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User/Subscriber Economics: An Alternative View of Uber's Value
In the week since I posted my Uber valuation, I have received many suggestions on what I should have done differently in the valuation, with many of you arguing that I was being a over optimistic in my...
View ArticleScaling Ethereum to Billions of Users â Fred Ehrsam â Medium
âScaling Ethereum to Billions of Usersâ by @FEhrsam https://t.co/w2Goz4z2Mz #ethereum #blockchain â Jeffrey Wynn (@JeffreyJWynn) June 28, 2017
View ArticleBilateral multifactor CES general equilibrium with state-replicating...
We measure elasticity of substitution between foreign and domestic commodities by way of two-point calibration, in order that the Armington aggregator can replicate the two temporally distant...
View ArticleLocal fluctuations of the signed traded volumes and the dependencies of...
We investigate how the local fluctuations of the signed traded volumes affect the dependence of demands between stocks. We analyze the empirical dependence of demands using copulas and show that they...
View ArticleAn optimal execution problem with S-shaped market impact functions....
In this study, we extend the optimal execution problem with convex market impact function studied in Kato (2014) to the case where the market impact function is S-shaped, that is, concave on $[0, \bar...
View ArticleRisk Model Based on General Compound Hawkes Process. (arXiv:1706.09038v1...
In this paper, we introduce a new model for the risk process based on general compound Hawkes process (GCHP) for the arrival of claims. We call it risk model based on general compound Hawkes process...
View ArticleMarketing For Dummies, 5th Edition
Marketing For Dummies, 5th Edition is the ultimate handbook for boosting your business. Whether you're a small mom-and-pop shop, a local nonprofit, or a mid-size business looking to grow, the right...
View ArticleResults at the Top: Using Gender Intelligence to Create Breakthrough Growth
What if your company could gain a greater profit share of the market simply by promoting more women into its senior management team? Sounds like a no-brainer, and despite nearly every study done in the...
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The Economics of Commodity Markets - Commodities - Marketplace.MoneyScience
The Economics of Commodity Markets @wiley_finance https://t.co/JEtToS99Ts â moneyscience (@moneyscience) June 28, 2017
View ArticleMonetary policy transmission and trade-offs in the United States: Old and new
This study shows that, in the United States, the effects of monetary policy on credit and housing markets have become considerably stronger relative to the impact on GDP since the mid-1980s, while the...
View ArticleBasel Committee consults on a simplified alternative to the market risk...
Press release about the Basel Committee consulting on a simplified alternative to the market risk standardised approach (29 June 2017).
View ArticleAsymptotics for the Euler-Discretized Hull-White Stochastic Volatility Model....
We consider the stochastic volatility model $dS_t = \sigma_t S_t dW_t,d\sigma_t = \omega \sigma_t dZ_t$, with $(W_t,Z_t)$ uncorrelated standard Brownian motions. This is a special case of the...
View ArticleGeneral Price Bounds for Guaranteed Annuity Options. (arXiv:1707.00807v1...
In this paper, we are concerned with the valuation of Guaranteed Annuity Options (GAOs) under the most generalised modelling framework where both interest and mortality rates are stochastic and...
View ArticleChecking account activity and credit default risk of enterprises: An...
The existence of asymmetric information has always been a major concern for financial institutions. Financial intermediaries such as commercial banks need to study the quality of potential borrowers in...
View ArticleA Practical Guide to Analytics for Governments: Using Big Data for Good
A Practical Guide to Analytics for Governments provides demonstrations of real-world analytics applications for legislators, policy-makers, and support staff at the federal, state, and local levels....
View ArticleThe Value of Machine Learning: Benefits and Best Practices - DATAVERSITY
The Value of Machine Learning: Benefits and Best Practices via @Dataversity https://t.co/NjWcZBnav8 http://pic.twitter.com/WFDSx6JAUP â RapidMinerâ¦
View ArticleJorge Santos on Twitter
#Pyhton #QuantFinance #api https://t.co/gzUEXuImAk â Yves Hilpisch (@dyjh) July 4, 2017
View ArticleWhy Traders Are Worrying About Low Volatility
This is why traders are worrying about low volatility https://t.co/56216TqvEq http://pic.twitter.com/qnYr7WT1a3 â Bloomberg (@business) July 4, 2017
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