Results 11 to 20 of about 2,749,952 (263)
The Four Horsemen of Machine Learning in Finance
Social Science Research Network, 2019 Machine Learning has been used in the financial services industry for over 40 years, yet it is only in recent years that it has become more pervasive across investment management and trading.
M. Dixon, I. Halperin
semanticscholar +1 more source
Asset pricing and investor risk in subordinated asset securitisation [PDF]
, 2005 As a sign of ambivalence in the regulatory definition of capital adequacy for credit risk and the quest for more efficient refinancing sources collateral loan obligations (CLOs) have become a prominent securitisation mechanism. This paper presents a loss-
Jobst, Andreas A.
core +1 more source
Journal of Finance and Accounting, 2023 Voluntary disclosure is empowering the public to get more informed about the company and portrays how the organization wants the outsiders to perceive it in their decision-making process.
Simon Sokorte Nabosu
semanticscholar +1 more source
Efficient option pricing with transaction costs [PDF]
, 2002 A fast numerical algorithm is developed to price European options with proportional transaction costs using the utility-maximization framework of Davis (1997).
Monoyios, Michael
core +3 more sources
Journal of Finance and Accounting, 2022 Investor sentiment is associated with attitude, thought, feeling, mood, belief, judgment, or expectation of market performance. The sentiment feeling is associated with investors' cognitive comparisons in their investment as well as their experience in ...
Simon Sokorte Nabosu +1 more
semanticscholar +1 more source
The Multifactor Quantitative Investment Model Based on Association Rule Mining and Machine Learning
Wireless Communications and Mobile Computing, 2022 The security information database has accumulated a large amount of historical data due to the continuing development of the securities market. People are concerned about how to fully utilize these data to investigate the securities market’s law.
Kefu Yi
semanticscholar +1 more source
Consistent Valuation Across Curves Using Pricing Kernels [PDF]
, 2018 The general problem of asset pricing when the discount rate differs from the rate at which an asset's cash flows accrue is considered. A pricing kernel framework is used to model an economy that is segmented into distinct markets, each identified by a ...
Macrina, Andrea, Mahomed, Obeid
core +3 more sources
Probability and Statistics with Applications in Finance and Economics
TheScientificWorldJournal, 2015 Probability and statistics play a vital role in every field of human activity. In particular, they are quantitative tools widely used in the areas of economics and finance.
Sarah Brown, W. Wong
semanticscholar +1 more source
Proceedings Twelfth International Workshop on Quantitative Aspects of Programming Languages and Systems [PDF]
EPTCS 154, 2014, 2014 This volume contains the proceedings of the Twelfth Workshop on Quantitative Aspects of Programming Languages and Systems (QAPL 2014), held in Grenoble, France, on 12 and 13 April, 2014. QAPL 2014 was a satellite event of the European Joint Conferences on Theory and Practice of Software (ETAPS). The central theme of the workshop is that of quantitative
arxiv +1 more source
A model of system-wide stress simulation: market-based finance and the Covid-19 event
Social Science Research Network, 2022 We build a model to simulate how the euro area market-based financial system may function under stress. The core of the model is a set of representative agents reflecting key economic sectors, which interact in asset, funding, and derivatives markets and ...
G. di Iasio +5 more
semanticscholar +1 more source