Does export intensity affect corporate leverage? Evidence from Portuguese SMEs
Publication date: Available online 28 December 2019Source: Finance Research LettersAuthor(s): Cátia S. Silva, João M. PintoAbstractThis paper examines the effect of export intensity on a firm's...
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Extending Einstein’s Field Equations
Wave Properties of Matter in Gravitational FieldsContinue reading on Cantorâs Paradise »
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The Analyst’s Traveling Salesman Problem
Turning a Classic Problem Infinite and Fractal-likeContinue reading on Cantorâs Paradise »
View ArticleTop Ten Blog Posts on Quantpedia in 2019
The end of the year is a good time for a short recapitulation. Apart from other things we do (which we will summarize in our next blog in a few days), we have published around 50 short blog posts /...
View ArticleQuantum Neural Networks for FinTech
Quantum Neural Networks for FinTech by Amelie Schreiber https://t.co/2N9b7QO6nk â Towards Data Science (@TDataScience) December 29, 2019
View ArticleA Stochastic Investment Model for South African Use. (arXiv:1912.12113v1...
The need for stochastic modelling is on the rise globally in the pension, life insurance and investment industries due to both an increase in regulation and a natural requirement for stochastic...
View ArticleMaximising with-profit pensions without guarantees. (arXiv:1912.11858v1...
Currently, pension providers are running into trouble mainly due to the ultra-low interest rates and the guarantees associated to some pension benefits. With the aim of reducing the pension volatility...
View ArticleAlpha Discovery Neural Network based on Prior Knowledge. (arXiv:1912.11761v1...
In financial automatic feature construction task, genetic programming is the state-of-the-art-technic. It uses reverse polish expression to represent features and then uses genetic programming to...
View ArticleDynamics of the Price Behavior in Stock Market: A Statistical Physics...
We study in this paper the time evolution of stock markets using a statistical physics approach. Each agent is represented by a spin having a number of discrete states $q$ or continuous states,...
View ArticleSecretary-General Says United Nations Must Embrace Blockchain
United Nations secretary-general António Guterres says the intergovernmental giant needs to embrace blockchain https://t.co/wX4JCkgEZF â CryptAssetsâ¦
View ArticleHow financial markets turned upside down in 2019
Weak data used to send stocks down but the promise of never-ending cheap money from central banks means the only way is uphttps://t.co/Izyz2B6jcN ââ¦
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Newsletter December 2019 Vertically and Crosswise
Editorial Vertically and Crosswise With constantly moving spots MathFinance has moved its Frankfurt office to KaiserstraÃe 50, located between the central station and the old ECB building. Looking...
View ArticleSEC Proposes to Codify Certain Consultations and Modernize Auditor...
The Securities and Exchange Commission today announced that it is proposing amendments to codify certain staff consultations and modernize certain aspects of its auditor independence framework. The...
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The Market is Huge! Revisiting the Big Market Delusion
For the high-profile IPOs that have reached the market in 2019, with apologies to Charles Dickens for stealing and mangling his words, it has been the best and the worst of years. On the one hand, you...
View ArticleQuantpedia Premium Update – 30th December 2019
Three new strategies have been added. Two new related research papers have been included into existing strategy reviews. And one short free blog post has been published during last few weeks. The post...
View ArticleStart Your Algorithms: Speed is Good Again, or is it?
Until the final days of 2019, it has been a quiet year for high-frequency trading-related news. The whole concept of a trade executed in nanoseconds, and the related concept of a trading program...
View ArticleInvestor Attention on Internet Financial Markets
Publication date: Available online 30 December 2019Source: Finance Research LettersAuthor(s): Rongda Chen, Qian Qian, Chenglu Jin, Min Xu, Qiping SongAbstractInvestor attention is more likely to affect...
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