paper we investigate discrete time trading under integer constraints, that is, we assume that the offered goods or shares are traded in integer quantities instead of the usual real quantity...
View ArticlePromotion through Connections: Favors or Information?. (arXiv:1708.07723v1...
Connections appear to be helpful in many contexts such as obtaining a job, a promotion, a grant, a loan or publishing a paper. This may be due to favoritism or to information conveyed by connections....
View ArticleThe Contractor's NEC3 ECC Handbook
Addresses the daily challenges faced by contractors who use the NEC3 ECC with clear, practical and useable advice on how to solve themread more...
View ArticleJavaScript Is Eating The World
#JavaScript Is Eating The World https://t.co/REU7XplJHV â moneyscience (@moneyscience) August 25, 2017
View ArticleM&A Disputes: A Professional Guide to Accounting Arbitrations
M&A Disputes takes you inside the dispute resolution process to help you put together the many "moving parts" necessary to obtain a successful outcome. With deep insight from experts in the...
View ArticleOptimal firm's policy under lead time-and price-dependent demand: interest of...
Considering a lead-time-and price-sensitive demand, we investigate whether a client rejection policy, modeled as M/M/1/K system, can be more profitable than an all-client acceptance policy, modeled as...
View ArticleSecond order approximations for limit order books. (arXiv:1708.07394v1...
In this paper we derive a second order approximation for an infinite dimensional limit order book model, in which the dynamics of the incoming order flow is allowed to depend on the current market...
View ArticleDGM: A deep learning algorithm for solving partial differential equations....
High-dimensional PDEs have been a longstanding computational challenge. We propose a deep learning algorithm similar in spirit to Galerkin methods, using a deep neural network instead of linear...
View ArticleCFTC Charges South Carolina Resident Thomas Lanzana, Florida Resident Nikolay...
The U.S. Commodity Futures Trading Commission (CFTC) filed a civil enforcement action against Defendants Thomas Lanzana (d/b/a Unique Forex) and his company Blackbox Pulse, LLC, and Nikolay Masanko and...
View ArticleEthics in Social Networking and Business 1: Theory, Practice and Current...
This book, the first of two volumes dedicated to ethics in social networking and business, presents the notions, theories and practical aspects related to ethics, morale and deontology in our...
View ArticleBuilding Resilience to Global Risks: Challenges for African Central Banks
BIS Papers No 93 by Benedicte Vibe Christensen and Christian Upper. The policy response of many African commodity exporting economies to the slump in commodity prices after mid-2014 has been markedly...
View ArticleThe New Rules of Marketing and PR: How to Use Social Media, Online Video,...
When it comes to marketing, anything goes in the Digital Age, right? Well, not quite. While marketing and public relations tactics do seem to change overnight, every smart businessperson knows that it...
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