Results 11 to 20 of about 1,778,429 (313)
Internet Financial Risk Management Study [PDF]
, 2023 Driven by technological change, the Internet has rapidly integrated with the traditional financial sector of the economy, and has continued to advance and develop new features.
Du, Guansan
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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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Financial Risk Measurement for Financial Risk Management [PDF]
SSRN Electronic Journal, 2011 Abstract Current practice largely follows restrictive approaches to market risk measurement, such as historical simulation or RiskMetrics. In contrast, we propose flexible methods that exploit recent developments in financial econometrics and are likely to produce more accurate risk assessments, treating both portfolio-level and asset-level analysis.
Andersen, Torben Gustav +3 more
openaire +4 more sources
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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Political Risk, Economic Risk, and Financial Risk [PDF]
Financial Analysts Journal, 1996 Given the increasingly global nature of investment portfolios, an understanding of country risk is very important. This article addresses the economic content of five different measures of country risk: four measures from the International Country Risk Guide's political-, financial-, economic-, and composite-risk indexes and one from Institutional ...
Claude B. Erb +2 more
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