Statistical validation of financial time series via visibility graph....
Statistical physics of complex systems exploits network theory not only to model, but also to effectively extract information from many dynamical real-world systems. A pivotal case of study is given by...
View ArticleLarge deviation principle for Volterra type fractional stochastic volatility...
We study fractional stochastic volatility models for the asset price, in which the volatility process is a positive continuous function $\sigma$ of a continuous fractional stochastic process...
View ArticleResearch on ruin probability of risk model based on AR(1) series....
In this text, we establish the risk model based on AR(1) series and propose the basic model which has a dependent structure under intensity of claim number. Considering some properties of the risk...
View ArticleDual control Monte Carlo method for tight bounds of value function under...
The aim of this paper is to study the fast computation of the lower and upper bounds on the value function for utility maximization under the Heston stochastic volatility model with general utility...
View ArticleQuantum attacks on Bitcoin, and how to protect against them....
The key cryptographic protocols used to secure the internet and financial transactions of today are all susceptible to attack by the development of a sufficiently large quantum computer. One particular...
View ArticlePolynomial processes for power prices. (arXiv:1710.10293v1 [q-fin.CP])
Polynomial processes have the property that expectations of polynomial functions (of degree $n$, say) of the future state of the process conditional on the current state are given by polynomials (of...
View ArticlePricing of commodity derivatives on processes with memory....
Spot option prices, forwards and options on forwards relevant for the commodity markets are computed when the underlying process S is modelled as an exponential of a process {\xi} with memory as e.g. a...
View ArticleProfit Driven Business Analytics: A Practitioner's Guide to Transforming Big...
Profit-Driven Business Analytics provides actionable guidance on optimizing the use of data to add value and drive better business. Combining theoretical and technical insights into daily operations...
View ArticleStock Trader's Almanac 2018
Stock Trader's Almanac 2018 provides the cleanest historical data in the business to give traders and investors an advantage in the market. The 2018 edition is consistent with decades of the Stock...
View ArticleCan I Have Your Attention?: Inspiring Better Work Habits, Focusing Your Team,...
"A must read for anyone in the business of leading others."Ken May, CEO of Top Golf; former CEO of Fedex"If you want your team to stay focused, you will want to read Can I Have Your Attention?"Chester...
View ArticleIt All Matters: 125 Strategies to Achieve Maximum Confidence, Clarity,...
The all-encompassing framework for achieving the life of your dreamsread more...
View ArticleUnBranding: 100 Branding Lessons for the Age of Disruption
We live in a transformative time. The digital age has given us unlimited access to information and affected all our traditional business relationships – from how we hire and manage, to how we...
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2017 Valuation Handbook - International Industry Cost of Capital
Real-world cost of capital data from across industries and around the globeThe 2017 Valuation Handbook – International Industry Cost of Capital offers the same type of rigorous industry-level...
View ArticleByzantine political economy â Cryptoeconomics â Medium
"What cryptographers call byzantine fault tolerance and economists call robust political economy is the same thing" https://t.co/ERdxkMxJJJ â moneyscienceâ¦
View ArticleBitcoin is a commodity, not a currency, Allianz's Mohamed El-Erian says...
Bitcoin is a commodity, not a currency, Allianz's Mohamed El-Erian says - CNBC https://t.co/vAOPGX1yRV â John Lothian (@JohnLothian) November 2, 2017
View ArticleBank for Intl Settl. on Twitter
#OTCderivatives notional amounts rebound in H1 2017 to $542 trn, driven by short-term interest rate contracts https://t.co/6VMuWDUPEbâ¦
View ArticleInterview in the U.K. for the Daily Mail
I had a video interview in the U.K. on my recent book, The End of Theory, with Rachel Straus, (Big Money Questions), that just came out with the Daily Mail. You can get to it here.
View ArticleSix Benefits of Being Curious
Are you naturally curious? Do you love to learn new things? Do you ask questions, seeking to understand what you do not know? It turns out that curiosity can be very beneficial. Emily Campbell has...
View ArticleObituary for Professor Mark Joshi | Faculty of Business and Economics
Terribly sad to hear the news that our friend, Prof Mark Joshi died last month. He will be missed. https://t.co/njf8ZDglXO â moneyscience (@moneyscience)â¦
View ArticleCFTC Orders Morgan Stanley and Co. Incorporated to Pay $350,000 Penalty for...
The Commodity Futures Trading Commission (CFTC) issued an Order filing and simultaneously settling charges against Morgan Stanley and Co. Incorporated, a registered Futures Commission Merchant, for...
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