Forecasting Implied Volatility Smile Surface via Deep Learning and Attention...
The implied volatility smile surface is the basis of option pricing, and the dynamic evolution of the option volatility smile surface is difficult to predict. In this paper, attention mechanism is...
View ArticleReal options games between two competitors: the case of price war
International Journal of Computational Economics and Econometrics, Volume 10, Issue 1, Page 92-110, January 2020.
View ArticleEvidence for the globalisation types model integrating different trade theories
International Journal of Computational Economics and Econometrics, Volume 10, Issue 1, Page 70-91, January 2020.
View ArticleAn analysis of long-run relationship between ICT sectors and economic growth:...
International Journal of Computational Economics and Econometrics, Volume 10, Issue 1, Page 48-69, January 2020.
View ArticleOvervaluation in a non-optimal currency area
International Journal of Computational Economics and Econometrics, Volume 10, Issue 1, Page 33-47, January 2020.
View ArticleModelling agricultural risk in a large scale positive mathematical...
International Journal of Computational Economics and Econometrics, Volume 10, Issue 1, Page 2-32, January 2020.
View ArticleGilt Auctions and Secondary Market Dynamics
Publication date: Available online 24 December 2019Source: Finance Research LettersAuthor(s): Lucas Marc Fuhrer, Julia GieseAbstractThis letter shows how changes in investor demand for United Kingdom...
View ArticleCommodities:Waiting for a Paradigm Shift
Ray Dalio, in reference to the current financial scene, with its long period of expansion over more than a decade has said, âThis set of circumstances is unsustainable and certainly can no longer be...
View ArticleConsidering Investing in Qualified Opportunity Funds? Caveat Emptor
By David O’Brien, CFP, CAIA The Opportunity Zones Program, enacted as part of the Tax Cuts and Jobs Act of 2017, has great potential to create jobs and spur economic growth while creating a potentially...
View ArticleKey AI and Data Trends for 2020
The Data Exchange Podcast: Mikio Braun and Ben Lorica on tools, models, applications, and risks to look out for in 2020.Subscribe: iTunes, Android, Spotify, Stitcher, Google, and RSS.[full show notes...
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The Eccentric and Ingenious Father of the Atomic Bomb, J. Robert Oppenheimer
“Now, I am become Death, the destroyer of worlds.”Continue reading on Cantorâs Paradise »
View ArticleSurvival means adaptation: where will quants be in 25 years?
Will #MachineLearning have the biggest impact on #quant finance in the next 25 years? We explore in this article --> https://t.co/zZh34jhKEP #QuantMindsâ¦
View ArticleValue at risk, cross-sectional returns and the role of investor sentiment
Publication date: Available online 26 December 2019Source: Journal of Empirical FinanceAuthor(s): Jia Bi, Yifeng ZhuAbstractIn this paper, we find that the relationship between the value-at-risk (VaR)...
View ArticleInformation teleported between two computer chips for the first time
Information teleported between two computer chips for the first timehttps://t.co/Gmue660eg4 â moneyscience (@moneyscience) December 27, 2019
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