Economic complexity of prefectures in Japan. (arXiv:2002.05785v1 [econ.GN])
Every nation prioritizes the inclusive economic growth and development of all regions. However, we observe that economic activities are clustered in space, which results in a disparity in per-capita...
View ArticleImproving S&P stock prediction with time series stock similarity....
Stock market prediction with forecasting algorithms is a popular topic these days where most of the forecasting algorithms train only on data collected on a particular stock. In this paper, we enriched...
View ArticleReinforcement-Learning based Portfolio Management with Augmented Asset...
Portfolio management (PM) is a fundamental financial planning task that aims to achieve investment goals such as maximal profits or minimal risks. Its decision process involves continuous derivation of...
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The use of robots and artificial intelligence in war
The nature of war has changed significantly since the end of World War 2. Battle lines have now become opaque; an attack can come from terrorists who easily blend in as civilians, drones that are...
View ArticleThe Curvilinear Relationship Between Environmental Performance and Financial...
Publication date: Available online 16 February 2020Source: Finance Research LettersAuthor(s): Béchir Ben Lahouel, Maria-Giuseppina Bruna, Younes Ben ZaiedAbstractWe employ the Panel Smooth Transition...
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Illusionary Orbiting of Planets
We all know the orbiting trajectory of planet Earth as to follow an ellipse, such that in January we are much closer to the sun at the…Continue reading on Cantorâs Paradise »
View ArticleBig Data is a Big Deal
By Keith Black, PhD, CFA, CAIA, FDP, Managing Director of Content Strategy, CAIA Association CAIAâs second webinar starring the authors of papers that are required readings for the FDP exam featured...
View ArticlePricing Bitcoin Derivatives under Jump-Diffusion Models. (arXiv:2002.07117v1...
In recent years cryptocurrency trading has captured the attention of practitioners and academics. The volume of the exchange with standard currencies has known a dramatic increasing of late. This paper...
View ArticleResolvement of the St. Petersburg Paradox and Improvement of Pricing Theory....
The St. Petersburg Paradox was proposed before two centuries. In the paper we proposed a new pricing theory with several rules to solve the paradox and state that the fair pricing should be judged by...
View ArticleCrisis contagion in the world trade network. (arXiv:2002.07100v1 [q-fin.TR])
We present a model of worldwide crisis contagion based on the Google matrix analysis of the world trade network obtained from the UN Comtrade database. The fraction of bankrupted countries exhibits an...
View ArticleCross-sectional Stock Price Prediction using Deep Learning for Actual...
Stock price prediction has been an important research theme both academically and practically. Various methods to predict stock prices have been studied until now. The feature that explains the stock...
View ArticleTrimming the Sail: A Second-order Learning Paradigm for Stock Prediction....
Nowadays, machine learning methods have been widely used in stock prediction. Traditional approaches assume an identical data distribution, under which a learned model on the training data is fixed and...
View ArticleSynchronization of endogenous business cycles. (arXiv:2002.06555v1 [econ.GN])
Comovement of economic activity across sectors and countries is a defining feature of business cycles. However, standard models that attribute comovement to propagation of exogenous shocks struggle to...
View ArticleThe $800 million Bitcoin wallet no one wants to touch - Decrypt
The 6th largest Bitcoin address boasts nearly 80,000 BTC from the first Mt. Gox hackâbut has been untouched for over nine years. Will anyone ever be able toâ¦
View ArticleDebt Contracting on Management
ABSTRACT Change of management restrictions (CMRs) in loan contracts give lenders explicit exâante control rights over managerial retention and selection. This paper shows that lenders use CMRs to...
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