Things To Say If You Want To Annoy the Biologist in Your Life
If you haven’t been on Twitter lately, perhaps you haven’t heard the news that we recently launched a Biology Research Network (BioRN). As researchers can imagine, we’re pretty stoked to be breaking...
View ArticleClosing Statement of Commissioner Sharon Bowen before the Market Risk...
Closing Statement of Commissioner Sharon Bowen before the Market Risk Advisory Committee
View ArticleStatement of Acting Chairman Chris Giancarlo regarding the announced...
Statement of Acting Chairman J. Christopher Giancarlo on Commissioner Sharon Y. Bowenâs Departure Announcement
View ArticleComplex Correlation Approach for High Frequency Financial Data....
We propose a novel approach that allows to calculate Hilbert transform based complex correlation for unevenly spaced financial data. This method is especially suitable for high frequency data, which...
View ArticleDeep Learning in (and of) Agent-Based Models: A Prospectus....
A very timely issue for economic agent-based models (ABMs) is their empirical estimation. This paper describes a line of research that could resolve the issue by using machine learning techniques,...
View ArticleA class of dynamical contagion credit risk models and their applications....
In this paper, we establish a class of default risk models with possible dynamical contagion between different obligors. Thereby, we derive explicitly the pricing formulae by set-valued Markov chain...
View ArticleLeadership Practices Inventory 5th Edition: Observer
The LPI: Observer is the 30-item observer assessment associated with the Leadership Practices Inventory (LPI) 5th Edition product suite.read more...
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The evolution of inflation expectations in Japan
We model inflation forecasts as monotonically diverging from an estimated long-run anchor point towards actual inflation as the forecast horizon shortens. Fitting the model with forecaster-level data...
View ArticleUnilever: Algorithms Replace Humans in Hiring Process
Kelsey Gee wrote about Unilever's "radical hiring experiment" in this morning's Wall Street Journal. Gee explained that, "To diversify its candidate pool for early-career roles that are a fast track to...
View ArticleWeekly Top 5 Papers â June 26th 2017
1. Availability Cascades and Risk Regulation by Timur Kuran (Duke University – Department of Economics) and Cass Sunstein (Harvard Law School)read more...
View ArticleA Partial Solution to Continuous Blotto. (arXiv:1706.08479v1 [q-fin.EC])
This paper analyzes the structure of mixed-strategy equilibria for Colonel Blotto games, where the outcome on each battlefield is a polynomial function of the difference between the two players'...
View ArticleDecomposition of Time Series Data to Check Consistency between Fund Style and...
We propose a novel approach for analysis of the composition of an equity mutual fund based on the time series decomposition of the price movements of the individual stocks of the fund. The proposed...
View ArticleAn Investigation of the Structural Characteristics of the Indian IT Sector...
Time series analysis and forecasting of stock market prices has been a very active area of research over the last two decades. Availability of extremely fast and parallel architecture of computing and...
View ArticleHarmonisation of critical OTC derivatives data elements (other than UTI and...
The Committee on Payments and Market Infrastructures is publishing the "Harmonisation of critical OTC derivatives data elements (other than UTI and UPI) - third batch, consultative report", June 2017.
View ArticleCall for comments on harmonising OTC derivatives data elements
Press release about CPMI and IOSCO issuing consultative report on "Harmonisation of key OTC derivatives data elements (other than UTI and UPI) - second batch", 27 June 2017
View ArticleCall for comments on harmonising OTC derivatives data elements
IOSCO/MR/12/2017read more...
View ArticleTestimony of J. Christopher Giancarlo Acting-Chairman, Commodity Futures...
Testimony of J. Christopher Giancarlo Acting-Chairman, Commodity Futures Trading Commission before the U.S. Senate Committee on Appropriations Subcommittee on Financial Services and General Government
View ArticleHow Do We Deal (Dysfunctionally) with a Heavy Workload?
Diwas S. KC, Maryam Kouchaki, Bradley R. Staats, and Francesca Gino have written an HBS Working Paper titled "Task Selection and Workload: A Focus on Completing Easy Tasks Hurts Long-Term Performance."...
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