A generalization of the rational rough Heston approximation [PDF]
Previously, in [GR19], we derived a rational approximation of the solution of the rough Heston fractional ODE in the special case \lambda = 0, which corresponds to a pure power-law kernel. In this paper we extend this solution to the general case of the Mittag-Leffler kernel with \lambda \geq 0.
arxiv
Automated Trading System [PDF]
This is a final report which is part of the dissertation for the Master course Computation Finance. The title of this dissertation is “Automated Trading System”.
Le, Duc
core
Ensuring the Role and Impact: Reaching the Poorest While Alleviating the Poverty by Micro Finance in Dera Ismail Khan KPK Pakistan [PDF]
Micro Finance is used as one of the tools for poverty alleviation. Micro Financial Institutions provide small loans to poor people, farmers and small enterprises. It is the best solution of removing poverty.
Abbas, Zaffar+5 more
core +1 more source
Choices or constraints: decoding financial empowerment among women entrepreneurs in France [PDF]
This research examines the empowerment of women entrepreneurs in the context of entrepreneurial financing in France. It explores the factors that allow some women entrepreneurs to access certain categories of external finance more easily. The theoretical framework used is based on the concept of empowerment, explored through its personal and relational
arxiv +1 more source
Impact of RISK on BEHAVIOURAL Biases across the Stock Market Investors: Evidence from Pakistan [PDF]
The study aimed at exploring the major behavioural factors that affect the investment decision of individual investors of Lahore Stock exchange. The objective was also to gain the insight of both type of behavioural finance and standard finance and see ...
Arshad, Muhammad Usman
core +1 more source
Analisis Sistem Penganggaran Serta Pengaruhnya Terhadap Kinerja Keuangan Yayasan As-syifa (Studi Kasus Pada Yayasan As-syifa Al-khoeriyah) [PDF]
Watchfulness aim that want achieved in this watchfulness (a) to detects and learn budgeting system infoundation assyifa al-khoeriyah, (b) to detect and learn finance performance in foundation assyifa alkhoeriyah,(c) to detect and learn budgeting system ...
Hakip, D. (Dian)
core
Quantum Game Theory in Finance [PDF]
This is a short review of the background and recent development in quantum game theory and its possible application in economics and finance. The intersection of science and society is also discussed. The review is addressed to non--specialists.
arxiv
Slovenia, Country Risk, and FDI -Three Levels of Analysis Mixed Methodologies Offer Fresh Insights [PDF]
The purpose of this study is to discover relationships among FDI (Foreign Direct Investment), country risk, investor expectations, and certain financial variables in Slovenia, and to do this on three levels of analysis: standard statistical analysis ...
Jankovic, Edward M.
core
Deep Stochastic Optimization in Finance [PDF]
This paper outlines, and through stylized examples evaluates a novel and highly effective computational technique in quantitative finance. Empirical Risk Minimization (ERM) and neural networks are key to this approach. Powerful open source optimization libraries allow for efficient implementations of this algorithm making it viable in high-dimensional ...
arxiv
WARNING: Physics Envy May Be Hazardous To Your Wealth! [PDF]
The quantitative aspirations of economists and financial analysts have for many years been based on the belief that it should be possible to build models of economic systems - and financial markets in particular - that are as predictive as those in ...
A Blinder+76 more
core +3 more sources