An in-depth look at Google’s first Tensor Processing Unit (TPU) |...
An in-depth look at Googleâs first Tensor Processing Unit (TPU) #deeplearning https://t.co/vI4nKnlh84 â Yves Hilpisch (@dyjh) June 13, 2017
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Why Social Security Should not be Invested in the Stock Market
Photo Credit: Cameron Daigleread more...
View ArticleInside the Bold Attempt to Reverse a $55 Million Digital Heist
.@mattleising has written the inside story of the great Ethereum heist. https://t.co/PGAudqu8o5 â Joe Weisenthal (@TheStalwart) June 13, 2017
View ArticleIOSCO Task Force issues report on the regulation of wholesale market conduct
IOSCO/MR/10/2017read more...
View ArticlePowering Up - Financial Markets Insights report from The Realization Group -...
Powering up - Handling high-performance computing to boost alpha and risk management https://t.co/JSGzY0J0so @TRGLondon â moneyscience (@moneyscience) June 13,â¦
View ArticleWall Street’s self-regulator blocks scrutiny of tainted brokerages
Wall Streetâs self-regulator blocks public scrutiny of firms with tainted brokers https://t.co/m3BDFQru4z â moneyscience (@moneyscience) June 13, 2017
View ArticleUniversal scaling and nonlinearity of aggregate price impact in financial...
How and why stock prices move is a centuries-old question still not answered conclusively. More recently, attention shifted to higher frequencies, where trades are processed piecewise across different...
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Redacted Version of the June 2017 FOMC Statement
Photo Credit: Craig Hatfieldread more...
View ArticleRealized volatility and parametric estimation of Heston SDEs....
We present a detailed analysis of the Heston model with particular emphasis on the indirect observability framework for parameter estimation in the volatility equation. Since the volatility process is...
View ArticleEffect of Intellectual Property Policy on the Speed of Technological...
In this paper, the agent-based modeling is employed to model the effect of intellectual property policy at the speed of technological advancement. Every agent has inborn preferences towards investing...
View ArticleRight-to-Carry Laws and Violent Crime: A Comprehensive Assessment Using Panel...
The 2004 report of the National Research Council (NRC) on Firearms and Violence recognized that violent crime was higher in the post-passage period (relative to national crime patterns) for states...
View ArticleWeekly Top 5 Papers – June 19th 2017
1. Is it Ethical to Teach that Beta and CAPM Explain Something? by Pablo Fernandez (University of Navarra – IESE Business School)read more...
View ArticleIOSCO issues report on order routing incentives as part of effort to protect...
IOSCO/MR/11/2017read more...
View ArticleSymbolic dynamics techniques for complex systems: Application to share price...
The symbolic dynamics technique is well-known for low-dimensional dynamical systems and chaotic maps, and lies at the roots of the thermodynamic formalism of dynamical systems. Here we show that this...
View ArticleSpeed and biases of Fourier-based pricing choices: A numerical analysis....
We compare the CPU effort and pricing biases of six Fourier-based implementations. Our analyses show that truncation and discretization errors significantly increase as we move away from the Black-...
View ArticleAn\'alisis de cointegraci\'on con una aplicaci\'on al mercado de deuda en...
Certain theoretical aspects of vector autoregression (VAR) as tools to model economic time series are revised, in particular their capacity to include both short term and long term information. The VAR...
View ArticleFood Productivity Trends from Hybrid Corn: Statistical Analysis of Patents...
In this research we study productivity trends of hybrid corn - an important subdomain of food production. We estimate the yearly rate of yield improvement of hybrid corn (measured as bushel per acre)...
View ArticleHeterogeneous Preferences, Constraints, and the Cyclicality of Leverage....
This paper documents a new stylized fact about the leverage cycle and proposes a model of risk preference heterogeneity to explain this fact. In particular, leverage cyclicality depends on the...
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