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Crowdsourced Hedge Funds using 'algo' traders raise more money https://t.co/nw8GVPfuJf — Hedge Fund Focus (@hedgefundfocus) December 11, 2016
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Big data sellers fail to hide personal information, say Funds https://t.co/yeXYXcZigv — Hedge Fund Focus (@hedgefundfocus) December 11, 2016
View ArticleCommon Markets, Strong Currencies & the Collective Welfare....
The so called "globalization" process (i.e. the inexorable integration of markets, currencies, nation-states, technologies and the intensification of consciousness of the world as a whole) has a...
View ArticleMaximum Entropy, the Collective Welfare Principle and the Globalization...
Although both systems analyzed are described through two theories apparently different (quantum mechanics and game theory) it is shown that both are analogous and thus exactly equivalents. The quantum...
View ArticleQuantum Econophysics. (arXiv:physics/0609245v3 [physics.soc-ph] UPDATED)
The relationships between game theory and quantum mechanics let us propose certain quantization relationships through which we could describe and understand not only quantum but also classical,...
View ArticleThe Why of the Applicability of Statistical Physics to Economics....
We analyze the relationships between game theory and quantum mechanics and the extensions to statistical physics and information theory. We use certain quantization relationships to assign quantum...
View ArticleParameter uncertainty and reserve risk under Solvency II. (arXiv:1612.03066v1...
In this article we consider the parameter risk in the context of internal modelling of the reserve risk under Solvency II. read more...
View ArticleEarly exercise decision in American options with dividends, stochastic...
Using a fast numerical technique, we investigate a large database of investor suboptimal non-exercise of short maturity American call options on dividend-paying stocks listed on the Dow Jones. The...
View ArticleRisk averse fractional trading using the current drawdown....
In this paper the fractional trading ansatz of money management is reconsidered with special attention to chance and risk parts in the goal function of the related optimization problem. By changing the...
View ArticleA hot new hedge fund is based on smart computers picking off dumb ones
Manoj Narang on his new $1bn hedge fund "I think we're at the cusp of a new renaissance in statistical arbitrage" https://t.co/3jdmMIHJ3l — moneyscience…
View ArticleDeutsche Bank suspends interest-rate trader for using WhatsApp
A Deutsche Bank rates trader has been suspended after asking a trading counterparty to join a WhatsApp group https://t.co/nO7sONaczB — moneyscience…
View ArticleBooks or Laptops? The Cost-Effectiveness of Shifting from Printed to Digital...
Information and communication technologies, such as laptops, can be used for educational purposes as they provide users with computational tools, information storage and communication opportunities,...
View ArticleEducational Homogamy and Assortative Mating Have Not Increased -- by Rania...
Some economists have argued that assortative mating between men and women has increased over the last several decades, thereby contributing to increased family income inequality. Sociologists have...
View ArticleHigh-Skilled Migration and Agglomeration -- by Sari Pekkala Kerr, William...
This paper reviews recent research regarding high-skilled migration. We adopt a data-driven perspective, bringing together and describing several ongoing research streams that range from the...
View ArticleAre Fuel Economy Standards Regressive? -- by Lucas W. Davis, Christopher R....
Despite widespread agreement that a carbon tax would be more efficient, many countries use fuel economy standards to reduce transportation-related carbon dioxide emissions. We pair a simple model of...
View ArticleWhy Does Capital No Longer Flow More to the Industries with the Best Growth...
With functionally efficient capital markets, we expect capital to flow more to the industries with the best growth opportunities. As a result, these industries should invest more and see their assets...
View ArticleDisrupting Education? Experimental Evidence on Technology-Aided Instruction...
We present experimental evidence on the impact of a technology-aided after-school instruction program on learning outcomes in middle school grades in urban India, using a lottery that provided students...
View ArticleAutomated Economic Reasoning with Quantifier Elimination -- by Casey B. Mulligan
Many theorems in economics can be proven (and hypotheses shown to be false) with "quantifier elimination." Results from real algebraic geometry such as Tarski's quantifier elimination theorem and...
View ArticleCoal Smoke and the Costs of the Industrial Revolution -- by W. Walker Hanlon
While the Industrial Revolution brought economic growth, there is a long debate in economics over the costs of the pollution externalities that accompanied early industrialization. To help settle this...
View ArticleLabor Supply Elasticities: Overcoming Nonclassical Measurement Error Using...
We measure the impact of measurement error in labor-supply elasticities estimated over recalled usual work hours, as is ubiquitous in the literature. Employing hours of work in diaries collected by the...
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