Conditional Correlations and Principal Regression Analysis for Futures....
We explore the effect of past market movements on the instantaneous correlations between assets within the futures market. Quantifying this effect is of interest to estimate and manage the risk...
View ArticleReading Macroeconomics From the Yield Curve: The Turkish Case....
This paper aims to analyze the relationship between yield curve -being a line of the interests in various maturities at a given time- and GDP growth in Turkey. The paper focuses on analyzing the yield...
View ArticleTransforming public pensions: A mixed scheme with a credit granted by the...
Birth rates have dramatically decreased and, with continuous improvements in life expectancy, pension expenditure is on an irreversibly increasing path. This will raise serious concerns for the...
View ArticleEntropic Decision Making. (arXiv:2001.00122v1 [q-bio.NC])
Using results from neurobiology on perceptual decision making and value-based decision making, the problem of decision making between lotteries is reformulated in an abstract space where uncertain...
View ArticleRegulatory Markets for AI Safety. (arXiv:2001.00078v1 [cs.CY])
We propose a new model for regulation to achieve AI safety: global regulatory markets. We first sketch the model in general terms and provide an overview of the costs and benefits of this approach. We...
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How to Formulate a Scientific Theory
What Amount of Effort Really Goes Towards It?Continue reading on Cantorâs Paradise »
View ArticleEurope’s Hedge Fund Numbers Growing Again
Eurekahedgeâs latest monthly report includes a special section on the key trends in European hedge funds. It tells us that the total number of European hedge funds grew in 2019, after a decline in...
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What happens when we find out how much everyone else is making?
Technological advances have made it possible for everyone to know potentially everything about everyone else. Sci-fi shows such as Netflixâs Black Mirror imagine dystopian scenarios that could...
View ArticleBahamas rolls out first phase of CBDC pilot - Central Banking
The Central Bank of the Bahamas has rolled out the first phase of its digital currency pilot, with plans to extend it to a second region in the first half ofâ¦
View ArticleMost popular machine learning frameworks | Kaggle
Most Popular #MachineLearning Frameworks via @kaggle https://t.co/tf7d7WEggd â Yves Hilpisch (@dyjh) January 3, 2020
View ArticleCall for Papers: Special Issue on ‘Islamic Finance’
This special issue solicits original research papers focused on Islamic Finance. We will consider manuscripts that address the broad set of issues dealing with Islamic Finance; theoretical or empirical.
View ArticleLongfin CEO Settles Fraud Action
The Securities and Exchange Commission today announced that Longfin Corp. CEO Venkata S. Meenavalli has agreed to pay $400,000 in disgorgement and penalties to resolve the SECâs fraud action against...
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“Is God A Mathematician?” by Mario Livio
Book ReviewContinue reading on Cantorâs Paradise »
View ArticleMy Favorite New Features in Python 3.8
My Favorite New Features in Python 3.8 https://t.co/DOUxuGDnDX â Towards Data Science (@TDataScience) December 30, 2019
View ArticleBIS and innovation
BIS and innovation - Take a look at some of our top 2019 publications for fintech, digital currencies and central bank innovation #BestOf2019 #Fintech #CBDCâ¦
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The sceptical turn in the US inequality literature: what The Economist...
The Economistâs recent briefing âMeasuring the 1%: Economists are Rethinking the Numbers on Inequalityâ has caused a stir amongst inequality scholars. The report, published at the end of...
View ArticleRead Me If You Can! An Analysis of ICO White Papers
Publication date: Available online 3 January 2020Source: Finance Research LettersAuthor(s): Shadi Samieifar, Dirk G. BaurAbstractInitial Coin Offerings (ICOs) are a new form of venture capital...
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