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This Year in Review (2019)
Hello readers of CP!December 16th marked the six month anniversary of the launch of Cantorâs Paradise on Medium. Since then, weâve published a total of 67 stories from 15 talented writers,...
View ArticleDo FOMC and macroeconomic announcements affect Bitcoin prices?
Publication date: Available online 21 December 2019Source: Finance Research LettersAuthor(s): Sujin Pyo, Jaewook LeeAbstractBitcoin, developed by Satoshi Nakamoto after the financial crisis in 2008,...
View ArticleThe Road to Software 2.0
It's clear that AI can and will have a big influence on how we develop software.By Mike Loukides and Ben Lorica.[A version of this post appears on the O'Reilly Radar.]Roughly a year ago, we wrote...
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Understanding Exponents
Countering Our Limited Intuition Towards Exponential FunctionsContinue reading on Cantorâs Paradise »
View ArticleGreenfields and Brownfields: Asian Investors Backing Infrastructure Investments
The Asian Infrastructure Investment Bank has taken a 30% stake in Bayfront Infrastructure Management. Clifford Capital, with the backing of the government of Singapore, has the other 70%. They have...
View ArticleGrouping of Contracts in Insurance using Neural Networks. (arXiv:1912.09964v1...
Despite the high importance of grouping in practice, there exists little research on the respective topic. The present work presents a complete framework for grouping and a novel method to optimize...
View ArticleHow connected is too connected? Impact of network topology on systemic risk...
Economic interdependencies have become increasingly present in globalized production, financial and trade systems. While establishing interdependencies among economic agents is crucial for the...
View ArticleAn Artificial Intelligence approach to Shadow Rating. (arXiv:1912.09764v1...
We analyse the effectiveness of modern deep learning techniques in predicting credit ratings over a universe of thousands of global corporate entities obligations when compared to most popular,...
View ArticleMonetary Policy and Wealth Inequalities in Great Britain: Assessing the role...
This paper explores whether unconventional monetary policy operations have redistributive effects on household wealth. Drawing on household balance sheet data from the Wealth and Asset Survey, we...
View ArticleFrom Disequilibrium Markets to Equilibrium. (arXiv:1912.09679v1 [econ.GN])
The modeling of financial markets as disequilibrium models by ordinary differential equations has become a popular modeling tool. One famous example of such a model is the Beja-Goldman model(The...
View ArticleComparison of various risk measures for an optimal portfolio....
In this paper, we search for optimal portfolio strategies in the presence of various risk measure that are common in financial applications. Particularly, we deal with the static optimization problem...
View ArticleArgentum: a collaborative saving and investment platform for unstable...
A crypto coin designed to provide a stabilization instrument backed up by minded like financial investments instruments to maintain the purchase value of savings across time, in order to construct new...
View ArticleEvolving ab initio trading strategies in heterogeneous environments....
Securities markets are quintessential complex adaptive systems in which heterogeneous agents compete in an attempt to maximize returns. Species of trading agents are also subject to evolutionary...
View ArticleWhat’s the one thing that will disrupt quant finance the most?
John Hull @UofT: "the traditional material that might have been taught in quantitative finance courses 10 years ago is not as relevant now" Read more fromâ¦
View ArticleMoneyScience: MoneyScience's post: Call for Papers - Workshop on Economics...
Call for Papers - Workshop on Economics with Heterogeneous Interacting Agents (WEHIA) 2020 https://t.co/jRVNPNxhEI â moneyscience (@moneyscience) December 23,â¦
View ArticleEbenezer Scrooge: An Alternative View
By Bill Kelly, CEO, CAIA Association Ebenezer Scrooge was not exactly a cuddly CEO. The way he treated poor Bob Cratchit alone would not have exactly put Scrooge & Marley Ltd. in the top quartile...
View ArticleSusan Nash, Associate Director in Division of Investment Management, to Leave...
The Securities and Exchange Commission today announced that Susan Nash, Associate Director and Senior Policy Advisor to the Director, Division of Investment Management, will retire from the SEC at the...
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