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MoneyScience: Flirting with Models Podcast

Resource: Flirting with Models Podcast https://t.co/KQB9FfdDHZ — moneyscience (@moneyscience) November 22, 2019

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Pathwise superhedging on prediction sets

Abstract In this paper, we provide a pricing–hedging duality for the model-independent superhedging price with respect to a prediction set (Xi subseteq C[0,T]), where the superhedging property needs...

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MoneyScience: Chat with Traders Podcast

Resource: Chat with Traders Podcast https://t.co/R5O8NltOIb — moneyscience (@moneyscience) November 22, 2019

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MoneyScience: QuantsPortal Blog

Resource: QuantsPortal Blog https://t.co/Lg7BBMt15P — moneyscience (@moneyscience) November 22, 2019

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MoneyScience: The 7 Reasons Most Machine Learning Funds Fail (Presentation...

Resource: The 7 Reasons Most Machine Learning Funds Fail (Presentation Slides) https://t.co/Ee0C7Wis43 — moneyscience (@moneyscience) November 22, 2019

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MoneyScience: '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 — moneyscience (@moneyscience)…

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MoneyScience: Advances in Financial Machine Learning (Chapter 1)

Resource: Advances in Financial Machine Learning (Chapter 1) https://t.co/QoLOEtKXLm — moneyscience (@moneyscience) November 22, 2019

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Economic 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...

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Attention: Implied Volatility Spreads and Stock Returns

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The effects of exchange rate pass-through and cost channel on price level:...

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The unintended consequences of crowdsourcing prior art search

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Trade openness and child health: a heterogeneous panel cointegration analysis

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Impact of global uncertainty on the global economy and large developed and...

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Is MBS Investing Picking up Steam? | Derivatives Risk Management Software...

There’s no doubt that mortgage-backed securities (MBS) are gaining in popularity. In our latest blog, FINCAD’s Eric Peng discusses the challenges and rewards of…

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The Brilliance of the Yoneda Lemma

A beautiful revolution of the concept of “space”Continue reading on Cantor’s Paradise »

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Stakeholder 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...

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OPEC 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...

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Private Information Transmission, Momentum and Reversal

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How machine learning is revolutionising market intelligence

The Economist | A river needs a dam via @TheEconomist #AI #finance #NLP https://t.co/HE7yNqcFhZ — Yves Hilpisch (@dyjh) November 24, 2019

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Envy-Free Cake-Cutting Procedures

Ensuring fairness as a mechanistic outcomeContinue reading on Cantor’s Paradise »

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