Results 11 to 20 of about 4,303,369 (356)
Energy Security, Sustainable Development and the Green Bond Market
Energies, 2022 Many countries are pursuing energy security (ES) in their economies while implementing sustainable development goals (SDGs). Relevant policies may include: (1) access to efficient alternative and preferably renewable energy sources (RESs); and (2 ...
Arkadiusz Orzechowski +1 more
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Market Making With Signals Through Deep Reinforcement Learning
IEEE Access, 2021 Deep reinforcement learning has recently been successfully applied to a plethora of diverse and difficult sequential decision-making tasks, ranging from the Atari games to robotic motion control.
Bruno Gasperov, Zvonko Kostanjcar
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FINANCIAL RISK AND UNEMPLOYMENT [PDF]
International Economic Review, 2018 AbstractThere is a strong correlation between corporate interest rates, their spreads relative to Treasuries, and the unemployment rate. We model how corporate interest rates affect equilibrium unemployment and vacancies, in a Diamond–Mortesen–Pissarides search and matching model. Our simple model permits the exploration of U.S.
Eckstein, Zvi, Setty, Ofer, Weiss, David
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Cogent Economics & Finance, 2022 We construct a difference-in-differences simultaneous equation to study the long-term impact of price limit system on the comprehensive quality of the stock market. Moreover, we use event study method to further test short-term effect.
Zhuwei Li, Xiaoshan Wang, Chenyang Kang
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Addendum: Merćep, A., et al. Deep Neural Networks for Behavioral Credit Rating. Entropy 2021, 23, 27
Entropy, 2021 The authors would like to add the following information to the “Funding” section of their paper [...]
Andro Merćep +3 more
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Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models
Risks, 2021 We focus on two particular aspects of model risk: the inability of a chosen model to fit observed market prices at a given point in time (calibration error) and the model risk due to the recalibration of model parameters (in contradiction to the model ...
Yu Feng +5 more
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Reinforcement Learning Approaches to Optimal Market Making
Mathematics, 2021 Market making is the process whereby a market participant, called a market maker, simultaneously and repeatedly posts limit orders on both sides of the limit order book of a security in order to both provide liquidity and generate profit.
Bruno Gašperov +3 more
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Neglected Risks, Financial Innovation, and Financial Fragility [PDF]
Journal of Financial Economics, 2010 Abstract We present a standard model of financial innovation, in which intermediaries engineer securities with cash flows that investors seek, but modify two assumptions. First, investors (and possibly intermediaries) neglect certain unlikely risks. Second, investors demand securities with safe cash flows.
Gennaioli, Nicola +2 more
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Cluster-Specific Latent Factor Estimation in High-Dimensional Financial Time Series
IEEE Access, 2020 Unsupervised learning methods have been increasingly used for detecting latent factors in high-dimensional time series, with many applications, especially in financial risk modelling.
Stjepan Begusic, Zvonko Kostanjcar
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Innovation, risk and finance paradigm from the polish perspective
International Journal of Innovation Studies, 2021 The aim of the paper is the presentation of the discussion on innovativeness, risk and paradigms changes with regards to paradigm in finance. The author starts with the description of globalization process that supported by science and technology ...
Tomasz Michalski
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