Scaling Ethereum to Billions of Users – Fred Ehrsam – 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 ArticleSimplified alternative to the standardised approach to market risk capital...
The Basel Committee is publishing the "Simplified alternative to the standardised approach to market risk capital requirements - consultative document" report, June 2017.
View ArticleFinancial deglobalisation in banking?
This paper argues that the decline in cross-border banking since 2007 does not amount to a broad-based retreat in international lending ("financial deglobalisation"). We show that BIS international...
View ArticleFive Essential Questions
My colleague Peter Nigro (finance professor here at Bryant University) gave me a little book to read this week: "What, What?" by James Ryan, Dean of the Harvard Graduate School of Education. What a...
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Extreme portfolio loss correlations in credit risk. (arXiv:1706.09809v1...
The stability of the financial system is associated with systemic risk factors such as the concurrent default of numerous small obligors. Hence it is of utmost importance to study the mutual dependence...
View ArticleDynamical selection of Nash equilibria using Experience Weighted Attraction...
We study the distribution of strategies in a large game that models how agents choose among different double auction markets. We classify the possible mean field Nash equilibria, which include...
View ArticleParameter estimation for stable distributions with application to commodity...
This paper explores the theory behind the rich and robust family of {\alpha}-stable distributions to estimate parameters from financial asset log-returns data. We discuss four-parameter estimation...
View ArticleHilbert transform, spectral filtering and option pricing. (arXiv:1706.09755v1...
We show how spectral filtering techniques can improve the convergence of numerical schemes which use discrete Hilbert transforms based on a sinc function expansion, and thus ultimately on the fast...
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