Coronavirus and oil price crash: A note
#Coronavirus and oil price crash: A note - https://t.co/9VxZsrxM38 â moneyscience (@moneyscience) March 16, 2020
View ArticleJury Finds Investment Adviser and its Owner Liable for Fraud
Today, jurors in New Haven, Connecticut, federal court returned a verdict in the Securities and Exchange Commission's favor against an investment adviser and its owner. The jury found that Westport...
View ArticleBuyback reckoning: Those trillions spent on repurchases just evaporated
When stocks get repriced, the gains from repurchases vanish in a hurry. https://t.co/xZMVZVDhbz â FORTUNE (@FortuneMagazine) March 16, 2020
View Articlehttps://t.co/m5f6M2x8kU
Hedge fund Bridgewater places $15 billion in bets against Europe and UK - https://t.co/m5f6M2x8kU https://t.co/P3DrGZUXLY â Peter Went (@HedgeFundRisk) Marchâ¦
View ArticlePricing European and American Options under Heston Model using Discontinuous...
This paper deals with pricing of European and American options, when the underlying asset price follows Heston model, via the interior penalty discontinuous Galerkin finite element method (dGFEM). The...
View ArticleA Hedonic Metric Approach to Estimating the Demand for Differentiated...
This article introduces the Hedonic Metric (HM) approach as an original method to model the demand for differentiated products. Using this approach, initially, we create an n-dimensional hedonic space...
View ArticleMarket states: A new understanding. (arXiv:2003.07058v1 [q-fin.CP])
We present the clustering analysis of the financial markets of S&P 500 (USA) and Nikkei 225 (JPN) markets over a period of 2006-2019 as an example of a complex system. We investigate the...
View ArticleDegrees of displacement: The impact of household PV battery prosumage on...
Reductions in the cost of PV and batteries encourage households to invest in PV battery prosumage. We explore the implications for the rest of the power sector by applying two open-source...
View ArticleOld Problems, Classical Methods, New Solutions. (arXiv:2003.06903v1 [q-fin.MF])
We use a powerful extension of the classical method of heat potentials, recently developed by the present author and his collaborators, to solve several significant problems of financial mathematics....
View ArticleDeep Deterministic Portfolio Optimization. (arXiv:2003.06497v1 [q-fin.MF])
Can deep reinforcement learning algorithms be exploited as solvers for optimal trading strategies? The aim of this work is to test reinforcement learning algorithms on conceptually simple, but...
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We can increase happiness through public policy – and in our jobs and...
Thomas Jefferson said that âThe care of human life and happiness… is the first and only legitimate object of good  government.â We agree with him, as did the LSEâs main architects â the Webbs...
View ArticleModelling the Bottom of the Covid-19 Financial Crisis
The global pandemic of current scope is something that was experienced by only a few living people. We have some historical accounts of how it unfolded in the past, but otherwise, it is uncharted...
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