Emigration during the French Revolution: Consequences in the Short and Longue...
During the French Revolution, more than 100,000 individuals, predominantly supporters of the Old Regime, fled France. As a result, some areas experienced a significant change in the composition of the...
View ArticleComputerization and Immigration: Theory and Evidence from the United States...
The changes in technology that took place in the US during the last three decades, mainly due to the introduction of computerization and automation, have been characterized as "routine-substituting."...
View ArticleReligious Competition and Reallocation: The Political Economy of...
Using novel microdata, we document an unintended, first-order consequence of the Protestant Reformation: a massive reallocation of resources from religious to secular purposes. To understand this...
View ArticleSparse Signals in the Cross-Section of Returns -- by Alexander M. Chinco,...
This paper applies the Least Absolute Shrinkage and Selection Operator (LASSO) to make rolling 1-minute-ahead return forecasts using the entire cross section of lagged returns as candidate predictors....
View ArticlePopulists at the Polls: Economic Factors in the 1896 Presidential Election --...
The 1896 presidential election between William Jennings Bryan and William McKinley has gained new salience in the wake of the 2016 contest. We provide the first systematic analysis of voting patterns...
View ArticleThe tipping point: a mathematical model for the profit-driven abandonment of...
The custom of voluntarily tipping for services rendered has gone in and out of fashion in America since its introduction in the 19th century. Restaurant owners that ban tipping in their establishments...
View ArticleProject Management For Dummies, 5th Edition
In today's time-crunched, cost-conscious global business environment, tight project deadlines and stringent expectations are the norm. So how can you juggle all the skills and responsibilities it takes...
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The Little Market that Could
Picture Credit: Roadsidepictures from The Little Engine That Could By Watty Piper, Illustrated By George & Doris Hauman | That said, for every one that COULD, at least two COULDN’Tread more...
View ArticleThese Are the Wall Street Jobs Being Replaced By Robots
Map of trading automation based on interviews with senior banking and investing executives on Wall Street https://t.co/F10LpapGwR â moneyscienceâ¦
View ArticleFifth BCBS-FSI-BSCEE high-level meeting on supervisory priorities in Europe,...
FSI press release, 20 October 2017
View ArticleNvidia teaches the world about deep learning in finance
Nvidia teaches the world about deep learning in finance @NVIDIA https://t.co/Idr9lmyOXD â Ian Allison (@IanAllison123) October 20, 2017
View ArticleAn online betting strategy that really works—if you can use it
Beating the Bookies with Their Own NumbersâAnd How the Online Sports Betting Market Is Rigged https://t.co/kxgeCCANCI â moneyscience (@moneyscience) Octoberâ¦
View ArticleThe Strategy Pathfinder: Core Concepts and Live Cases, 3rd Edition
Real-world strategic management practice in an interactive micro-case formatread more...
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Multilevel estimation of expected exit times and other functionals of stopped...
This paper proposes and analyses a new multilevel Monte Carlo method for the estimation of mean exit times for multi-dimensional Brownian diffusions, and associated functionals which correspond to...
View ArticleA regularity structure for rough volatility. (arXiv:1710.07481v1 [q-fin.PR])
A new paradigm recently emerged in financial modelling: rough (stochastic) volatility, first observed by Gatheral et al. in high-frequency data, subsequently derived within market microstructure...
View ArticleProfitability of simple stationary technical trading rules with...
Technical trading rules have been widely used by practitioners in financial markets for a long time. The profitability remains controversial and few consider the stationarity of technical indicators...
View ArticleFrequency Based Index Estimating the Subclusters' Connection Strength....
In this paper, a frequency coefficient based on the Sen-Shorrocks-Thon (SST) poverty index notion is proposed. The clustering SST index can be used as the method for determination of the connection...
View ArticleInformation measure for financial time series: quantifying short-term market...
A well-interpretable measure of information has been recently proposed based on a partition obtained by intersecting a random sequence with its moving average. The partition yields disjoint sets of the...
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