Results 61 to 70 of about 431,895 (247)
On the properties of the Lambda value at risk: robustness, elicitability and consistency [PDF]
, 2017 Recently, financial industry and regulators have enhanced the debate on the good properties of a risk measure. A fundamental issue is the evaluation of the quality of a risk estimation.
Burzoni, Matteo +2 more
core +2 more sources
arXiv, 2010 The concept of absence of opportunities for free lunches is one of the pillars in the economic theory of financial markets. This natural assumption has proved very fruitful and has lead to great mathematical, as well as economical, insights in Quantitative Finance.
arxiv
Advanced Engineering Materials, EarlyView.Hydrostatic bearings excel in high‐precision applications, but their performance hinges on a continuous external supply. This study evaluates various material combinations for sliding surfaces to mitigate damage during supply failures or misalignment and to discover the most effective materials identified for enhancing the reliability and efficiency of
Michal Michalec +6 more
wiley +1 more source
Digital Financial Literacy As an Antecedent to Financial Inclusion and MSME Performance [PDF]
MSMEs experience various vulnerabilities that emphasize the importance of government digital onboarding programs as part of financial inclusion. To address these challenges, it is crucial to understand the role of digital financial literacy in enhancing ...
Latifah , Nunuk +2 more
core +1 more source
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
Advanced Engineering Materials, EarlyView.This perspective article explores an innovative powder metallurgical approach to producing high‐nitrogen steels by utilizing a mixture of stainless steel and Si3N4. This mixture undergoes hot isostatic pressing followed by direct quenching. The article also examines adapting this method to laser powder bed fusion (PBF‐LB/M) to overcome nitrogen ...
Louis Becker +5 more
wiley +1 more source
Beyond Order: Perspectives on Leveraging Machine Learning for Disordered Materials
Advanced Engineering Materials, EarlyView.This article explores how machine learning (ML) revolutionizes the study and design of disordered materials by uncovering hidden patterns, predicting properties, and optimizing multiscale structures. It highlights key advancements, including generative models, graph neural networks, and hybrid ML‐physics methods, addressing challenges like data ...
Hamidreza Yazdani Sarvestani +4 more
wiley +1 more source
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 +2 more sources
WARNING: Physics Envy May Be Hazardous To Your Wealth! [PDF]
, 2010 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
Comment on recent claims by Sornette and Zhou [PDF]
arXiv, 2003 Comment on recent claims by Sornette and Zhou: D. Sornette and W. Zhou, Quantitative Finance 2 (6), 468-481 (2002); Evidence of a Worldwide Stock Market Log-Periodic Anti-Bubble Since Mid-2000, cond-mat/0212010; Renormalization Group Analysis of the 2000-2002 anti-bubble in the US SP 500 index, physics ...
arxiv