CINXE.COM
Quantitative Finance Jul 2017
<!DOCTYPE html> <html lang="en"> <head> <title>Quantitative Finance Jul 2017</title> <meta name="viewport" content="width=device-width, initial-scale=1"> <link rel="apple-touch-icon" sizes="180x180" href="/static/browse/0.3.4/images/icons/apple-touch-icon.png"> <link rel="icon" type="image/png" sizes="32x32" href="/static/browse/0.3.4/images/icons/favicon-32x32.png"> <link rel="icon" type="image/png" sizes="16x16" href="/static/browse/0.3.4/images/icons/favicon-16x16.png"> <link rel="manifest" href="/static/browse/0.3.4/images/icons/site.webmanifest"> <link rel="mask-icon" href="/static/browse/0.3.4/images/icons/safari-pinned-tab.svg" color="#5bbad5"> <meta name="msapplication-TileColor" content="#da532c"> <meta name="theme-color" content="#ffffff"> <link rel="stylesheet" type="text/css" media="screen" href="/static/browse/0.3.4/css/arXiv.css?v=20241206" /> <link rel="stylesheet" type="text/css" media="print" href="/static/browse/0.3.4/css/arXiv-print.css?v=20200611" /> <link rel="stylesheet" type="text/css" media="screen" href="/static/browse/0.3.4/css/browse_search.css" /> <script language="javascript" src="/static/browse/0.3.4/js/accordion.js" /></script> <script src="/static/browse/0.3.4/js/mathjaxToggle.min.js" type="text/javascript"></script> <script type="text/javascript" language="javascript">mathjaxToggle();</script> </head> <body class="with-cu-identity"> <div class="flex-wrap-footer"> <header> <a href="#content" class="is-sr-only">Skip to main content</a> <!-- start desktop header --> <div class="columns is-vcentered is-hidden-mobile" id="cu-identity"> <div class="column" id="cu-logo"> <a href="https://www.cornell.edu/"><img src="/static/browse/0.3.4/images/icons/cu/cornell-reduced-white-SMALL.svg" alt="Cornell University" /></a> </div><div class="column" id="support-ack"> <span id="support-ack-url">We gratefully acknowledge support from the Simons Foundation, <a href="https://info.arxiv.org/about/ourmembers.html">member institutions</a>, and all contributors.</span> <a href="https://info.arxiv.org/about/donate.html" class="btn-header-donate">Donate</a> </div> </div> <div id="header" class="is-hidden-mobile"> <a aria-hidden="true" tabindex="-1" href="/IgnoreMe"></a> <div class="header-breadcrumbs"> <a href="/"><img src="/static/browse/0.3.4/images/arxiv-logo-one-color-white.svg" alt="arxiv logo" style="height:40px;"/></a> <span>></span> <a href="/list/q-fin/recent">q-fin</a> </div> <div class="search-block level-right"> <form class="level-item mini-search" method="GET" action="https://arxiv.org/search"> <div class="field has-addons"> <div class="control"> <input class="input is-small" type="text" name="query" placeholder="Search..." aria-label="Search term or terms" /> <p class="help"><a href="https://info.arxiv.org/help">Help</a> | <a href="https://arxiv.org/search/advanced">Advanced Search</a></p> </div> <div class="control"> <div class="select is-small"> <select name="searchtype" aria-label="Field to search"> <option value="all" selected="selected">All fields</option> <option value="title">Title</option> <option value="author">Author</option> <option value="abstract">Abstract</option> <option value="comments">Comments</option> <option value="journal_ref">Journal reference</option> <option value="acm_class">ACM classification</option> <option value="msc_class">MSC classification</option> <option value="report_num">Report number</option> <option value="paper_id">arXiv identifier</option> <option value="doi">DOI</option> <option value="orcid">ORCID</option> <option value="author_id">arXiv author ID</option> <option value="help">Help pages</option> <option value="full_text">Full text</option> </select> </div> </div> <input type="hidden" name="source" value="header"> <button class="button is-small is-cul-darker">Search</button> </div> </form> </div> </div><!-- /end desktop header --> <div class="mobile-header"> <div class="columns is-mobile"> <div class="column logo-arxiv"><a href="https://arxiv.org/"><img src="/static/browse/0.3.4/images/arxiv-logomark-small-white.svg" alt="arXiv logo" style="height:60px;" /></a></div> <div class="column logo-cornell"><a href="https://www.cornell.edu/"> <picture> <source media="(min-width: 501px)" srcset="/static/browse/0.3.4/images/icons/cu/cornell-reduced-white-SMALL.svg 400w" sizes="400w" /> <source srcset="/static/browse/0.3.4/images/icons/cu/cornell_seal_simple_black.svg 2x" /> <img src="/static/browse/0.3.4/images/icons/cu/cornell-reduced-white-SMALL.svg" alt="Cornell University Logo" /> </picture> </a></div> <div class="column nav" id="toggle-container" role="menubar"> <button class="toggle-control"><svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 512 512" class="icon filter-white"><title>open search</title><path d="M505 442.7L405.3 343c-4.5-4.5-10.6-7-17-7H372c27.6-35.3 44-79.7 44-128C416 93.1 322.9 0 208 0S0 93.1 0 208s93.1 208 208 208c48.3 0 92.7-16.4 128-44v16.3c0 6.4 2.5 12.5 7 17l99.7 99.7c9.4 9.4 24.6 9.4 33.9 0l28.3-28.3c9.4-9.4 9.4-24.6.1-34zM208 336c-70.7 0-128-57.2-128-128 0-70.7 57.2-128 128-128 70.7 0 128 57.2 128 128 0 70.7-57.2 128-128 128z"/></svg></button> <div class="mobile-toggle-block toggle-target"> <form class="mobile-search-form" method="GET" action="https://arxiv.org/search"> <div class="field has-addons"> <input class="input" type="text" name="query" placeholder="Search..." aria-label="Search term or terms" /> <input type="hidden" name="source" value="header"> <input type="hidden" name="searchtype" value="all"> <button class="button">GO</button> </div> </form> </div> <button class="toggle-control"><svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 448 512" class="icon filter-white" role="menu"><title>open navigation menu</title><path d="M16 132h416c8.837 0 16-7.163 16-16V76c0-8.837-7.163-16-16-16H16C7.163 60 0 67.163 0 76v40c0 8.837 7.163 16 16 16zm0 160h416c8.837 0 16-7.163 16-16v-40c0-8.837-7.163-16-16-16H16c-8.837 0-16 7.163-16 16v40c0 8.837 7.163 16 16 16zm0 160h416c8.837 0 16-7.163 16-16v-40c0-8.837-7.163-16-16-16H16c-8.837 0-16 7.163-16 16v40c0 8.837 7.163 16 16 16z"/ ></svg></button> <div class="mobile-toggle-block toggle-target"> <nav class="mobile-menu" aria-labelledby="mobilemenulabel"> <h2 id="mobilemenulabel">quick links</h2> <ul> <li><a href="https://arxiv.org/login">Login</a></li> <li><a href="https://info.arxiv.org/help">Help Pages</a></li> <li><a href="https://info.arxiv.org/about">About</a></li> </ul> </nav> </div> </div> </div> </div><!-- /end mobile-header --> </header> <main> <div id="content"> <div id='content-inner'> <div id='dlpage'> <h1>Quantitative Finance</h1> <h2>Authors and titles for July 2017 </h2> <div class='paging'>Total of 95 entries : <span>1-50</span> <a href=/list/q-fin/2017-07?skip=50&show=50>51-95</a> </div> <div class='morefewer'>Showing up to 50 entries per page: <a href=/list/q-fin/2017-07?skip=0&show=25 rel="nofollow"> fewer</a> | <span style="color: #454545">more</span> | <a href=/list/q-fin/2017-07?skip=0&show=2000 rel="nofollow"> all</a> </div> <dl id='articles'> <dt> <a name='item1'>[1]</a> <a href ="/abs/1707.00203" title="Abstract" id="1707.00203"> arXiv:1707.00203 </a> [<a href="/pdf/1707.00203" title="Download PDF" id="pdf-1707.00203" aria-labelledby="pdf-1707.00203">pdf</a>, <a href="/format/1707.00203" title="Other formats" id="oth-1707.00203" aria-labelledby="oth-1707.00203">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Foreign exchange market modelling and an on-line portfolio selection algorithm </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Ren,+P">Panpan Ren</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Wu,+J">Jiang-Lun Wu</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 34 pages, 1 figure </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Portfolio Management (q-fin.PM)</span> </div> </div> </dd> <dt> <a name='item2'>[2]</a> <a href ="/abs/1707.00356" title="Abstract" id="1707.00356"> arXiv:1707.00356 </a> [<a href="/pdf/1707.00356" title="Download PDF" id="pdf-1707.00356" aria-labelledby="pdf-1707.00356">pdf</a>, <a href="/format/1707.00356" title="Other formats" id="oth-1707.00356" aria-labelledby="oth-1707.00356">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Analytical and numerical results for American style of perpetual put options through transformation into nonlinear stationary Black-Scholes equations </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Grossinho,+M+d+R">Maria do Rosario Grossinho</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Kord,+Y+F">Yaser Faghan Kord</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Sevcovic,+D">Daniel Sevcovic</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Computational Finance (q-fin.CP)</span> </div> </div> </dd> <dt> <a name='item3'>[3]</a> <a href ="/abs/1707.00358" title="Abstract" id="1707.00358"> arXiv:1707.00358 </a> [<a href="/pdf/1707.00358" title="Download PDF" id="pdf-1707.00358" aria-labelledby="pdf-1707.00358">pdf</a>, <a href="/format/1707.00358" title="Other formats" id="oth-1707.00358" aria-labelledby="oth-1707.00358">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Pricing American Call Options by the Black-Scholes Equation with a Nonlinear Volatility Function </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Grossinho,+M+d+R">Maria do Rosario Grossinho</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Kord,+Y+F">Yaser Faghan Kord</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Sevcovic,+D">Daniel Sevcovic</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Computational Finance (q-fin.CP)</span> </div> </div> </dd> <dt> <a name='item4'>[4]</a> <a href ="/abs/1707.00529" title="Abstract" id="1707.00529"> arXiv:1707.00529 </a> [<a href="/pdf/1707.00529" title="Download PDF" id="pdf-1707.00529" aria-labelledby="pdf-1707.00529">pdf</a>, <a href="/format/1707.00529" title="Other formats" id="oth-1707.00529" aria-labelledby="oth-1707.00529">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> An Investigation into Laboucheres Betting System to Improve Odds of Favorable Outcomes to Generate a Positive Externality Empirically </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Billings,+J">Jake Billings</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Del+Barco,+S">Sebastian Del Barco</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 30 pages </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Finance (q-fin.GN)</span> </div> </div> </dd> <dt> <a name='item5'>[5]</a> <a href ="/abs/1707.00610" title="Abstract" id="1707.00610"> arXiv:1707.00610 </a> [<a href="/pdf/1707.00610" title="Download PDF" id="pdf-1707.00610" aria-labelledby="pdf-1707.00610">pdf</a>, <a href="/format/1707.00610" title="Other formats" id="oth-1707.00610" aria-labelledby="oth-1707.00610">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Option Pricing under Fast-varying and Rough Stochastic Volatility </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Garnier,+J">Josselin Garnier</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Solna,+K">Knut Solna</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> arXiv admin note: text overlap with <a href="https://arxiv.org/abs/1604.00105" data-arxiv-id="1604.00105" class="link-https">arXiv:1604.00105</a> </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Pricing of Securities (q-fin.PR)</span>; Probability (math.PR) </div> </div> </dd> <dt> <a name='item6'>[6]</a> <a href ="/abs/1707.00757" title="Abstract" id="1707.00757"> arXiv:1707.00757 </a> [<a href="/pdf/1707.00757" title="Download PDF" id="pdf-1707.00757" aria-labelledby="pdf-1707.00757">pdf</a>, <a href="/format/1707.00757" title="Other formats" id="oth-1707.00757" aria-labelledby="oth-1707.00757">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Checking account activity and credit default risk of enterprises: An application of statistical learning methods </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Yao,+J">Jinglun Yao</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Levy-Chapira,+M">Maxime Levy-Chapira</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Margaryan,+M">Mamikon Margaryan</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span>; Risk Management (q-fin.RM) </div> </div> </dd> <dt> <a name='item7'>[7]</a> <a href ="/abs/1707.00807" title="Abstract" id="1707.00807"> arXiv:1707.00807 </a> [<a href="/pdf/1707.00807" title="Download PDF" id="pdf-1707.00807" aria-labelledby="pdf-1707.00807">pdf</a>, <a href="/format/1707.00807" title="Other formats" id="oth-1707.00807" aria-labelledby="oth-1707.00807">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> General Price Bounds for Guaranteed Annuity Options </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Bahl,+R+K">Raj Kumari Bahl</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Sabanis,+S">Sotirios Sabanis</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Pricing of Securities (q-fin.PR)</span>; Probability (math.PR); Computation (stat.CO) </div> </div> </dd> <dt> <a name='item8'>[8]</a> <a href ="/abs/1707.00899" title="Abstract" id="1707.00899"> arXiv:1707.00899 </a> [<a href="/pdf/1707.00899" title="Download PDF" id="pdf-1707.00899" aria-labelledby="pdf-1707.00899">pdf</a>, <a href="/format/1707.00899" title="Other formats" id="oth-1707.00899" aria-labelledby="oth-1707.00899">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Asymptotics for the Euler-Discretized Hull-White Stochastic Volatility Model </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Pirjol,+D">Dan Pirjol</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Zhu,+L">Lingjiong Zhu</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 42 pages, 7 figures </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Methodology and Computing in Applied Probability, Volume 20, Issue 1, 289-331 (2018) </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Mathematical Finance (q-fin.MF)</span>; Numerical Analysis (math.NA); Probability (math.PR) </div> </div> </dd> <dt> <a name='item9'>[9]</a> <a href ="/abs/1707.00917" title="Abstract" id="1707.00917"> arXiv:1707.00917 </a> [<a href="/pdf/1707.00917" title="Download PDF" id="pdf-1707.00917" aria-labelledby="pdf-1707.00917">pdf</a>, <a href="/format/1707.00917" title="Other formats" id="oth-1707.00917" aria-labelledby="oth-1707.00917">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Bonus--malus systems with different claim types and varying deductibles </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Ragulina,+O">Olena Ragulina</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> Published at <a href="http://dx.doi.org/10.15559/17-VMSTA80" rel="external noopener nofollow" class="link-external link-http">this http URL</a> in the Modern Stochastics: Theory and Applications (<a href="https://www.i-journals.org/vtxpp/VMSTA" rel="external noopener nofollow" class="link-external link-https">this https URL</a>) by VTeX (<a href="http://www.vtex.lt/" rel="external noopener nofollow" class="link-external link-http">this http URL</a>) </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Modern Stochastics: Theory and Applications 2017, Vol. 4, No. 2, 141-159 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Risk Management (q-fin.RM)</span>; Probability (math.PR) </div> </div> </dd> <dt> <a name='item10'>[10]</a> <a href ="/abs/1707.00947" title="Abstract" id="1707.00947"> arXiv:1707.00947 </a> [<a href="/pdf/1707.00947" title="Download PDF" id="pdf-1707.00947" aria-labelledby="pdf-1707.00947">pdf</a>, <a href="/format/1707.00947" title="Other formats" id="oth-1707.00947" aria-labelledby="oth-1707.00947">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> The Role of Money in the Business Cycle </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Jianglin,+Z">Zhao Jianglin</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> I am so sorry, the hypothesis proposed by this paper would be not appropriate because there is no mechanism on which can be based between money and output value in this paper. The equation maybe more empty </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span> </div> </div> </dd> <dt> <a name='item11'>[11]</a> <a href ="/abs/1707.01028" title="Abstract" id="1707.01028"> arXiv:1707.01028 </a> [<a href="/pdf/1707.01028" title="Download PDF" id="pdf-1707.01028" aria-labelledby="pdf-1707.01028">pdf</a>, <a href="/format/1707.01028" title="Other formats" id="oth-1707.01028" aria-labelledby="oth-1707.01028">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Multi-state models for evaluating conversion options in life insurance </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=D'Amico,+G">Guglielmo D'Amico</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Guillen,+M">Montserrat Guillen</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Manca,+R">Raimondo Manca</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Petroni,+F">Filippo Petroni</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> Published at <a href="http://dx.doi.org/10.15559/17-VMSTA78" rel="external noopener nofollow" class="link-external link-http">this http URL</a> in the Modern Stochastics: Theory and Applications (<a href="https://www.i-journals.org/vtxpp/VMSTA" rel="external noopener nofollow" class="link-external link-https">this https URL</a>) by VTeX (<a href="http://www.vtex.lt/" rel="external noopener nofollow" class="link-external link-http">this http URL</a>) </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Modern Stochastics: Theory and Applications 2017, Vol. 4, No. 2, 127-139 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Pricing of Securities (q-fin.PR)</span> </div> </div> </dd> <dt> <a name='item12'>[12]</a> <a href ="/abs/1707.01167" title="Abstract" id="1707.01167"> arXiv:1707.01167 </a> [<a href="/pdf/1707.01167" title="Download PDF" id="pdf-1707.01167" aria-labelledby="pdf-1707.01167">pdf</a>, <a href="/format/1707.01167" title="Other formats" id="oth-1707.01167" aria-labelledby="oth-1707.01167">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Instantaneous order impact and high-frequency strategy optimization in limit order books </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Gonzalez,+F">Federico Gonzalez</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Schervish,+M">Mark Schervish</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Trading and Market Microstructure (q-fin.TR)</span> </div> </div> </dd> <dt> <a name='item13'>[13]</a> <a href ="/abs/1707.01178" title="Abstract" id="1707.01178"> arXiv:1707.01178 </a> [<a href="/pdf/1707.01178" title="Download PDF" id="pdf-1707.01178" aria-labelledby="pdf-1707.01178">pdf</a>, <a href="/format/1707.01178" title="Other formats" id="oth-1707.01178" aria-labelledby="oth-1707.01178">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Buy-and-Hold Property for Fully Incomplete Markets when Super-replicating Markovian Claims </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Neufeld,+A">Ariel Neufeld</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Mathematical Finance (q-fin.MF)</span>; Probability (math.PR) </div> </div> </dd> <dt> <a name='item14'>[14]</a> <a href ="/abs/1707.01237" title="Abstract" id="1707.01237"> arXiv:1707.01237 </a> [<a href="/pdf/1707.01237" title="Download PDF" id="pdf-1707.01237" aria-labelledby="pdf-1707.01237">pdf</a>, <a href="/format/1707.01237" title="Other formats" id="oth-1707.01237" aria-labelledby="oth-1707.01237">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Option Pricing in a Regime Switching Stochastic Volatility Model </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Biswas,+A">Arunangshu Biswas</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Goswami,+A">Anindya Goswami</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Overbeck,+L">Ludger Overbeck</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 15 pages, no figures </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Statistics & Probability Letters 138(2018), 116-126 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Pricing of Securities (q-fin.PR)</span>; Probability (math.PR); Mathematical Finance (q-fin.MF) </div> </div> </dd> <dt> <a name='item15'>[15]</a> <a href ="/abs/1707.01284" title="Abstract" id="1707.01284"> arXiv:1707.01284 </a> [<a href="/pdf/1707.01284" title="Download PDF" id="pdf-1707.01284" aria-labelledby="pdf-1707.01284">pdf</a>, <a href="/format/1707.01284" title="Other formats" id="oth-1707.01284" aria-labelledby="oth-1707.01284">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> The Bitcoin price formation: Beyond the fundamental sources </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Bouoiyour,+J">Jamal Bouoiyour</a> (1), <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Selmi,+R">Refk Selmi</a> (1) ((1) CATT)</div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Computational Finance (q-fin.CP)</span> </div> </div> </dd> <dt> <a name='item16'>[16]</a> <a href ="/abs/1707.01436" title="Abstract" id="1707.01436"> arXiv:1707.01436 </a> [<a href="/pdf/1707.01436" title="Download PDF" id="pdf-1707.01436" aria-labelledby="pdf-1707.01436">pdf</a>, <a href="/format/1707.01436" title="Other formats" id="oth-1707.01436" aria-labelledby="oth-1707.01436">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Nonlinear Parabolic Equations arising in Mathematical Finance </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Sevcovic,+D">Daniel Sevcovic</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> arXiv admin note: substantial text overlap with <a href="https://arxiv.org/abs/1603.03874" data-arxiv-id="1603.03874" class="link-https">arXiv:1603.03874</a> </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Pricing of Securities (q-fin.PR)</span> </div> </div> </dd> <dt> <a name='item17'>[17]</a> <a href ="/abs/1707.01457" title="Abstract" id="1707.01457"> arXiv:1707.01457 </a> [<a href="/pdf/1707.01457" title="Download PDF" id="pdf-1707.01457" aria-labelledby="pdf-1707.01457">pdf</a>, <a href="/format/1707.01457" title="Other formats" id="oth-1707.01457" aria-labelledby="oth-1707.01457">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> You are in a drawdown. When should you start worrying? </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Rej,+A">Adam Rej</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Seager,+P">Philip Seager</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Bouchaud,+J">Jean-Philippe Bouchaud</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 4 pages, 5 figures </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Portfolio Management (q-fin.PM)</span> </div> </div> </dd> <dt> <a name='item18'>[18]</a> <a href ="/abs/1707.01600" title="Abstract" id="1707.01600"> arXiv:1707.01600 </a> [<a href="/pdf/1707.01600" title="Download PDF" id="pdf-1707.01600" aria-labelledby="pdf-1707.01600">pdf</a>, <a href="/format/1707.01600" title="Other formats" id="oth-1707.01600" aria-labelledby="oth-1707.01600">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Option Pricing with Delayed Information </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Ichiba,+T">Tomoyuki Ichiba</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Mousavi,+S+M">Seyyed Mostafa Mousavi</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Mathematical Finance (q-fin.MF)</span> </div> </div> </dd> <dt> <a name='item19'>[19]</a> <a href ="/abs/1707.02019" title="Abstract" id="1707.02019"> arXiv:1707.02019 </a> [<a href="/pdf/1707.02019" title="Download PDF" id="pdf-1707.02019" aria-labelledby="pdf-1707.02019">pdf</a>, <a href="/format/1707.02019" title="Other formats" id="oth-1707.02019" aria-labelledby="oth-1707.02019">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Option Pricing and Hedging for Discrete Time Autoregressive Hidden Markov Model </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Caccia,+M">Massimo Caccia</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=R%C3%A9millard,+B">Bruno R茅millard</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Pricing of Securities (q-fin.PR)</span>; Machine Learning (cs.LG); Computational Finance (q-fin.CP) </div> </div> </dd> <dt> <a name='item20'>[20]</a> <a href ="/abs/1707.02087" title="Abstract" id="1707.02087"> arXiv:1707.02087 </a> [<a href="/pdf/1707.02087" title="Download PDF" id="pdf-1707.02087" aria-labelledby="pdf-1707.02087">pdf</a>, <a href="/format/1707.02087" title="Other formats" id="oth-1707.02087" aria-labelledby="oth-1707.02087">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Model for Constructing an Options Portfolio with a Certain Payoff Function </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Fatyanova,+M+E">Margarita E. Fatyanova</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Semenov,+M+E">Mikhail E. Semenov</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 10 pages, 2 figures </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Pricing of Securities (q-fin.PR)</span>; Portfolio Management (q-fin.PM); Risk Management (q-fin.RM) </div> </div> </dd> <dt> <a name='item21'>[21]</a> <a href ="/abs/1707.02188" title="Abstract" id="1707.02188"> arXiv:1707.02188 </a> [<a href="/pdf/1707.02188" title="Download PDF" id="pdf-1707.02188" aria-labelledby="pdf-1707.02188">pdf</a>, <a href="/format/1707.02188" title="Other formats" id="oth-1707.02188" aria-labelledby="oth-1707.02188">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Coherent diversification in corporate technological portfolios </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Pugliese,+E">Emanuele Pugliese</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Napolitano,+L">Lorenzo Napolitano</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Zaccaria,+A">Andrea Zaccaria</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Pietronero,+L">Luciano Pietronero</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span>; General Finance (q-fin.GN) </div> </div> </dd> <dt> <a name='item22'>[22]</a> <a href ="/abs/1707.02496" title="Abstract" id="1707.02496"> arXiv:1707.02496 </a> [<a href="/pdf/1707.02496" title="Download PDF" id="pdf-1707.02496" aria-labelledby="pdf-1707.02496">pdf</a>, <a href="/format/1707.02496" title="Other formats" id="oth-1707.02496" aria-labelledby="oth-1707.02496">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Consistency of extended Nelson-Siegel curve families with the Ho-Lee and Hull and White short rate models </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Kisbye,+P">Patricia Kisbye</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Meier,+K">Karem Meier</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 13 pages </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Mathematical Finance (q-fin.MF)</span> </div> </div> </dd> <dt> <a name='item23'>[23]</a> <a href ="/abs/1707.02853" title="Abstract" id="1707.02853"> arXiv:1707.02853 </a> [<a href="/pdf/1707.02853" title="Download PDF" id="pdf-1707.02853" aria-labelledby="pdf-1707.02853">pdf</a>, <a href="/format/1707.02853" title="Other formats" id="oth-1707.02853" aria-labelledby="oth-1707.02853">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> The Wealth of Nations: Complexity Science for an Interdisciplinary Approach in Economics </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Jaffe,+K">Klaus Jaffe</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> Amazon Books 2014, ISBN-13: 978-1503252721 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Finance (q-fin.GN)</span>; Physics and Society (physics.soc-ph) </div> </div> </dd> <dt> <a name='item24'>[24]</a> <a href ="/abs/1707.03335" title="Abstract" id="1707.03335"> arXiv:1707.03335 </a> [<a href="/pdf/1707.03335" title="Download PDF" id="pdf-1707.03335" aria-labelledby="pdf-1707.03335">pdf</a>, <a href="/format/1707.03335" title="Other formats" id="oth-1707.03335" aria-labelledby="oth-1707.03335">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Viability and Arbitrage under Knightian Uncertainty </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Burzoni,+M">Matteo Burzoni</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Riedel,+F">Frank Riedel</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Soner,+H+M">H. Mete Soner</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> to appear in Econometrica </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span> </div> </div> </dd> <dt> <a name='item25'>[25]</a> <a href ="/abs/1707.03391" title="Abstract" id="1707.03391"> arXiv:1707.03391 </a> [<a href="/pdf/1707.03391" title="Download PDF" id="pdf-1707.03391" aria-labelledby="pdf-1707.03391">pdf</a>, <a href="/format/1707.03391" title="Other formats" id="oth-1707.03391" aria-labelledby="oth-1707.03391">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> The partial damage loss cover ratemaking of the automobile insurance using generalized linear models </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Guevara-Alarc%C3%B3n,+W">William Guevara-Alarc贸n</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Gonz%C3%A1lez,+L+M">Luz Mery Gonz谩lez</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Zarruk,+A+A">Armando Antonio Zarruk</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> in Spanish </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Risk Management (q-fin.RM)</span> </div> </div> </dd> <dt> <a name='item26'>[26]</a> <a href ="/abs/1707.03498" title="Abstract" id="1707.03498"> arXiv:1707.03498 </a> [<a href="/pdf/1707.03498" title="Download PDF" id="pdf-1707.03498" aria-labelledby="pdf-1707.03498">pdf</a>, <a href="/format/1707.03498" title="Other formats" id="oth-1707.03498" aria-labelledby="oth-1707.03498">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Mean Reversion Trading with Sequential Deadlines and Transaction Costs </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Kitapbayev,+Y">Yerkin Kitapbayev</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Leung,+T">Tim Leung</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Trading and Market Microstructure (q-fin.TR)</span>; Optimization and Control (math.OC) </div> </div> </dd> <dt> <a name='item27'>[27]</a> <a href ="/abs/1707.03516" title="Abstract" id="1707.03516"> arXiv:1707.03516 </a> [<a href="/pdf/1707.03516" title="Download PDF" id="pdf-1707.03516" aria-labelledby="pdf-1707.03516">pdf</a>, <a href="/format/1707.03516" title="Other formats" id="oth-1707.03516" aria-labelledby="oth-1707.03516">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Portfolio Risk Assessment using Copula Models </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Semenov,+M">Mikhail Semenov</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Smagulov,+D">Daulet Smagulov</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 13 pages, 5 figures </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Risk Management (q-fin.RM)</span> </div> </div> </dd> <dt> <a name='item28'>[28]</a> <a href ="/abs/1707.03542" title="Abstract" id="1707.03542"> arXiv:1707.03542 </a> [<a href="/pdf/1707.03542" title="Download PDF" id="pdf-1707.03542" aria-labelledby="pdf-1707.03542">pdf</a>, <a href="/format/1707.03542" title="Other formats" id="oth-1707.03542" aria-labelledby="oth-1707.03542">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Modeling Financial System with Interbank Flows, Borrowing, and Investing </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Maheshwari,+A">Aditya Maheshwari</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Sarantsev,+A">Andrey Sarantsev</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 27 pages, 29 figures. Keywords: systemic risk, stochastic control, principal-agent problem, stationary distribution, stochastic stability, Lyapunov function </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Risk Management (q-fin.RM)</span> </div> </div> </dd> <dt> <a name='item29'>[29]</a> <a href ="/abs/1707.03715" title="Abstract" id="1707.03715"> arXiv:1707.03715 </a> [<a href="/pdf/1707.03715" title="Download PDF" id="pdf-1707.03715" aria-labelledby="pdf-1707.03715">pdf</a>, <a href="/format/1707.03715" title="Other formats" id="oth-1707.03715" aria-labelledby="oth-1707.03715">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Bayesian Realized-GARCH Models for Financial Tail Risk Forecasting Incorporating Two-sided Weibull Distribution </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Wang,+C">Chao Wang</a> (1), <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Chen,+Q">Qian Chen</a> (2), <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Gerlach,+R">Richard Gerlach</a> (1) ((1) Discipline of Business Analytics, The University of Sydney, (2) HSBC Business School, Peking University)</div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 33 pages, 5 figures, 8 tables. arXiv admin note: substantial text overlap with <a href="https://arxiv.org/abs/1612.08488" data-arxiv-id="1612.08488" class="link-https">arXiv:1612.08488</a> </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Risk Management (q-fin.RM)</span> </div> </div> </dd> <dt> <a name='item30'>[30]</a> <a href ="/abs/1707.03746" title="Abstract" id="1707.03746"> arXiv:1707.03746 </a> [<a href="/pdf/1707.03746" title="Download PDF" id="pdf-1707.03746" aria-labelledby="pdf-1707.03746">pdf</a>, <a href="/format/1707.03746" title="Other formats" id="oth-1707.03746" aria-labelledby="oth-1707.03746">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Modeling the price of Bitcoin with geometric fractional Brownian motion: a Monte Carlo approach </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Tarnopolski,+M">Mariusz Tarnopolski</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 5 pages, 3 figures </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Computational Finance (q-fin.CP)</span>; General Economics (econ.GN); Statistical Finance (q-fin.ST); Applications (stat.AP) </div> </div> </dd> <dt> <a name='item31'>[31]</a> <a href ="/abs/1707.03960" title="Abstract" id="1707.03960"> arXiv:1707.03960 </a> [<a href="/pdf/1707.03960" title="Download PDF" id="pdf-1707.03960" aria-labelledby="pdf-1707.03960">pdf</a>, <a href="/format/1707.03960" title="Other formats" id="oth-1707.03960" aria-labelledby="oth-1707.03960">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> How do fishery policies affect Hawaii's longline fishing industry? Calibrating a positive mathematical programming model </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Sweeney,+J+R">Jonathan R. Sweeney</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Howitt,+R+E">Richard E. Howitt</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Chan,+H+L">Hing Ling Chan</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Pan,+M">Minling Pan</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Leung,+P">PingSun Leung</a></div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Natural Resource Modeling, 30(2) (2017) </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span> </div> </div> </dd> <dt> <a name='item32'>[32]</a> <a href ="/abs/1707.04149" title="Abstract" id="1707.04149"> arXiv:1707.04149 </a> [<a href="/pdf/1707.04149" title="Download PDF" id="pdf-1707.04149" aria-labelledby="pdf-1707.04149">pdf</a>, <a href="/format/1707.04149" title="Other formats" id="oth-1707.04149" aria-labelledby="oth-1707.04149">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Asymptotics for Greeks under the constant elasticity of variance model </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Kritski,+O+L">Oleg L. Kritski</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Zalmezh,+V+F">Vladimir F. Zalmezh</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 14 pages, 20 References </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Pricing of Securities (q-fin.PR)</span> </div> </div> </dd> <dt> <a name='item33'>[33]</a> <a href ="/abs/1707.04285" title="Abstract" id="1707.04285"> arXiv:1707.04285 </a> [<a href="/pdf/1707.04285" title="Download PDF" id="pdf-1707.04285" aria-labelledby="pdf-1707.04285">pdf</a>, <a href="/format/1707.04285" title="Other formats" id="oth-1707.04285" aria-labelledby="oth-1707.04285">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Zipf's Law for Atlas Models </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Fernholz,+R+T">Ricardo T. Fernholz</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Fernholz,+R">Robert Fernholz</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> Accepted for publication by the Applied Probability Trust (<a href="http://www.appliedprobability.org" rel="external noopener nofollow" class="link-external link-http">this http URL</a>) in the Journal of Applied Probability 57.4 (December 2020) </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span>; Physics and Society (physics.soc-ph) </div> </div> </dd> <dt> <a name='item34'>[34]</a> <a href ="/abs/1707.04293" title="Abstract" id="1707.04293"> arXiv:1707.04293 </a> [<a href="/pdf/1707.04293" title="Download PDF" id="pdf-1707.04293" aria-labelledby="pdf-1707.04293">pdf</a>, <a href="/format/1707.04293" title="Other formats" id="oth-1707.04293" aria-labelledby="oth-1707.04293">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> A short introduction to quasi-Monte Carlo option pricing </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Leobacher,+G">Gunther Leobacher</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Computational Finance (q-fin.CP)</span>; Numerical Analysis (math.NA) </div> </div> </dd> <dt> <a name='item35'>[35]</a> <a href ="/abs/1707.04475" title="Abstract" id="1707.04475"> arXiv:1707.04475 </a> [<a href="/pdf/1707.04475" title="Download PDF" id="pdf-1707.04475" aria-labelledby="pdf-1707.04475">pdf</a>, <a href="/format/1707.04475" title="Other formats" id="oth-1707.04475" aria-labelledby="oth-1707.04475">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Reduced-form framework under model uncertainty </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Biagini,+F">Francesca Biagini</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Zhang,+Y">Yinglin Zhang</a></div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Annals of Applied Probability 2019, Vol. 29, No. 4, 2481-2522 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Mathematical Finance (q-fin.MF)</span> </div> </div> </dd> <dt> <a name='item36'>[36]</a> <a href ="/abs/1707.04699" title="Abstract" id="1707.04699"> arXiv:1707.04699 </a> [<a href="/pdf/1707.04699" title="Download PDF" id="pdf-1707.04699" aria-labelledby="pdf-1707.04699">pdf</a>, <a href="/format/1707.04699" title="Other formats" id="oth-1707.04699" aria-labelledby="oth-1707.04699">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Good signals gone bad: dynamic signalling with switching efforts </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Heinsalu,+S">Sander Heinsalu</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 1 figure </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span>; Theoretical Economics (econ.TH) </div> </div> </dd> <dt> <a name='item37'>[37]</a> <a href ="/abs/1707.04831" title="Abstract" id="1707.04831"> arXiv:1707.04831 </a> [<a href="/pdf/1707.04831" title="Download PDF" id="pdf-1707.04831" aria-labelledby="pdf-1707.04831">pdf</a>, <a href="/format/1707.04831" title="Other formats" id="oth-1707.04831" aria-labelledby="oth-1707.04831">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Machine learning application in online lending risk prediction </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Yu,+X">Xiaojiao Yu</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 9 pages </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Risk Management (q-fin.RM)</span> </div> </div> </dd> <dt> <a name='item38'>[38]</a> <a href ="/abs/1707.04838" title="Abstract" id="1707.04838"> arXiv:1707.04838 </a> [<a href="/pdf/1707.04838" title="Download PDF" id="pdf-1707.04838" aria-labelledby="pdf-1707.04838">pdf</a>, <a href="/format/1707.04838" title="Other formats" id="oth-1707.04838" aria-labelledby="oth-1707.04838">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Transitions between superstatistical regimes: validity, breakdown and applications </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Jizba,+P">Petr Jizba</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Korbel,+J">Jan Korbel</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Lavi%C4%8Dka,+H">Hynek Lavi膷ka</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Prok%C5%A1,+M">Martin Prok拧</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Svoboda,+V">V谩clav Svoboda</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Beck,+C">Christian Beck</a></div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Physica A 493 (2018), 29-46 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span>; Statistical Mechanics (cond-mat.stat-mech) </div> </div> </dd> <dt> <a name='item39'>[39]</a> <a href ="/abs/1707.04868" title="Abstract" id="1707.04868"> arXiv:1707.04868 </a> [<a href="/pdf/1707.04868" title="Download PDF" id="pdf-1707.04868" aria-labelledby="pdf-1707.04868">pdf</a>, <a href="/format/1707.04868" title="Other formats" id="oth-1707.04868" aria-labelledby="oth-1707.04868">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Forecasting the U.S. Real House Price Index </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Plakandaras,+V">Vasilios Plakandaras</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Gupta,+R">Rangan Gupta</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Gogas,+P">Periklis Gogas</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Papadimitriou,+T">Theophilos Papadimitriou</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 27 pages </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Economic Modelling, vol. 45, pp. 259-267, 2015 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Computational Finance (q-fin.CP)</span> </div> </div> </dd> <dt> <a name='item40'>[40]</a> <a href ="/abs/1707.04942" title="Abstract" id="1707.04942"> arXiv:1707.04942 </a> [<a href="/pdf/1707.04942" title="Download PDF" id="pdf-1707.04942" aria-labelledby="pdf-1707.04942">pdf</a>, <a href="/format/1707.04942" title="Other formats" id="oth-1707.04942" aria-labelledby="oth-1707.04942">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Automatic Backward Differentiation for American Monte-Carlo Algorithms (Conditional Expectation) </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Fries,+C+P">Christian P. Fries</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 11 pages, 1 figure </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Computational Finance (q-fin.CP)</span>; Data Structures and Algorithms (cs.DS); Numerical Analysis (math.NA) </div> </div> </dd> <dt> <a name='item41'>[41]</a> <a href ="/abs/1707.04949" title="Abstract" id="1707.04949"> arXiv:1707.04949 </a> [<a href="/pdf/1707.04949" title="Download PDF" id="pdf-1707.04949" aria-labelledby="pdf-1707.04949">pdf</a>, <a href="/format/1707.04949" title="Other formats" id="oth-1707.04949" aria-labelledby="oth-1707.04949">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Surplus-invariant risk measures </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Gao,+N">Niushan Gao</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Munari,+C">Cosimo Munari</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Mathematical Finance (q-fin.MF)</span> </div> </div> </dd> <dt> <a name='item42'>[42]</a> <a href ="/abs/1707.05061" title="Abstract" id="1707.05061"> arXiv:1707.05061 </a> [<a href="/pdf/1707.05061" title="Download PDF" id="pdf-1707.05061" aria-labelledby="pdf-1707.05061">pdf</a>, <a href="/format/1707.05061" title="Other formats" id="oth-1707.05061" aria-labelledby="oth-1707.05061">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Pricing formulae for derivatives in insurance using the Malliavin calculus </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Hillairet,+C">Caroline Hillairet</a> (ENSAE ParisTech), <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Jiao,+Y">Ying Jiao</a> (SAF), <a href="https://arxiv.org/search/q-fin?searchtype=author&query=R%C3%A9veillac,+A">Anthony R茅veillac</a> (INSA Toulouse, IMT)</div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Computational Finance (q-fin.CP)</span> </div> </div> </dd> <dt> <a name='item43'>[43]</a> <a href ="/abs/1707.05096" title="Abstract" id="1707.05096"> arXiv:1707.05096 </a> [<a href="/pdf/1707.05096" title="Download PDF" id="pdf-1707.05096" aria-labelledby="pdf-1707.05096">pdf</a>, <a href="/format/1707.05096" title="Other formats" id="oth-1707.05096" aria-labelledby="oth-1707.05096">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Effective risk aversion in thin risk-sharing markets </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Anthropelos,+M">Michail Anthropelos</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Kardaras,+C">Constantinos Kardaras</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Vichos,+G">Georgios Vichos</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 28 pages, second revised version </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Mathematical Finance (q-fin.MF)</span>; Trading and Market Microstructure (q-fin.TR) </div> </div> </dd> <dt> <a name='item44'>[44]</a> <a href ="/abs/1707.05108" title="Abstract" id="1707.05108"> arXiv:1707.05108 </a> [<a href="/pdf/1707.05108" title="Download PDF" id="pdf-1707.05108" aria-labelledby="pdf-1707.05108">pdf</a>, <a href="/format/1707.05108" title="Other formats" id="oth-1707.05108" aria-labelledby="oth-1707.05108">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Dynamic Semiparametric Models for Expected Shortfall (and Value-at-Risk) </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Patton,+A+J">Andrew J. Patton</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Ziegel,+J+F">Johanna F. Ziegel</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Chen,+R">Rui Chen</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span>; Risk Management (q-fin.RM) </div> </div> </dd> <dt> <a name='item45'>[45]</a> <a href ="/abs/1707.05146" title="Abstract" id="1707.05146"> arXiv:1707.05146 </a> [<a href="/pdf/1707.05146" title="Download PDF" id="pdf-1707.05146" aria-labelledby="pdf-1707.05146">pdf</a>, <a href="/format/1707.05146" title="Other formats" id="oth-1707.05146" aria-labelledby="oth-1707.05146">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Unfolding the innovation system for the development of countries: co-evolution of Science, Technology and Production </div> <div class='list-authors'><a href="https://arxiv.org/search/econ?searchtype=author&query=Pugliese,+E">Emanuele Pugliese</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Cimini,+G">Giulio Cimini</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Patelli,+A">Aurelio Patelli</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Zaccaria,+A">Andrea Zaccaria</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Pietronero,+L">Luciano Pietronero</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Gabrielli,+A">Andrea Gabrielli</a></div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Scientific Reports 9, 16440 (2019) </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span>; Social and Information Networks (cs.SI); Physics and Society (physics.soc-ph) </div> </div> </dd> <dt> <a name='item46'>[46]</a> <a href ="/abs/1707.05250" title="Abstract" id="1707.05250"> arXiv:1707.05250 </a> [<a href="/pdf/1707.05250" title="Download PDF" id="pdf-1707.05250" aria-labelledby="pdf-1707.05250">pdf</a>, <a href="/format/1707.05250" title="Other formats" id="oth-1707.05250" aria-labelledby="oth-1707.05250">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Discrete-type approximations for non-Markovian optimal stopping problems: Part II </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Bezerra,+S+C">S茅rgio C. Bezerra</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Ohashi,+A">Alberto Ohashi</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Russo,+F">Francesco Russo</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=de+Souza,+F">Francys de Souza</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> Version to appear in Methodology & Computing in Applied Probability </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Computational Finance (q-fin.CP)</span>; Probability (math.PR) </div> </div> </dd> <dt> <a name='item47'>[47]</a> <a href ="/abs/1707.05253" title="Abstract" id="1707.05253"> arXiv:1707.05253 </a> [<a href="/pdf/1707.05253" title="Download PDF" id="pdf-1707.05253" aria-labelledby="pdf-1707.05253">pdf</a>, <a href="/format/1707.05253" title="Other formats" id="oth-1707.05253" aria-labelledby="oth-1707.05253">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> An Optimal Stopping Problem Modeling Technical Analysis </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Maeda,+J">Jun Maeda</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Jacka,+S+D">Saul D. Jacka</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 16 pages </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Mathematical Finance (q-fin.MF)</span> </div> </div> </dd> <dt> <a name='item48'>[48]</a> <a href ="/abs/1707.05419" title="Abstract" id="1707.05419"> arXiv:1707.05419 </a> [<a href="/pdf/1707.05419" title="Download PDF" id="pdf-1707.05419" aria-labelledby="pdf-1707.05419">pdf</a>, <a href="/format/1707.05419" title="Other formats" id="oth-1707.05419" aria-labelledby="oth-1707.05419">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Second order stochastic differential models for financial markets </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Zung,+N+T">Nguyen Tien Zung</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 21 pages, 6 figures </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Mathematical Finance (q-fin.MF)</span>; Pricing of Securities (q-fin.PR); Trading and Market Microstructure (q-fin.TR) </div> </div> </dd> <dt> <a name='item49'>[49]</a> <a href ="/abs/1707.05508" title="Abstract" id="1707.05508"> arXiv:1707.05508 </a> [<a href="/pdf/1707.05508" title="Download PDF" id="pdf-1707.05508" aria-labelledby="pdf-1707.05508">pdf</a>, <a href="/format/1707.05508" title="Other formats" id="oth-1707.05508" aria-labelledby="oth-1707.05508">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Plunges in the Bombay stock exchange: Characteristics and indicators </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Banerjee,+K">Kinjal Banerjee</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Sharma,+C">Chandradew Sharma</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Bittu,+N">N. Bittu</a></div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> International Journal of Modern Physics B Vol. 31 (2017) 1750160 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span> </div> </div> </dd> <dt> <a name='item50'>[50]</a> <a href ="/abs/1707.05550" title="Abstract" id="1707.05550"> arXiv:1707.05550 </a> [<a href="/pdf/1707.05550" title="Download PDF" id="pdf-1707.05550" aria-labelledby="pdf-1707.05550">pdf</a>, <a href="/format/1707.05550" title="Other formats" id="oth-1707.05550" aria-labelledby="oth-1707.05550">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Power-law tails in the distribution of order imbalance </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Zhang,+T">T. Zhang</a> (1), <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Gu,+G">G.-F. Gu</a> (1), <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Xu,+H">H.-C. Xu</a> (1), <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Xiong,+X">X. Xiong</a> (2), <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Chen,+W">W. Chen</a> (3), <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Zhou,+W">W.-X. Zhou</a> (1) ((1) ECUST (2) TJU (3) SZSE)</div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Physica A 483, 201-208 (2017) </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span> </div> </div> </dd> </dl> <div class='paging'>Total of 95 entries : <span>1-50</span> <a href=/list/q-fin/2017-07?skip=50&show=50>51-95</a> </div> <div class='morefewer'>Showing up to 50 entries per page: <a href=/list/q-fin/2017-07?skip=0&show=25 rel="nofollow"> fewer</a> | <span style="color: #454545">more</span> | <a href=/list/q-fin/2017-07?skip=0&show=2000 rel="nofollow"> all</a> </div> </div> </div> </div> </main> <footer style="clear: both;"> <div class="columns is-desktop" role="navigation" aria-label="Secondary" style="margin: -0.75em -0.75em 0.75em -0.75em"> <!-- Macro-Column 1 --> <div class="column" style="padding: 0;"> <div class="columns"> <div class="column"> <ul style="list-style: none; line-height: 2;"> <li><a href="https://info.arxiv.org/about">About</a></li> <li><a href="https://info.arxiv.org/help">Help</a></li> </ul> </div> <div class="column"> <ul style="list-style: none; line-height: 2;"> <li> <svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 512 512" class="icon filter-black" role="presentation"><title>contact arXiv</title><desc>Click here to contact arXiv</desc><path d="M502.3 190.8c3.9-3.1 9.7-.2 9.7 4.7V400c0 26.5-21.5 48-48 48H48c-26.5 0-48-21.5-48-48V195.6c0-5 5.7-7.8 9.7-4.7 22.4 17.4 52.1 39.5 154.1 113.6 21.1 15.4 56.7 47.8 92.2 47.6 35.7.3 72-32.8 92.3-47.6 102-74.1 131.6-96.3 154-113.7zM256 320c23.2.4 56.6-29.2 73.4-41.4 132.7-96.3 142.8-104.7 173.4-128.7 5.8-4.5 9.2-11.5 9.2-18.9v-19c0-26.5-21.5-48-48-48H48C21.5 64 0 85.5 0 112v19c0 7.4 3.4 14.3 9.2 18.9 30.6 23.9 40.7 32.4 173.4 128.7 16.8 12.2 50.2 41.8 73.4 41.4z"/></svg> <a href="https://info.arxiv.org/help/contact.html"> Contact</a> </li> <li> <svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 512 512" class="icon filter-black" role="presentation"><title>subscribe to arXiv mailings</title><desc>Click here to subscribe</desc><path d="M476 3.2L12.5 270.6c-18.1 10.4-15.8 35.6 2.2 43.2L121 358.4l287.3-253.2c5.5-4.9 13.3 2.6 8.6 8.3L176 407v80.5c0 23.6 28.5 32.9 42.5 15.8L282 426l124.6 52.2c14.2 6 30.4-2.9 33-18.2l72-432C515 7.8 493.3-6.8 476 3.2z"/></svg> <a href="https://info.arxiv.org/help/subscribe"> Subscribe</a> </li> </ul> </div> </div> </div> <!-- End Macro-Column 1 --> <!-- Macro-Column 2 --> <div class="column" style="padding: 0;"> <div class="columns"> <div class="column"> <ul style="list-style: none; line-height: 2;"> <li><a href="https://info.arxiv.org/help/license/index.html">Copyright</a></li> <li><a href="https://info.arxiv.org/help/policies/privacy_policy.html">Privacy Policy</a></li> </ul> </div> <div class="column sorry-app-links"> <ul style="list-style: none; line-height: 2;"> <li><a href="https://info.arxiv.org/help/web_accessibility.html">Web Accessibility Assistance</a></li> <li> <p class="help"> <a class="a11y-main-link" href="https://status.arxiv.org" target="_blank">arXiv Operational Status <svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 256 512" class="icon filter-dark_grey" role="presentation"><path d="M224.3 273l-136 136c-9.4 9.4-24.6 9.4-33.9 0l-22.6-22.6c-9.4-9.4-9.4-24.6 0-33.9l96.4-96.4-96.4-96.4c-9.4-9.4-9.4-24.6 0-33.9L54.3 103c9.4-9.4 24.6-9.4 33.9 0l136 136c9.5 9.4 9.5 24.6.1 34z"/></svg></a><br> Get status notifications via <a class="is-link" href="https://subscribe.sorryapp.com/24846f03/email/new" target="_blank"><svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 512 512" class="icon filter-black" role="presentation"><path d="M502.3 190.8c3.9-3.1 9.7-.2 9.7 4.7V400c0 26.5-21.5 48-48 48H48c-26.5 0-48-21.5-48-48V195.6c0-5 5.7-7.8 9.7-4.7 22.4 17.4 52.1 39.5 154.1 113.6 21.1 15.4 56.7 47.8 92.2 47.6 35.7.3 72-32.8 92.3-47.6 102-74.1 131.6-96.3 154-113.7zM256 320c23.2.4 56.6-29.2 73.4-41.4 132.7-96.3 142.8-104.7 173.4-128.7 5.8-4.5 9.2-11.5 9.2-18.9v-19c0-26.5-21.5-48-48-48H48C21.5 64 0 85.5 0 112v19c0 7.4 3.4 14.3 9.2 18.9 30.6 23.9 40.7 32.4 173.4 128.7 16.8 12.2 50.2 41.8 73.4 41.4z"/></svg>email</a> or <a class="is-link" href="https://subscribe.sorryapp.com/24846f03/slack/new" target="_blank"><svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 448 512" class="icon filter-black" role="presentation"><path d="M94.12 315.1c0 25.9-21.16 47.06-47.06 47.06S0 341 0 315.1c0-25.9 21.16-47.06 47.06-47.06h47.06v47.06zm23.72 0c0-25.9 21.16-47.06 47.06-47.06s47.06 21.16 47.06 47.06v117.84c0 25.9-21.16 47.06-47.06 47.06s-47.06-21.16-47.06-47.06V315.1zm47.06-188.98c-25.9 0-47.06-21.16-47.06-47.06S139 32 164.9 32s47.06 21.16 47.06 47.06v47.06H164.9zm0 23.72c25.9 0 47.06 21.16 47.06 47.06s-21.16 47.06-47.06 47.06H47.06C21.16 243.96 0 222.8 0 196.9s21.16-47.06 47.06-47.06H164.9zm188.98 47.06c0-25.9 21.16-47.06 47.06-47.06 25.9 0 47.06 21.16 47.06 47.06s-21.16 47.06-47.06 47.06h-47.06V196.9zm-23.72 0c0 25.9-21.16 47.06-47.06 47.06-25.9 0-47.06-21.16-47.06-47.06V79.06c0-25.9 21.16-47.06 47.06-47.06 25.9 0 47.06 21.16 47.06 47.06V196.9zM283.1 385.88c25.9 0 47.06 21.16 47.06 47.06 0 25.9-21.16 47.06-47.06 47.06-25.9 0-47.06-21.16-47.06-47.06v-47.06h47.06zm0-23.72c-25.9 0-47.06-21.16-47.06-47.06 0-25.9 21.16-47.06 47.06-47.06h117.84c25.9 0 47.06 21.16 47.06 47.06 0 25.9-21.16 47.06-47.06 47.06H283.1z"/></svg>slack</a> </p> </li> </ul> </div> </div> </div> <!-- end MetaColumn 2 --> <!-- End Macro-Column 2 --> </div> </footer> </div> <script src="/static/base/1.0.1/js/member_acknowledgement.js"></script> </body> </html>