The Value of Timing Risk. (arXiv:1701.05695v1 [q-fin.PR])
The aim of this paper is to provide a mathematical contribution on the semi-static hedge of timing risk associated to positions in American-style options under a multi-dimensional market model. Barrier...
View ArticleThe Internet as Quantitative Social Science Platform: Insights from a...
With the large-scale penetration of the internet, for the first time, humanity has become linked by a single, open, communications platform. Harnessing this fact, we report insights arising from a...
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London Metal Exchange Chief Executive retires
Hong Kong Exchanges and Clearing Limited (HKEX), The London Metal Exchange (LME) and LME Clear (LMEC) (wholly-owned subsidiaries of HKEX) announced today (Monday) that Garry Jones, the LMEâs Chief...
View ArticleSocial Media and Fake News in the 2016 Election -- by Hunt Allcott, Matthew...
We present new evidence on the role of false stories circulated on social media prior to the 2016 US presidential election. Drawing on audience data, archives of fact-checking websites, and results...
View ArticleHow Do Patents Affect Research Investments? -- by Heidi L. Williams
While patent systems have been widely used both historically and internationally, there is nonetheless a tremendous amount of controversy over whether patent systems - in practice - improve the...
View ArticleWhen Children Rule: Parenting in Modern Families -- by Sebastian Galiani,...
During the 20th century there was a secular transformation within American families from a household dominated by the father to a more egalitarian one in which the wife and the children have been...
View ArticleDesigning Women: Consumer Goods Innovations in Britain, France and the United...
Economic studies typically underestimate incremental changes in consumer goods and design innovations that enhance allocative efficiency and structural dynamics. This paper assesses over 12,000...
View ArticleRegressive Sin Taxes -- by Benjamin B. Lockwood, Dmitry Taubinsky
A common objection to "sin taxes"--corrective taxes on goods like cigarettes, alcohol, and sugary drinks, which are believed to be over-consumed--is that they fall disproportionately on low-income...
View ArticleEstimating the Employment Effects of Recent Minimum Wage Changes: Early...
This paper presents early evidence on the employment effects of state minimum wage increases enacted between January 2013 and January 2015, and offers an interpretative framework to understand why it...
View ArticleBacktesting European Stress Tests -- by Thomas Philippon, Pierre Pessarossi,...
We provide a first evaluation of the quality of banking stress tests in the European Union. We use stress tests scenarios and banks' estimated losses to recover bank level exposures to macroeconomic...
View ArticleDiversity in Innovation -- by Paul A. Gompers, Sophie Q. Wang
In this paper we document the patterns of labor market participation by women and ethnic minorities in venture capital firms and as founders of venture capital-backed startups. We show that from...
View ArticleAggregating the Fertility Transition: Intergenerational Dynamics in Quality...
Fertility change is distinct from other forms of social and economic change because it directly alters the size and composition of the next generation. This paper studies how changes in population...
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Intelligent Credit Scoring: Building and Implementing Better Credit Risk...
Intelligent Credit Scoring presents a business-oriented process for the development and implementation of risk prediction scorecards. The credit scorecard is a powerful tool for measuring the risk of...
View ArticleValery Kholodnyi: A non-Markovian approach to modelling commodity markets
Video: Valery Kholodnyi: A non-Markovian approach to modelling commodity markets - https://t.co/wF3hHOMvs8 â moneyscience (@moneyscience) January 26, 2017
View ArticleCybersecurity experts uncover dormant botnet of 350,000 Twitter accounts
A massive botnet infiltrated the Twitterverse in 2013 but has lain mysteriously dormant since then, say researchers. https://t.co/lSjRlwBuJU â Financialâ¦
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C++ Creator Wants To Solve 35-Year-Old Generic Programming Issues With Concepts https://t.co/DveXvWssI1 â Financial Technology (@fin_tech) January 23, 2017
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Quantum computing: FT on D-Wave's new 2000 qubit machine. https://t.co/pfDeUCFVfZ â Amitabha Sen (@SpinorQuant) January 25, 2017
View ArticleVanishing point: the rise of the invisible computer
âFrom an economic standpoint, Mooreâs law is dead."https://t.co/dqmCmbfJ2E â Financial Technology (@fin_tech) January 26, 2017
View ArticleTrump Knows You Better Than You Know Yourself
Psychometrics and the (counter)revolution in marketing https://t.co/omREGjQgMn â moneyscience (@moneyscience) January 26, 2017
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