cicyt UNIZAR

General Finance

Authors and titles for recent submissions

[ total of 10 entries: 1-10 ]
[ showing up to 25 entries per page: fewer | more ]

Fri, 16 Mar 2018

[1]  arXiv:1803.05861 (cross-list from cs.CG) [pdf, other]
Title: Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises
Comments: 22 pages, 6 figures, Symposium on Computational Geometry 2018
Subjects: Computational Geometry (cs.CG); Econometrics (econ.EM); General Finance (q-fin.GN)
[2]  arXiv:1803.05663 (cross-list from econ.EM) [pdf, ps, other]
Title: Are Bitcoin Bubbles Predictable? Combining a Generalized Metcalfe's Law and the LPPLS Model
Subjects: Econometrics (econ.EM); General Finance (q-fin.GN)

Thu, 15 Mar 2018

[3]  arXiv:1803.05002 [pdf]
Title: An Endogenous Mechanism of Business Cycles
Comments: 54 pages
Subjects: General Finance (q-fin.GN); Physics and Society (physics.soc-ph)

Wed, 14 Mar 2018

[4]  arXiv:1803.04894 (cross-list from q-fin.TR) [pdf, other]
Title: A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics
Comments: 49 pages, 9 figures, 6 tables
Subjects: Trading and Market Microstructure (q-fin.TR); General Finance (q-fin.GN)
[5]  arXiv:1803.04585 (cross-list from cs.AI) [pdf, ps, other]
Title: Categorizing Variants of Goodhart's Law
Comments: 10 pages
Subjects: Artificial Intelligence (cs.AI); General Finance (q-fin.GN); Machine Learning (stat.ML)
[6]  arXiv:1803.04532 (cross-list from q-fin.EC) [pdf, other]
Title: Minimising the expectation value of the procurement cost in electricity markets based on the prediction error of energy consumption
Subjects: Economics (q-fin.EC); General Finance (q-fin.GN)

Tue, 13 Mar 2018

[7]  arXiv:1803.03996 (cross-list from q-fin.PR) [pdf, other]
Title: Matching distributions: Recovery of implied physical densities from option prices
Authors: Jarno Talponen
Comments: JEL classification: G10, G12, G13, C14, D53, C58
Subjects: Pricing of Securities (q-fin.PR); General Finance (q-fin.GN)
[8]  arXiv:1803.03861 (cross-list from cs.CE) [pdf, other]
Title: Reality-check for Econophysics: Likelihood-based fitting of physics-inspired market models to empirical data
Subjects: Computational Engineering, Finance, and Science (cs.CE); General Finance (q-fin.GN)

Fri, 9 Mar 2018

[9]  arXiv:1803.03088 (cross-list from physics.soc-ph) [pdf, other]
Title: Classification of crypto-coins and tokens from the dynamics of their power law capitalisation distributions
Subjects: Physics and Society (physics.soc-ph); General Finance (q-fin.GN)
[10]  arXiv:1803.02872 (cross-list from physics.soc-ph) [pdf, other]
Title: The nested structural organization of the worldwide trade multi-layer network
Comments: 16 pages, 6 figures. Submitted for publication
Subjects: Physics and Society (physics.soc-ph); General Finance (q-fin.GN)
[ total of 10 entries: 1-10 ]
[ showing up to 25 entries per page: fewer | more ]

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