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Trend following with momentum versus moving averages: a tale of differences

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A comparison principle between rough and non-rough Heston models—with...

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Pricing high-dimensional American options by kernel ridge regression

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A neural network enhanced volatility component model

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CoinDesk on Twitter

Are these really “bad actors” or just smart people taking advantage of bad system design? Me thinks the latter https://t.co/hbmirEU1dA — Rob "Crypto Bobby"…

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Scotiabank gears up for the quantum computing age

As the quantum computing revolution gathers pace, Scotiabank in Canada has begun to explore the migration to encryption methods that can keep out the hackers of…

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How to negotiate more effectively: six useful tips

Negotiation is as critical a business skill today as it has ever been. And it’s something that none of us can avoid. Whether it’s determining the terms of a new deal, overcoming conflict with...

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Hierarchical Risk Parity

Various risk parity methodologies are a popular choice for the construction of better diversified and balanced portfolios. It is notoriously hard to predict the future performance of the majority of...

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Regime switching affine processes with applications to finance

Abstract We introduce the notion of a regime switching affine process. Informally this is a Markov process that behaves conditionally on each regime as an affine process with specific parameters. To...

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Option Profit and Loss Attribution and Pricing: A New Framework

ABSTRACT This paper develops a new top‐down valuation framework that links the pricing of an option investment to its daily profit and loss attribution. The framework uses the...

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Bank Quality, Judicial Efficiency, and Loan Repayment Delays in Italy

ABSTRACT Italian firms delay payment to banks weakened by past loan losses. Exploiting Credit Register data, we fully absorb borrower fundamentals with firm‐quarter effects. Identification therefore...

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Leveraged Buyouts and Financial Distress

Publication date: Available online 20 February 2020Source: Finance Research LettersAuthor(s): Brian Ayash, Mahdi RastadAbstractDo leveraged buyout transactions increase the chance of bankruptcy? While...

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Wells Fargo to Pay $500 Million for Misleading Investors About the Success of...

The Securities and Exchange Commission today charged California-based Wells Fargo & Co. for misleading investors about the success of its core business strategy at a time when it was opening fake...

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Irish drug dealer loses £46m bitcoin codes he hid in fishing rod case

D'oh! Irish drug dealer loses £46m bitcoin codes he hid in fishing rod casehttps://t.co/pPdILyqR1Q — Financial Technology (@fin_tech) February 21, 2020

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[UPDATES] Resources For Novel Coronavirus COVID-19 - Online Technical...

For @Mathematica users: Resources for studying the coronavirus. https://t.co/oa16EdbO76 — Robert J Frey (@financequant) February 19, 2020

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How a quantum technique highlights math’s mysterious link to physics

Perhaps math’s peculiar power to describe the physical world has something to do with the fact that the physical world also has something to say about…

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Sorting: an unintended consequence of EU free movement?

Charles Tiebout’s theory of sorting drew on the idea that if jurisdictions vary in the policies they adopt, and individuals are free to move, then people with similar policy preferences will end up...

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Aggregate insider trading and the prediction of corporate credit spread changes

Abstract This paper shows that equity-based aggregate insider trading predicts future changes in US corporate credit spreads. Results suggest that the closer insiders are involved in daily business...

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Evaluating the joint efficiency of German trade forecasts - a nonparametric...

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Estimating π using Monte-Carlo-Simulations

The easy, the sophisticated and the surprising way of estimating πContinue reading on Cantor’s Paradise »

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