Sabrina: Modeling and Visualization of Economy Data with Incremental Domain...
Investment planning requires knowledge of the financial landscape on a large scale, both in terms of geo-spatial and industry sector distribution. There is plenty of data available, but it is scattered...
View ArticleCompact Finite Difference Scheme with Hermite Interpolation for Pricing...
We consider a system of coupled free boundary problems for pricing American put options with regime-switching. To solve this system, we first fix the optimal exercise boundary for each regime resulting...
View ArticleInfrastructure Disparities in Northern Malaysia. (arXiv:2001.02510v1 [econ.GN])
This study examines the disparities of infrastructure in four states in Northern Peninsular Malaysia. This study used a primer data which is collected by using a face to face interview with a structure...
View ArticleWays to Reduce Cost of Living: A Case Study among Low Income Household in...
This study was conducted to examine and understand the spending behavior of low income households (B40), namely households with income of RM3800 and below. The study focused on the area Kubang Pasu...
View ArticlePursuing More Sustainable Energy Consumption by Analyzing Sectoral Direct and...
Malaysia is experiencing ever increasing domestic energy consumption. This study is an attempt at analyzing the changes in sectoral energy intensities in Malaysia for the period 1995 to 2011. The study...
View ArticleNonparametric Hedging of Volatility Swaps with Variance Swaps in Stochastic...
In this paper the zero vanna implied volatility approximation for the price of freshly minted volatility swaps is generalised to seasoned volatility swaps. We also derive how volatility swaps can be...
View ArticleExternal Threats, Political Turnover and Fiscal Capacity. (arXiv:2001.02322v1...
In most of the recent literature on state capacity, the significance of wars in state-building assumes that threats from foreign countries generate common interests among domestic groups, leading to...
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Highly skilled workers are not the only ones who receive a wage premium from...
Innovative firms pay workers more than others do. This fact is well known from endogenous growth theories, which state that as technology advances, innovative firms should get more rents, which should...
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Problems with infinity*
I had the pleasure of witnessing this interaction the other day: two kids were locked in a battle of wits to see who could think of the…Continue reading on Cantorâs Paradise »
View ArticleThe combination of the right software and commodity hardware will prove...
The Data Exchange Podcast: Nir Shavit on multicore software, neurobiology, and deep learning.Subscribe: iTunes, Android, Spotify, Stitcher, Google, and RSS.[full show notes can be found on the Data...
View ArticleAmbiguity on Uncertainty and the Equity Premium
Publication date: Available online 9 January 2020Source: Finance Research LettersAuthor(s): Xinfeng Ruan, Jin E. ZhangAbstractThis paper considers an asset pricing model with a multiple-priors...
View ArticleSEC Issues Agenda for Inaugural Meeting of the Asset Management Advisory...
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View ArticleFee Rate Advisory #2 for Fiscal Year 2020
The Securities and Exchange Commission announced that starting on Feb. 18, 2020, the fee rates applicable to most securities transactions will be set at $22.10 per million dollars. Consequently, each...
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Proving Arrow’s Impossibility Theorem
Let’s prove the result behind why group decisions, from democracy to take-away choice, are always flawed.Continue reading on Cantorâs Paradise »
View ArticleSimpler Rules for Commodity Pools
The Commodity Futures Trading Commission has changed the rules for the managers of commodity pools. The new regulations, approved in November and published in the Federal Register for Dec. 10, take...
View ArticleMagnus Carlsen: ‘You need to be very fortunate to be No 1 in fantasy...
Randomness? Correlation? Luck? Magnus Carlsen: âYou need to be very fortunate to be No 1 in fantasy footballâ https://t.co/R88zxXNi0v â moneyscienceâ¦
View ArticleStationary Heston model: Calibration and Pricing of exotics using Product...
A major drawback of the Standard Heston model is that its implied volatility surface does not produce a steep enough smile when looking at short maturities. For that reason, we introduce the Stationary...
View ArticleUsing Networks and Partial Differential Equations to Predict Bitcoin Price....
Over the past decade, the blockchain technology and its Bitcoin cryptocurrency have received considerable attention. Bitcoin has experienced significant price swings in daily and long-term valuations....
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