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MoneyScience: News item - Taleb: What Size Tail Does the Smart Money Bet On?

Taleb: What Size Tail Does the Smart Money Bet On? https://t.co/WYlbRLe9RE — Risk Management (@Risk_Mgmt) January 29, 2020

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MoneyScience: News item - Taleb: What Size Tail Does the Smart Money Bet On?

Taleb: What Size Tail Does the Smart Money Bet On? https://t.co/WYlbRLe9RE — Risk Management (@Risk_Mgmt) January 29, 2020

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MoneyScience: News item - Taleb: What Size Tail Does the Smart Money Bet On?

Taleb: What Size Tail Does the Smart Money Bet On? https://t.co/WYlbRLe9RE — Risk Management (@Risk_Mgmt) January 29, 2020

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Exchange options under clustered jump dynamics

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Machine learning for pricing American options in high-dimensional Markovian...

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Dynamic principal component CAW models for high-dimensional realized...

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Scenario analysis for derivative portfolios via dynamic factor models

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Implied volatility sentiment: a tale of two tails

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A set-valued Markov chain approach to credit default

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MoneyScience: News item - Taleb: What Size Tail Does the Smart Money Bet On?

Taleb: What Size Tail Does the Smart Money Bet On? https://t.co/WYlbRLe9RE — Risk Management (@Risk_Mgmt) January 29, 2020

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MoneyScience: News item - Taleb: What Size Tail Does the Smart Money Bet On?

Taleb: What Size Tail Does the Smart Money Bet On? https://t.co/WYlbRLe9RE — Risk Management (@Risk_Mgmt) January 29, 2020

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MoneyScience: News item - Taleb: What Size Tail Does the Smart Money Bet On?

Taleb: What Size Tail Does the Smart Money Bet On? https://t.co/WYlbRLe9RE — Risk Management (@Risk_Mgmt) January 29, 2020

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MoneyScience: News item - Taleb: What Size Tail Does the Smart Money Bet On?

Taleb: What Size Tail Does the Smart Money Bet On? https://t.co/WYlbRLe9RE — Risk Management (@Risk_Mgmt) January 29, 2020

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MoneyScience: News item - Taleb: What Size Tail Does the Smart Money Bet On?

Taleb: What Size Tail Does the Smart Money Bet On? https://t.co/WYlbRLe9RE — Risk Management (@Risk_Mgmt) January 29, 2020

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MoneyScience: News item - Taleb: What Size Tail Does the Smart Money Bet On?

Taleb: What Size Tail Does the Smart Money Bet On? https://t.co/WYlbRLe9RE — Risk Management (@Risk_Mgmt) January 29, 2020

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The state of privacy-preserving machine learning

The Data Exchange Podcast: Morten Dahl on TF Encrypted, federated learning, coopetitive learning, and other privacy tools for ML.Subscribe: iTunes, Android, Spotify, Stitcher, Google, and RSS.[full...

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Learning from Miami’s Emprendimientos

Learning from Miami’s Emprendimientos: Introductory Remarks at the Roundtable on Raising Capital in Partnership with the Miami-Dade Beacon Council, by Martha Legg Miller, Advocate for Small Business...

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Supervisory stress testing for central counterparties: a macroprudential,...

This paper examines the role of supervisory stress testing of central counterparties (CCPs). A key message is that the design of supervisory stress tests (SSTs) should be tailored to CCPs’ roles,...

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MoneyScience: News item - Taleb: What Size Tail Does the Smart Money Bet On?

Taleb: What Size Tail Does the Smart Money Bet On? https://t.co/WYlbRLe9RE — Risk Management (@Risk_Mgmt) January 29, 2020

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MoneyScience: topic

Updated. Quant Finance Published Research Page at MoneyScience https://t.co/hKbvuHxNBt #quant #quantfinance #research — moneyscience (@moneyscience) January…

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