Results 31 to 40 of about 2,749,952 (263)
Blockchain‐Empowered H‐CPS Architecture for Smart Agriculture
Advanced Science, EarlyView.This article reviews the current system architectures for smart agriculture and proposes a blockchain‐empowered hierarchical cyber‐physical system (H‐CPS) framework. It discusses the challenges and outlines future research directions, including the use of semantic blockchain to handle complex data and models.
Xiaoding Wang +8 more
wiley +1 more source
Dynamic option adjusted spread and the value of mortgage backed securities [PDF]
, 2007 We extend a reduced form model for pricing mortgage-backed securities (MBS) pass through and provide a novel hedging tool for investors in this market. To calculate the price of an MBS traders use what is known as option-adjusted spread (OAS).
Cerrato, Mario, Djennad, Abdelmadjid
core
Information, Inflation, and Interest
, 2007 We propose a class of discrete-time stochastic models for the pricing of inflation-linked assets. The paper begins with an axiomatic scheme for asset pricing and interest rate theory in a discrete-time setting.
Hughston, Lane P., Macrina, Andrea
core +1 more source
Risk Minimization and Optimal Derivative Design in a Principal Agent Game [PDF]
, 2007 We consider the problem of Adverse Selection and optimal derivative design within a Principal-Agent framework. The principal's income is exposed to non-hedgeable risk factors arising, for instance, from weather or climate phenomena.
Horst, U., Moreno, S.
core +2 more sources
Stringency and dissimilarity of Maximum Residue Levels affect bilateral agri‐food trade stability
Applied Economic Perspectives and Policy, EarlyView.Abstract Food standards are rising in both prevalence and stringency. They protect consumers and may enhance demand stability but also pose compliance challenges to producers, with ambiguous effects on the stability of trade relationships. We analyze the impact of importers' Maximum Residue Levels (MRLs) along with bilateral MRL dissimilarity between ...
Helena Engemann +2 more
wiley +1 more source
Applied Economic Perspectives and Policy, EarlyView.Abstract This paper employs machine learning to determine which preferential trade agreement (PTA) provisions are relevant to agricultural trade patterns and the factors that may influence their adoption. Utilizing the three‐way gravity model, we apply plug‐in Lasso regularized regression to pinpoint predictive PTA provisions for agricultural trade ...
Stepan Gordeev +3 more
wiley +1 more source
The Inverted Parabola World of Classical Quantitative Finance: Non-Equilibrium and Non-Perturbative Finance Perspective [PDF]
arXiv, 2020 Classical quantitative finance models such as the Geometric Brownian Motion or its later extensions such as local or stochastic volatility models do not make sense when seen from a physics-based perspective, as they are all equivalent to a negative mass oscillator with a noise.
arxiv
Master’s Program in Money and Finance (MMF) [PDF]
, 2010 The Master’s program in Money and Finance (MMF) is an innovative joint venture of the Department of Money and Macroeconomics and of the Department of Finance, both located in the new House of Finance.
core
Advanced Energy and Sustainability Research, EarlyView.Hydrogen is an energy carrier, produced from renewable and nonrenewable resources. It can be stored in a variety of materials and transported to distant locations. This article reviews progress in hydrogen technology by looking at environmental and economic impact, cost analysis, and policy support at government level as way forward for bringing it to ...
Xuexue Pan +5 more
wiley +1 more source
A Trend-following Trading Indicator on Homomorphically Encrypted Data [PDF]
arXiv, 2020 Algorithmic trading has proliferated the area of quantitative finance for already over a decade. The decisions are made without human intervention using the data provided by brokerage firms and exchanges. There is an emerging intermediate layer of financial players that are placed in between a broker and algorithmic traders.
arxiv