Lazy Prices
ABSTRACT Using the complete history of regular quarterly and annual filings by U.S. corporations, we show that changes to the language and construction of financial reports have strong implications...
View ArticleCross Currency Valuation and Hedging in the Multiple Curve Framework....
We generalize the results of Bielecki and Rutkowski (2015) on funding and collateralization to a multi-currency framework and link their results with those of Piterbarg (2012), Moreni and Pallavicini...
View ArticleWho presents and where? An analysis of research seminars in US economics...
Using a large dataset of research seminars held at US economics departments in 2018, I explore the factors that determine who is invited to present at a research seminar and whether the invitation is...
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Fuelling procompetitive growth with foreign credit
The debate about the desirability of international financial flows is at the centre of the discussion of researchers and policy makers. This article focuses on one key aspect of capital controls:...
View ArticleThe state of privacy-preserving machine learning
The Data Exchange Podcast: Morten Dahl on TF Encrypted, federated learning, coopetitive learning, and other privacy tools for ML.Subscribe: iTunes, Android, Spotify, Stitcher, Google, and RSS.[full...
View ArticleLearning from Miami’s Emprendimientos
Learning from Miamiâs Emprendimientos: Introductory Remarks at the Roundtable on Raising Capital in Partnership with the Miami-Dade Beacon Council, by Martha Legg Miller, Advocate for Small Business...
View ArticleSupervisory stress testing for central counterparties: a macroprudential,...
This paper examines the role of supervisory stress testing of central counterparties (CCPs). A key message is that the design of supervisory stress tests (SSTs) should be tailored to CCPsâ roles,...
View ArticleA Proof of Useful Work for Artificial Intelligence on the Blockchain
A Proof of Useful Work for Artificial Intelligence on the Blockchain https://t.co/T55v7pPRur â CryptAssets (@CryptAssets) January 29, 2020
View ArticleDid Ergodicity Economics and the Copenhagen Experiment Really Falsify...
Just published my first Medium article:https://t.co/mWYSe5k1pM Please let me know what you think! â Adam Goldstein (@goldstein_aa) January 29, 2020
View ArticleGeopolitical Risk & Headline Risk: Understanding the Differences -...
Geopolitical Risk & Headline Risk: Understanding the Differences https://t.co/eleKs9Zfb5 via @Crunchify â BCMstrategy, Inc. (@BCMstrategy) January 30, 2020
View ArticleListening to the financial heartbeat with agent-based models
"Scholars have always been curious to know what drives the traders' decisions", and agent-based models might be the way to mimic them https://t.co/jKEQRvtAyq ââ¦
View ArticleMoneyScience: Quant Jobs
Quant Jobs in the US - https://t.co/BYq67B1vmy #quantfinance #quantjobs #recruitment â moneyscience (@moneyscience) January 30, 2020
View ArticleSixteen Leading Quants Imagine the Next Decade in Global Finance
"If the worldâs top quants are right, get ready for another decade of disruption across investing strategies, business models and the very structure ofâ¦
View ArticleWhy Do Top Hedge Funds Outperform?
Every hedge fund manager and every trader wants to know what strategies are employed in a fund ran by his competition. The curiosity is even stronger if we want to see how strategies are mixed in the...
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