Time Series Copulas for Heteroskedastic Data. (arXiv:1701.07152v1 [stat.AP])
We propose parametric copulas that capture serial dependence in stationary heteroskedastic time series. We develop our copula for first order Markov series, and extend it to higher orders and...
View ArticleFraud Data Analytics Methodology: The Fraud Scenario Approach to Uncovering...
Fraud Data Analytics Methodology addresses the need for clear, reliable fraud detection with a solid framework for a robust data analytic plan. By combining fraud risk assessment and fraud data...
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Intelligent Credit Scoring: Building and Implementing Better Credit Risk...
Intelligent Credit Scoring presents a business-oriented process for the development and implementation of risk prediction scorecards. The credit scorecard is a powerful tool for measuring the risk of...
View ArticleValery Kholodnyi: A non-Markovian approach to modelling commodity markets
Video: Valery Kholodnyi: A non-Markovian approach to modelling commodity markets - https://t.co/wF3hHOMvs8 â moneyscience (@moneyscience) January 26, 2017
View ArticleCybersecurity experts uncover dormant botnet of 350,000 Twitter accounts
A massive botnet infiltrated the Twitterverse in 2013 but has lain mysteriously dormant since then, say researchers. https://t.co/lSjRlwBuJU â Financialâ¦
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C++ Creator Wants To Solve 35-Year-Old Generic Programming Issues With Concepts https://t.co/DveXvWssI1 â Financial Technology (@fin_tech) January 23, 2017
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Quantum computing: FT on D-Wave's new 2000 qubit machine. https://t.co/pfDeUCFVfZ â Amitabha Sen (@SpinorQuant) January 25, 2017
View ArticleVanishing point: the rise of the invisible computer
âFrom an economic standpoint, Mooreâs law is dead."https://t.co/dqmCmbfJ2E â Financial Technology (@fin_tech) January 26, 2017
View ArticleTrump Knows You Better Than You Know Yourself
Psychometrics and the (counter)revolution in marketing https://t.co/omREGjQgMn â moneyscience (@moneyscience) January 26, 2017
View ArticleFrequently asked questions on market risk capital requirements published by...
Press release about the Basel Committee publishing "Frequently asked questions on market risk capital requirements", 26 January 2017.
View ArticleFrequently asked questions on market risk capital requirements
The Basel Committee is publishing frequently asked questions on market risk capital requirements, January 2017.
View ArticleThe real effects of household debt in the short and long run
Household debt levels relative to GDP have risen rapidly in many countries over the past decade. We investigate the macroeconomic impact of such increases by employing a novel estimation technique...
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January 2017 Data Update 6: A Cost of Capital Update!
I have described the cost of capital as the Swiss Army knife of finance, a number that shows up in so many different places in corporate financial and analysis and valuation and in so many different...
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Building the Internet
For business managers, the biggest question surrounding the Internet of Things is what to do with it. This book examines the way IoT is being used today—and will be used in the future—to help you...
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The Fix: How Bankers Lied, Cheated and Colluded to Rig the World's Most...
In the midst of the financial crisis, Tom Hayes and his network of traders and brokers from Wall Street's leading firms set to work engineering the biggest financial conspiracy ever seen, coming...
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Introduction to Health Care Quality: Theory, Methods, and Tools
Introduction to Health Care Quality explores the issues of quality management in today's health care environment, and provides clear guidance on new and perennial challenges in the field. The idea of...
View ArticleThe Fix: How Bankers Lied, Cheated and Colluded to Rig the World's Most...
"The first thing you think is where's the edge, where can I make a bit more money, how can I push, push the boundaries. But the point is, you are greedy, you want every little bit of money that you can...
View ArticleFamily Economics Writ Large -- by Jeremy Greenwood, Nezih Guner, Guillaume...
Powerful currents have reshaped the structure of families over the last century. There has been (i) a dramatic drop in fertility and greater parental investment in children; (ii) a rise in married...
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