MoneyScience: Flirting with Models Podcast
Resource: Flirting with Models Podcast https://t.co/KQB9FfdDHZ â moneyscience (@moneyscience) November 22, 2019
View ArticlePathwise superhedging on prediction sets
Abstract In this paper, we provide a pricingâhedging duality for the model-independent superhedging price with respect to a prediction set (Xi subseteq C[0,T]), where the superhedging property needs...
View ArticleMoneyScience: Chat with Traders Podcast
Resource: Chat with Traders Podcast https://t.co/R5O8NltOIb â moneyscience (@moneyscience) November 22, 2019
View ArticleMoneyScience: QuantsPortal Blog
Resource: QuantsPortal Blog https://t.co/Lg7BBMt15P â moneyscience (@moneyscience) November 22, 2019
View ArticleMoneyScience: The 7 Reasons Most Machine Learning Funds Fail (Presentation...
Resource: The 7 Reasons Most Machine Learning Funds Fail (Presentation Slides) https://t.co/Ee0C7Wis43 â moneyscience (@moneyscience) November 22, 2019
View ArticleMoneyScience: 'P' Versus 'Q': Differences and Commonalities between the Two...
Resource: 'P' Versus 'Q': Differences and Commonalities between the Two Areas of Quantitative Finance https://t.co/2QkmyNgzb1 â moneyscience (@moneyscience)â¦
View ArticleMoneyScience: Advances in Financial Machine Learning (Chapter 1)
Resource: Advances in Financial Machine Learning (Chapter 1) https://t.co/QoLOEtKXLm â moneyscience (@moneyscience) November 22, 2019
View ArticleEconomic insecurity breeds support for the right
Economic insecurity is attracting growing attention in social, academic, and policy circles. It has arguably risen for a number of reasons in recent years: the Great Recession (with its associated job...
View ArticleIs MBS Investing Picking up Steam? | Derivatives Risk Management Software...
Thereâs no doubt that mortgage-backed securities (MBS) are gaining in popularity. In our latest blog, FINCADâs Eric Peng discusses the challenges and rewards ofâ¦
View ArticleThe Brilliance of the Yoneda Lemma
A beautiful revolution of the concept of “space”Continue reading on Cantorâs Paradise »
View ArticleStakeholder Orientation and Stock Price Crash Risk
Publication date: Available online 23 November 2019Source: Finance Research LettersAuthor(s): You Li, Jian ZhangAbstractThis paper examines the asset pricing implication of stakeholder orientation. We...
View ArticleOPEC Production Decisions, Macroeconomic News, and Volatility in the Canadian...
Publication date: Available online 23 November 2019Source: Finance Research LettersAuthor(s): Mohamed A. Ayadi, Walid Ben Omrane, Skander Lazrak, Xusheng YanAbstractWe examine the simultaneous effect...
View ArticleHow machine learning is revolutionising market intelligence
The Economist | A river needs a dam via @TheEconomist #AI #finance #NLP https://t.co/HE7yNqcFhZ â Yves Hilpisch (@dyjh) November 24, 2019
View ArticleEnvy-Free Cake-Cutting Procedures
Ensuring fairness as a mechanistic outcomeContinue reading on Cantorâs Paradise »
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