Optimal trade strategy of a regional economy by food exports....
This paper examines the export promotion of processed foods by a regional economy and regional vitalisation policy. We employ Bertrand models that contain a major home producer and a home producer in a...
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The sharing economy is thriving, but the work of volunteers is often overlooked
Airbnbâs open homes program aims to create a social impact by connecting hosts with refugees to support their integration. Uber claims that its car sharing makes cities cleaner. Whether and how the...
View ArticleSEC Adopts Investor Disclosure Improvements for Variable Annuities and...
The Securities and Exchange Commission today announced that it has adopted a new rule and related form and rule amendments to simplify and streamline disclosures for investors about variable annuities...
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Pandemic bonds issued by the World Bank are under fire, accused of having structural flaws that prevent them from supporting poor countries hit hard byâ¦
View ArticleGoogle launches TensorFlow Quantum, a machine learning framework for training...
Google launches TensorFlow Quantum, a machine learning framework for training quantum modelshttps://t.co/izDOEGjh7R â moneyscience (@moneyscience) March 10,â¦
View ArticleOperations Dashboard for ArcGIS
Coronavirus #COVID-19 Global Cases by the Center for Systems Science and Engineering at Johns Hopkins University. https://t.co/lj4Oc6wUS6 â moneyscienceâ¦
View ArticleHedging nontradable risks with transaction costs and price impact
Abstract A riskâaverse agent hedges her exposure to a nontradable risk factor U using a correlated traded asset S and accounts for the impact of her trades on both factors. The effect of the agent's...
View ArticleRobust XVA
Abstract We introduce an arbitrageâfree framework for robust valuation adjustments. An investor trades a credit default swap portfolio with a risky counterparty, and hedges credit risk by taking a...
View ArticleStatic and semistatic hedging as contrarian or conformist bets
Abstract In this paper, we argue that, once the costs of maintaining the hedging portfolio are properly taken into account, semistatic portfolios should more properly be thought of as separate classes...
View ArticleDeep Learning for Ranking Response Surfaces with Applications to Optimal...
In this paper, we propose deep learning algorithms for ranking response surfaces, with applications to optimal stopping problems in financial mathematics. The problem of ranking response surfaces is...
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Predicting bank distress with machine learning
The great American baseball sage, Yogi Berra, is thought to have once remarked: âItâs tough to make predictions, especially about the futureâ. That is certainly true, but thankfully the...
View ArticleThe responsible development, deployment and operation of machine learning...
The Data Exchange Podcast: Alejandro Saucedo on explainability, MLOps, adversarial robustness, and privacy.Subscribe: iTunes, Android, Spotify, Stitcher, Google, and RSS.Full show notes can be found on...
View ArticleCommodity financialisation and price co-movement: Lessons from two centuries...
Publication date: Available online 12 March 2020Source: Finance Research LettersAuthor(s): Adam Zaremba, Zaghum Umar, Mateusz Mikutowski
View ArticleUnexpected Loss, Expected Profit, and Economic Capital A Note on Economic...
Publication date: Available online 12 March 2020Source: Finance Research LettersAuthor(s): Martin Krebs, Peter Nippel
View ArticleSEC Adopts Amendments to Reduce Unnecessary Burdens on Smaller Issuers by...
The Securities and Exchange Commission today adopted amendments to the accelerated filer and large accelerated filer definitions. The amendments will more appropriately tailor the types of issuers that...
View ArticleDivision of Corporation Finance Chief Accountant and Disclosure Review...
The Securities and Exchange Commission today announced that Kyle Moffatt, Chief Accountant and Disclosure Program Director in the Division of Corporation Finance, will leave the agency in March after...
View ArticleCoronavirus: Why You Must Act Now
Politicians, Community Leaders and Business Leaders: What Should You Do and When? https://t.co/5keKhTjTvg #covid19 #coronavirus pic.twitter.com/6dRVC9dqwP ââ¦
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