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How to Lose Weight, Mathematically
The Harris-Benedict EquationContinue reading on Cantorâs Paradise »
View ArticleSEC Chairman Clayton, PCAOB Chairman Duhnke, and Members of SEC Staff Meet...
The Securities and Exchange Commission today announced that SEC Chairman Jay Clayton, Public Company Accounting Oversight Board (PCAOB) Chairman William Duhnke, and members of the SEC staff met last...
View ArticleSEC Announces Extension of Temporary Measure to Facilitate Cross-Border...
Today the staff of the U.S. Securities and Exchange Commission issued an extension of an Oct. 26, 2017 no-action letter it provided to assist market participants regarding their U.S.-regulated...
View ArticleSEC Proposes to Modernize the Advertising and Cash Solicitation Rules for...
The Securities and Exchange Commission today announced that it has voted to propose amendments to modernize the rules under the Investment Advisers Act addressing investment adviser advertisements...
View ArticleA Binomial Asset Pricing Model in a Categorical Setting. (arXiv:1905.01894v2...
Adachi and Ryu introduced a category Prob of probability spaces whose objects are all probability spaces and whose arrows correspond to measurable functions satisfying an absolutely continuous...
View ArticlePersonalized Robo-Advising: Enhancing Investment through Client Interaction....
Automated investment managers, or robo-advisors, have emerged as an alternative to traditional financial advisors. Their viability crucially depends on timely communication of information from the...
View ArticleBitcoin Coin Selection with Leverage. (arXiv:1911.01330v1 [cs.DS])
We present a new Bitcoin coin selection algorithm, "coin selection with leverage", which aims to improve upon cost savings than that of standard knapsack like approaches. Parameters to the new...
View ArticleiCurrency?. (arXiv:1911.01272v1 [q-fin.GN])
We discuss the idea of a purely algorithmic universal world iCurrency set forth in [Kakushadze and Liew, 2014] (https://ssrn.com/abstract=2542541) and expanded in [Kakushadze and Liew, 2017]...
View ArticleElecSim: Monte-Carlo Open-Source Agent-Based Model to Inform Policy for...
Due to the threat of climate change, a transition from a fossil-fuel based system to one based on zero-carbon is required. However, this is not as simple as instantaneously closing down all fossil fuel...
View ArticleThe survival of start-ups in time of crisis. A machine learning approach to...
This paper shows how data science can contribute to improving empirical research in economics by leveraging on large datasets and extracting information otherwise unsuitable for a traditional...
View ArticleThe transport-based meshfree method (TMM) and its applications in finance: a...
We review a numerical technique, referred to as the Transport-based Meshfree Method (TMM), and we discuss its applications to mathematical finance. We recently introduced this method from a numerical...
View ArticleDecision Making under Uncertainty: An Experimental Study in Market Settings....
We design and implement a novel experimental test of subjective expected utility theory and its generalizations. Our experiments are implemented in the laboratory with a student population, and pushed...
View ArticleThe Reactive Beta Model. (arXiv:1911.00919v1 [q-fin.RM])
We present a reactive beta model that includes the leverage effect to allow hedge fund managers to target a near-zero beta for market neutral strategies. For this purpose, we derive a metric of...
View ArticleCalibration of Local-Stochastic and Path-Dependent Volatility Models to...
We propose a generic calibration framework to both vanilla and no-touch options for a large class of continuous semi-martingale models. The method builds upon the forward partial integro-differential...
View ArticleA two-dimensional propensity score matching method for longitudinal...
The lack of longitudinal studies of the relationship between the built environment and travel behavior has been widely discussed in the literature. This paper discusses how standard propensity score...
View ArticleModeling National Latent Socioeconomic Health and Examination of Policy...
This research develops a socioeconomic health index for nations through a model-based approach which incorporates spatial dependence and examines the impact of a policy through a causal modeling...
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The gender pay gap among economists in the UK
The relative position of women in academic economics has increased dramatically over the last two decades. Nevertheless, in 2016 women held only 16 per cent of the chairs in the UK. Unlike the STEM...
View ArticleConvex duality and Orlicz spaces in expected utility maximization
Abstract In this paper, we report further progress toward a complete theory of stateâindependent expected utility maximization with semimartingale price processes for arbitrary utility function....
View ArticleComputational aspects of robust optimized certainty equivalents and option...
Abstract Accounting for model uncertainty in risk management and option pricing leads to infiniteâdimensional optimization problems that are both analytically and numerically intractable. In this...
View ArticleExistence, uniqueness, and stability of optimal payoffs of eligible assets
Abstract In a capital adequacy framework, risk measures are used to determine the minimal amount of capital that a financial institution has to raise and invest in a portfolio of prespecified eligible...
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