News-sentiment networks as a risk indicator. (arXiv:1706.05812v1 [q-fin.RM])
To understand the relationship between news sentiment and company stock price movements, and to better understand connectivity among companies, we define an algorithm for measuring sentiment-based...
View ArticleQuantifying the Benefits of Infrastructure Sharing. (arXiv:1706.05735v1 [cs.GT])
We analyze the benefits of network sharing between telecommunications operators. Sharing is seen as one way to speed the roll out of expensive technologies such as 5G since it allows the service...
View ArticleModeling credit default swap premiums with stochastic recovery rate....
There are many studies on development of models for analyzing some derivatives such as credit default swaps .
View ArticleTransfer entropy between communities in complex networks. (arXiv:1706.05543v1...
With the help of transfer entropy, we analyze information flows between communities of complex networks. We show that the transfer entropy provides a coherent description of interactions between...
View ArticleCritical Perspectives on Gender and Student Leadership: New Directions for...
How do students’ social identities, particularly their gender, influence their leadership practices and development? Using Kimberlé Crenshaw’s concept of intersectionality as a framework, this...
View ArticleMacroprudential policy and bank risk
This paper investigates the effects of macroprudential policies on bank risk through a large panel of banks operating in 61 advanced and emerging market economies. There are three main findings. First,...
View ArticleYou Don't Always Want To Focus
Dr. Srini Pillay, an author and executive coach who teaches part-time at Harvard Medical School, has written an intriguing HBR post about the value of "focus" in our work. Pillay argues that focus can...
View ArticleStatement of Acting Chairman J. Christopher Giancarlo before the Market Risk...
Statement of Acting Chairman J. Christopher Giancarlo before the Market Risk Advisory Committee Meeting
View ArticleThings 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 ArticleMinimum Wage Increases, Wages, and Low-Wage Employment: Evidence from Seattle...
This paper evaluates the wage, employment, and hours effects of the first and second phase-in of the Seattle Minimum Wage Ordinance, which raised the minimum wage from $9.47 to $11 per hour in 2015 and...
View ArticleThe Role of Hospital and Market Characteristics in Invasive Cardiac Service...
Little is known about how the adoption and diffusion of medical innovation is related to and influenced by market characteristics such as competition. The particular complications involved in...
View ArticleUnordered Monotonicity -- by James J. Heckman, Rodrigo Pinto
This paper presents a new monotonicity condition for unordered discrete choice models with multiple treatments. Unlike a less general version of mono-tonicity in binary and ordered choice models,...
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 – 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...
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