7,500 Faceless Coders Paid in Bitcoin Built a Hedge Fund’s Brain
7,500 Faceless Coders Paid in Bitcoin Built a Hedge Fund’s Brain https://t.co/WLw9BXpLER — moneyscience (@moneyscience) December 12, 2016
View Article[1612.05227] European banking supervision, the role of stress test. Some...
Research: European banking supervision, the role of stress test. Some brief considerations. (arXiv:1612.05227v1 ... https://t.co/GxBLJAXTR1 — moneyscience…
View ArticleIn defense of social media’s predictive powers
"Just how useful is Twitter as a measure of broad sentiment?" https://t.co/rpg9yAW5lR ht @martin1975 — Arthur Charpentier (@freakonometrics) December 18, 2016
View Article[1612.06200] Does Trump's election victory divide US stock market into...
Research: Does Trump's election victory divide US stock market into winners and losers?. (arXiv:1612.06200v1 [q-... https://t.co/flxnXFR1vz — moneyscience…
View Article[1612.06244] The Blockchain: A Gentle Four Page Introduction
Research: The Blockchain: A Gentle Four Page Introduction. (arXiv:1612.06244v1 [q-fin.GN]) https://t.co/pFmxpwYc65 — moneyscience (@moneyscience) December 20,…
View ArticleBank networks: contagion, systemic risk and prudential policy
We present a network model of the interbank market in which optimizing risk averse banks lend to each other and invest in non-liquid assets. Market clearing takes place through a tâtonnement process...
View ArticlePrédire qui mourra d'ici un an : Google investit dans Aspire Health
"Prédire qui mourra d'ici un an..." https://t.co/P3RofNha5v http://pic.twitter.com/dpgBJ1IiSQ — Arthur Charpentier (@freakonometrics) December 20, 2016
View ArticleSentry PM - Portfolio Management - Marketplace.MoneyScience
ClearStructure Financial Technology - Sentry PM™ multi-asset type, front-to-back office System https://t.co/I1MN3kTuPU @ClrStructure — moneyscience…
View ArticleThe Importance of Self-Reflection
Former Baxter International CEO Harry Kraemer recently described an important daily ritual to Kellogg Insights (Kraemer now teaches at Kellogg). Â Kraemer has engaged in a nightly practice of...
View ArticleInformation, Impact, Ignorance, Illegality, Investing, and Inequality....
We note a simple mechanism that may at least partially resolve several outstanding economic puzzles, including why the cyclically adjusted price to earnings ratio of the S&P 500 index has been...
View ArticleCurrency option pricing in the time-changed fractional Brownian motion under...
A new framework for pricing the European currency option is developed in the case where the spot exchange rate fellows a time-changed fractional Brownian motion. An analytic formula for pricing...
View ArticleThe Impact of Negative Interest Rates on Optimal Capital Injections....
In the present paper, we investigate the optimal capital injection behaviour of an insurance company if the interest rate is allowed to become negative. The surplus process of the considered insurance...
View ArticlePanel dataset description for econometric analysis of the ISP-OTT...
The latest technological advancements in the telecommunications domain (e.g., widespread adoption of mobile devices, introduction of 5G wireless communications, etc.) have brought new stakeholders into...
View ArticleQuantifying Retail Agglomeration using Diverse Spatial Data....
Newly available data on the spatial distribution of retail activities in cities makes it possible to build models formalized at the level of the single retailer. Current models tackle consumer location...
View ArticleClik here to view.
Did the founding of the Federal Reserve affect the vulnerability of the...
As a result of legal restrictions on branch banking, an extensive interbank system developed in the United States during the 19th century to facilitate interregional payments and flows of liquidity and...
View ArticleBanking industry dynamics and size-dependent capital regulation
This paper presents a general equilibrium model with a dynamic banking sector to characterize optimal size-dependent bank capital regulation (CR). Bank leverage choices are subject to the risk-return...
View ArticleIOSCO identifies the risks to retail investors of OTC leveraged products
IOSCO/MR/31/2016read more...
View ArticleIOSCO consults on order routing incentives in ongoing effort to protect...
IOSCO/MR/32/2016read more...
View ArticleIOSCO monitors growing use of automated advice tools to protect investors
IOSCO/MR/33/2016read more...
View Article