Chairman Giancarlo Appoints Bruce Tuckman CFTC’s Chief Economist
U.S. Commodity Futures Trading Commission (CFTC) Chairman J. Christopher Giancarlo today appointed Bruce Tuckman, an internationally-recognized economist and expert in modern derivatives markets, as...
View ArticleFake News in Social Networks. (arXiv:1708.06233v1 [cs.AI])
We model the spread of news as a social learning game on a network. Agents can either endorse or oppose a claim made in a piece of news, which itself may be either true or false. Agents base their...
View ArticleEconomic Design of Memory-Type Control Charts: The Fallacy of the Formula...
The memory-type control charts, such as EWMA and CUSUM, are powerful tools for detecting small quality changes in univariate and multivariate processes. Many papers on economic design of these control...
View ArticleBSDEs with weak reflections and partial hedging of American options....
We introduce a new class of \textit{Backward Stochastic Differential Equations with weak reflections} whose solution $(Y,Z)$ satisfies the weak constraint $\textbf{E}[\Psi(\theta,Y_\theta)] \geq m,$...
View ArticlePortfolio Optimization with Entropic Value-at-Risk. (arXiv:1708.05713v1...
The entropic value-at-risk (EVaR) is a new coherent risk measure, which is an upper bound for both the value-at-risk (VaR) and conditional value-at-risk (CVaR). As important properties, the EVaR is...
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[1708.06233] Fake News in Social Networks
Research: Fake News in Social Networks. (arXiv:1708.06233v1 [cs.AI]) https://t.co/m31cWasSga â moneyscience (@moneyscience) August 22, 2017
View ArticleThe UK's current account deficit was even bigger than we thought
UK current account deficit £18bn bigger in 2015 than previously thought says Office for National Statistics https://t.co/ENun9vrDYU â moneyscienceâ¦
View ArticleFinancial Advertising in the Second Generation of Behavioral Finance by Meir...
Financial Advertising in the Second Generation of Behavioral Finance https://t.co/gBLrIgAsS3 via @EmanuelDerman â moneyscience (@moneyscience) August 22, 2017
View ArticleUnemployment: Study of Causes and Possible Solutions. (arXiv:1708.06704v1...
The following measures against unemployment are proposed: In the short term, to promote greater income for the poorest sectors. It is shown that this can be paid with the resulting increased...
View ArticleDynamic correlations at different time-scales with Empirical Mode...
The Empirical Mode Decomposition (EMD) provides a tool to characterize time series in terms of its implicit components oscillating at different time-scales. We apply this decomposition to intraday time...
View ArticleHow Confident Should We Be in Our Hiring Decisions?
Hiring decisions are so critical for leaders, yet they often prove to be the most vexing choices that individuals have to make. Organizations are constantly seeking better ways to screen candidates....
View ArticleNew Breed of Super Quants at NYU Prep for Wall Street
New Breed of Super Quants at NYU Prep for Wall Street https://t.co/wfejWvaVCZ #quant #finance â moneyscience (@moneyscience) August 23, 2017
View ArticleBeyond Fintech: A Pragmatic Assessment Of Disruptive Potential In Financial...
What impact has Fintech had on financial services? Read our new report: https://t.co/fCMFbQbBBk http://pic.twitter.com/ytNYBLvkPa â World Economic Forum (@wef)â¦
View ArticleThe era of blind faith in big data must end
Bad algorithms are weapons of math destruction. @mathbabedotorg https://t.co/ZES4OEEJiZ â TED Talks (@TEDTalks) August 22, 2017
View ArticleDynamic Conditional Correlation between Electricity and Stock markets during...
Liberalization of electricity markets has increasingly created the need for understanding the volatility and correlation structure between electricity and financial markets. This work reveals the...
View ArticleSignificant ties: Identifying relationship lending in temporal interbank...
Relationship lending is conventionally interpreted as a strong partnership between a lender and a borrower. Nevertheless, we still lack consensus regarding how to quantify a lending relationship while...
View ArticleMethodology of the statistics on payments and financial market...
xxxxx Methodology of the statistics on payments and financial market infrastructures in the CPMI countries (Red Book statistics), August 2017.
View ArticleEnhanced statistics on cashless payments and financial market infrastructures
Press release about CPMI publishing "Enhanced statistics on cashless payments and financial market infrastructures starting from 2018", 30 August 2017.
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