Read Me If You Can! An Analysis of ICO White Papers
Publication date: Available online 3 January 2020Source: Finance Research LettersAuthor(s): Shadi Samieifar, Dirk G. BaurAbstractInitial Coin Offerings (ICOs) are a new form of venture capital...
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The History of Euler’s Number (E)
From Napier Table’s To Bernoulli’s Compounding InterestContinue reading on Cantorâs Paradise »
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Richard Feynman on the Differences between Mathematics and Physics
“I would like to make a number of remarks on the relation of mathematics and physics”Continue reading on Cantorâs Paradise »
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1988 IMO Question Six
Solving the Hardest Problem on the Hardest TestContinue reading on Cantorâs Paradise »
View ArticleEstimation of the yield curve for Costa Rica using combinatorial optimization...
The term structure of interest rates or yield curve is a function relating the interest rate with its own term. Nonlinear regression models of Nelson-Siegel and Svensson were used to estimate the yield...
View ArticleCompetitive equilibria between staking and on-chain lending....
Proof of Stake (PoS) is a burgeoning Sybil resistance mechanism that aims to have a digital asset ("token") serve as security collateral in crypto networks. However, PoS has so far eluded a...
View ArticleFairness in Multi-agent Reinforcement Learning for Stock Trading....
Unfair stock trading strategies have been shown to be one of the most negative perceptions that customers can have concerning trading and may result in long-term losses for a company. Investment banks...
View ArticleJudicial Favoritism of Politicians: Evidence from Small Claims Court....
Multiple studies have documented racial, gender, political ideology, or ethnical biases in comparative judicial systems. Supplementing this literature, we investigate whether judges rule cases...
View ArticleOption Pricing in an Investment Risk-Return Setting. (arXiv:2001.00737v1...
In this paper, we combine modern portfolio theory and option pricing theory so that a trader who takes a position in a European option contract and the underlying assets can construct an optimal...
View ArticleAn FBSDE approach to market impact games with stochastic parameters....
We analyze a market impact game between $n$ risk averse agents who compete for liquidity in a market impact model with permanent price impact and additional slippage. Most market parameters, including...
View ArticleOpportunities Emerge in Emerging Markets Debt
A new year ushers in new opportunities and 2020 is no different in that respect. Emerging markets debt is one such opportunity, according to the global fixed-income team at Morgan Stanley Investment...
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The need for privacy versus the urge to reveal the self
Social interaction and communication are key elements of our society. Individuals reveal personal information about themselves to others â for instance with a view to deepening a relationship. Since...
View ArticleCall for Papers: Special issue on asset pricing and factor investing
The special issue aims to invite submissions of state-of-the-art high-quality articles on topics related to asset pricing and factor investing. The asset pricing literature has identified hundreds of...
View ArticleMoneyScience: QuantLib Training Enquiries
Register you interest in a #quantlib for #python training event here: https://t.co/tPA9O5rznJ #quantfinance #programming #cpluspluss â moneyscienceâ¦
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Rediscovering the Euler-Lagrange Equation
We’ll learn how to differentiate ‘with respect to a function’, and even understand the Fundamental Lemma of Calculus of Variations.Continue reading on Cantorâs Paradise »
View ArticleThe Dog Days of… print(“Season is”,season)
By Bill Kelly, CEO, CAIA Association As a global organization, it is pleasing to know there is always a CAIA Association Member, somewhere in the world, enjoying the dog days of summer. Although we...
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Black Holes, explained
What they are, how they form, types & shapes, and how they dieContinue reading on Cantorâs Paradise »
View ArticleData driven partition-of-unity copulas with applications to risk management....
We present a constructive and self-contained approach to data driven general partition-of-unity copulas that were recently introduced in the literature. In particular, we consider Bernstein-, negative...
View ArticleThe Optimal Dynamic Reinsurance Strategies in Multidimensional Portfolio....
The present paper addresses the issue of choosing an optimal dynamic reinsurance policy, which is state-dependent, for an insurance company that operates under multiple insurance business lines. The...
View ArticleHousing Investment, Stock Market Participation and Household Portfolio...
This paper employs the survey data of CHFS (2013) to investigate the impact of housing investment on household stock market participation and portfolio choice. The results show that larger housing...
View ArticleA Note on Portfolio Optimization with Quadratic Transaction Costs....
In this short note, we consider mean-variance optimized portfolios with transaction costs. We show that introducing quadratic transaction costs makes the optimization problem more difficult than using...
View ArticleClassifying ecosystem disservices and comparing their effects with ecosystem...
To completely understand the effects of urban ecosystems, the effects of ecosystem disservices should be considered along with the ecosystem services and require more research attention. In this study,...
View ArticleDisentangling shock diffusion on complex networks: Identification through...
Large scale networks delineating collective dynamics often exhibit cascading failures across nodes leading to a system-wide collapse. Prominent examples of such phenomena would include collapse on...
View ArticleHedging problems for Asian options with transactions costs....
In this paper, we consider the problem of hedging Asian options in financial markets with transaction costs. For this, we use the asymptotic hedging approach. The main task of asymptotic hedging in...
View ArticleForecasting Bitcoin closing price series using linear regression and neural...
This paper studies how to forecast daily closing price series of Bitcoin, using data on prices and volumes of prior days. Bitcoin price behaviour is still largely unexplored, presenting new...
View ArticleA Socioeconomic Well-Being Index. (arXiv:2001.01036v1 [econ.GN])
An annual well-being index constructed from thirteen socioeconomic factors is proposed in order to dynamically measure the mood of the US citizenry. Econometric models are fitted to the log-returns of...
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How the bystander effect can explain inaction towards global warming
Not too long ago, I was preparing a lecture about group dynamics for my students at Delft University of Technology. One of the dynamics I wanted to introduce was the bystander effect. The bystander...
View ArticleSEC Investor Advisory Committee to Hold Jan. 24 Telephone Meeting
The Securities and Exchange Commissionâs Investor Advisory Committee (IAC) will meet telephonically on Jan. 24 at 11:30 a.m. Eastern time. The public is invited to listen to the meeting live using...
View ArticleSEC Office of Compliance Inspections and Examinations Announces 2020...
The Securities and Exchange Commissionâs Office of Compliance Inspections and Examinations (OCIE) today announced its 2020 examination priorities. OCIE publishes its examination priorities annually...
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