Open Source Fundamental Industry Classification. (arXiv:1706.04210v1 [q-fin.GN])
We provide complete source code for building a fundamental industry classification based on publically available and freely downloadable data. We compare various fundamental industry classifications by...
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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...
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Critical 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 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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