An 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 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
View ArticleDoes 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 ArticleHigh-frequency Trading: More Flash to Come
There has been little ânewsâ about high frequency trading in 2019. On the one hand that silence, as a certain famous detective might say, is âthe curious incident.â On the other hand, the...
View ArticleThe equivalent constant-elasticity-of-variance (CEV) volatility of the...
This study presents new analytic approximations of the stochastic-alpha-beta-rho (SABR) model. Unlike existing studies that focus on the equivalent Black-Scholes (BS) volatility, we instead derive the...
View ArticleA Multicriteria Decision Making Approach to Study the Barriers to the...
The automation technology is emerging, but the adoption rate of autonomous vehicles (AV) will largely depend upon how policymakers and the government address various challenges such as public...
View ArticleMultivariate Systemic Optimal Risk Transfer Equilibrium. (arXiv:1912.12226v1...
A Systemic Optimal Risk Transfer Equilibrium (SORTE) was introduced in "Systemic Optimal Risk Transfer Equilibrium" for the analysis of the equilibrium among financial institutions or in...
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...
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