An Investigation into Laboucheres Betting System to Improve Odds of Favorable...
The Labouchere gambling system is hypothesized to increase the probability of winning a predetermined arbitrary profit in a gambling system such as a coin flip or a roulette game in which both payouts...
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User/Subscriber Economics: Value Dynamics
In my last post, I tried valuing Uber by estimating how much an existing user was worth to the company and then using that number to extrapolate to the value of all existing users and the value added...
View ArticleYou are in a drawdown. When should you start worrying?. (arXiv:1707.01457v1...
Trading strategies that were profitable in the past often degrade with time. Since unlucky streaks can also hit "healthy" strategies, how can one detect that something truly worrying is happening? It...
View ArticleNonlinear Parabolic Equations arising in Mathematical Finance....
This survey paper is focused on qualitative and numerical analyses of fully nonlinear partial differential equations of parabolic type arising in financial mathematics. The main purpose is to review...
View ArticleGini estimation under infinite variance. (arXiv:1707.01370v1 [stat.ME])
Under infinite variance, the Gini coefficient cannot be reliably estimated using conventional nonparametric methods. read more...
View ArticleThe Bitcoin price formation: Beyond the fundamental sources....
Much significant research has been done to investigate various facets of the link between Bitcoin price and its fundamental sources. This study goes beyond by looking into least to most influential...
View ArticleOption Pricing in a Regime Switching Stochastic Volatility Model....
In the classical model of stock prices which is assumed to be Geometric Brownian motion, the drift and the volatility of the prices are held constant. However, in reality, the volatility does vary. In...
View ArticleBuy-and-Hold Property for Fully Incomplete Markets when Super-replicating...
We show that when the price process $S$ represents a fully incomplete market, the optimal super-replication of any Markovian claim $g(S_T)$ with $g(\cdot)$ being nonnegative and lower semicontinuous is...
View ArticleInstantaneous order impact and high-frequency strategy optimization in limit...
We propose a limit order book (LOB) model with dynamics that account for both the impact of the most recent order and the shape of the LOB. We present an empirical analysis showing that the type of the...
View ArticleThe Leadership Challenge Workbook Revised, 3rd Edition
The Leadership Challenge Workbook offers practical tools for applying The Five Practices of Exemplary Leadership® in real-life business situations. As the companion to The Leadership Challenge, this...
View ArticleUnlocking the Property Market: The 7 Keys to Property Investment Success
Brimming with fresh content designed to suit current trends in the market, Unlocking the Property Market shares expert property market analyst John Lindeman's tips and techniques on where to buy, what...
View ArticleJohn Ilhan: A Crazy Life
As told through the eyes of his family, friends and colleagues, this poignant biography reveals new insights into the man behind Crazy John's,read more...
View ArticleFixing Feedback
We all want to communicate effectively, but this intent doesn't always translate into action. We avoid giving feedback or handle it poorly when it is given to us. Endless training programs are not...
View ArticleTop Stocks 2008: A Sharebuyer's Guide to Leading Australian Companies
Top Stocks 2008 is written for every investor who has ever thought, \'There are 1700 companies on the Australian Stock Exchange -- where do I start?\'Popular finance author Martin Roth runs the top...
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The Superannuation Handbook 2008-09
Each year The Superannuation Handbook is fully revised and updated to reflect the many changes to superannuation rules, the ways you can save for retirement and the best way to eventually access...
View ArticleCapital treatment for simple, transparent and comparable short-term...
Press release about the Basel Committee proposing capital treatment for simple, transparent and comparable short-term securitisations (6 July 2017).
View ArticleCriteria for identifying simple, transparent and comparable short-term...
Press release about the Basel Committee and IOSCO proposing criteria for identifying simple, transparent and comparable short-term securitisations (6 July 2017).
View ArticleCapital treatment for simple, transparent and comparable short-term...
The Basel Committee is publishing the "Capital treatment for simple, transparent and comparable short-term securitisations - consultative document", July 2017.
View ArticleCriteria for identifying simple, transparent and comparable short-term...
The Basel Committee and the International Organization of Securities Commissions are publishing the "Criteria for identifying simple, transparent and comparable short-term securitisations -...
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