Self-Financing Trading and the Ito-Doeblin Lemma [PDF]
arXiv, 2015 The objective of the note is to remind readers on how self-financing works in Quantitative Finance. The authors have observed continuing uncertainty on this issue which may be because it lies exactly at the intersection of stochastic calculus and finance.
arxiv
On the interplay between multiscaling and stocks dependence [PDF]
, 2019 We find a nonlinear dependence between an indicator of the degree of multiscaling of log-price time series of a stock and the average correlation of the stock with respect to the other stocks traded in the same market.
Brandi, G. +3 more
core +2 more sources
Four Points Beginner Risk Managers Should Learn from Jeff Holman's Mistakes in the Discussion of Antifragile [PDF]
arXiv, 2014 Using Jeff Holman's comments in Quantitative Finance to illustrate 4 critical errors students should learn to avoid: 1) Mistaking tails (4th moment) for volatility (2nd moment), 2) Missing Jensen's Inequality, 3) Analyzing the hedging wihout the underlying, 4) The necessity of a numeraire in finance.
arxiv
PENGARUH KOMPETENSI DAN PEMBERIAN TAMBAHAN PENGHASILAN PEGAWAI TERHADAP KINERJA PEGAWAI BADAN PENGELOLAAN KEUANGAN DAN ASET DAERAH KABUPATEN LAMPUNG TENGAH [PDF]
, 2018 The main problem of the research was, how Performance of employees in the government organizations is not optimal. performance of employees that have an impact organizational performance of employees.
Amir, H Muh, Chandra, Ferlison Adi
core +1 more source
Pengaruh Iklim Dan Budaya Organisasi Terhadap Inovasi Pegawai Di Lingkungan Biro Hukum Kementerian Keuangan [PDF]
, 2021 Along with developments and the demands of the situation, the work can be done not merely as business as usual, but needs to prioritize quality, effectiveness, and efficiency through innovation.
Noor Syaifudin, Nurhasanah, Zachroni
core +1 more source
The Evolution of Reinforcement Learning in Quantitative Finance: A Survey [PDF]
Reinforcement Learning (RL) has experienced significant advancement over the past decade, prompting a growing interest in applications within finance. This survey critically evaluates 167 publications, exploring diverse RL applications and frameworks in finance.
arxiv +1 more source
The national credit act of South Africa and the motor finance sector [PDF]
, 2009 Research report, presented to the SBL, Unisa, MidrandIn the midst of a global recession, this study explored whether the act of obtaining motor vehicle finance has become more onerous since the implementation of the National Credit Act, 2005, (NCA ...
Pieterse, Hendrick Christoffel
core
Yxilon – a Modular Open-Source Statistical Programming Language [PDF]
Statistical research has always been at the edge of available computing power. Huge datasets, e.g in DataMining or Quantitative Finance, and computationally intensive techniques, e.g.
Sigbert Klinke +2 more
core
Loan Recovery in Maimana Islamic Investment and Finance Cooperative Microfinance Institution [PDF]
MIIFC is one of the financial institutions operating in financial sector in Faryab province of Afghanistan. One of the most important problems of financial institutions is the recovery of the loans from the borrowers. The purpose of this study is to find
Aziz, Asooda
core +2 more sources
Quantifying preferential trading in the e-MID interbank market [PDF]
, 2013 Interbank markets allow credit institutions to exchange capital for purposes of liquidity management. These markets are among the most liquid markets in the financial system.
Carollo A. +10 more
core +1 more source