Fast Lower and Upper Estimates for the Price of Constrained Multiple Exercise...
This article presents fast lower and upper estimates for a large class of options: the class of constrained multiple exercise American options. Typical options in this class are swing options with...
View ArticleSHIFT: A Highly Realistic Financial Market Simulation Platform....
This paper presents a new financial market simulator that may be used as a tool in both industry and academia for research in market microstructure. It allows multiple automated traders and/or...
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No longer a currency, is bitcoin the digital equivalent of gold?
Disclaimer: Despite my long-standing professional interest, Iâve invested in bitcoin only briefly. Though Iâve earned a 30% return in just three weeks when I did so, I soon realised this...
View ArticleDoes it payoff to be overconfident? Evidence from an emerging market –...
Publication date: Available online 26 February 2020Source: Finance Research LettersAuthor(s): Filip-Mihai TOMA, Cosmin-Octavian CEPOI, Bogdan NEGREA
View Articlelong form finance articles at Flipboard
Here at MoneyScience we really like @Flipboard and you can find our collection of long form finance articles here:https://t.co/CoUB9JMGeW â moneyscienceâ¦
View ArticleWhat businesses need to know about model explainability
The Data Exchange Podcast: Krishna Gade on transparency and explainability in machine learning.Subscribe: iTunes, Android, Spotify, Stitcher, Google, and RSS.Full show notes can be found on the Data...
View ArticleVenturing beyond the IPO: Financing of Newly Public Firms by Venture Capitalists
ABSTRACT Contrary to conventional wisdom, we document that approximately 15% of venture capitalist (VC)âbacked firms raise additional capital from VCs in the five years after going public. We...
View ArticleWhat Matters to Individual Investors? Evidence from the Horse's Mouth
ABSTRACT We survey a representative sample of U.S. individuals about how well leading academic theories describe their financial beliefs and decisions. We find substantial support for many factors...
View ArticleConnecting equity and foreign exchange markets through the WM...
In this paper, the authors show the connection between equities and foreign exchange markets via this window, they leverage this connection using an algorithmic trading strategy and rank various...
View ArticleActor Steven Seagal Charged With Unlawfully Touting Digital Asset Offering
The Securities and Exchange Commission today announced settled charges against actor Steven Seagal for failing to disclose payments he received for promoting an investment in an initial coin offering...
View ArticleMoneyScience: Blockchain and the General Data Protection Regulation - Can...
Blockchain and the General Data Protection Regulation - Can distributed ledgers be squared with European data protection law? https://t.co/BLKEpqXvQr ââ¦
View ArticleDid Automated Trading Resurrect the CAPM?
Once upon a time, there was everybody's favourite finance tool in a town - Capital Asset Pricing Model, which was liked and used by nearly everyone. But a few decades ago, it went out of fashion....
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Data Update 5: Relative Risk and Hurdle Rates
In my last four posts, I focused on the macro variables that we draw on, in both corporate finance and valuation, to estimate required returns or hurdle rates. In data post 3, I looked at how the...
View ArticleSEC Charges Wells Fargo In Connection With Investment Recommendation Practices
The Securities and Exchange Commission today announced settled charges against Wells Fargo Clearing Services and Wells Fargo Advisors Financial Network for failing reasonably to supervise investment...
View ArticleSEC Charges South Carolina Energy Companies, Former Executives With...
The Securities and Exchange Commission today charged SCANA Corp., two of its former top executives, and South Carolina Electric & Gas Co. (SCE&G), now known as Dominion Energy South Carolina...
View ArticleKelly L. Gibson Named Director of SEC's Philadelphia Office
The Securities and Exchange Commission today announced that Kelly L. Gibson has been named Director of the Philadelphia Regional Office. Ms. Gibson joined the SEC in 2008 as a staff attorney in the...
View ArticleReal Assets ‘Inception:’ Diversification within Diversification
By Aaron Filbeck, CFA, CAIA, CIPM, Associate Director, Content Development at CAIA Association Excerpted from the Alternative Investment Analyst Review, Volume 8, Issue 1 The Alternative Investment...
View ArticleDoes the price of strategic commodities respond to U.S. Partisan Conflict?....
A noteworthy feature of U.S. politics in recent years is serious partisan conflict, which has led to intensifying polarization and exacerbating high policy uncertainty. The US is a significant player...
View ArticleUsing Reinforcement Learning in the Algorithmic Trading Problem....
The development of reinforced learning methods has extended application to many areas including algorithmic trading. In this paper trading on the stock exchange is interpreted into a game with a Markov...
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