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Quantitative Finance Jan 2016
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<div class='paging'>Total of 78 entries : <span>1-50</span> <a href=/list/q-fin/2016-01?skip=50&show=50>51-78</a> </div> <div class='morefewer'>Showing up to 50 entries per page: <a href=/list/q-fin/2016-01?skip=0&show=25 rel="nofollow"> fewer</a> | <span style="color: #454545">more</span> | <a href=/list/q-fin/2016-01?skip=0&show=2000 rel="nofollow"> all</a> </div> <dl id='articles'> <dt> <a name='item1'>[1]</a> <a href ="/abs/1601.00085" title="Abstract" id="1601.00085"> arXiv:1601.00085 </a> [<a href="/pdf/1601.00085" title="Download PDF" id="pdf-1601.00085" aria-labelledby="pdf-1601.00085">pdf</a>, <a href="/format/1601.00085" title="Other formats" id="oth-1601.00085" aria-labelledby="oth-1601.00085">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Dynamic Multi-Factor Bid-Offer Adjustment Model: A Feedback Mechanism for Dealers (Market Makers) to Deal (Grapple) with the Uncertainty Principle of the Social Sciences </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Kashyap,+R">Ravi Kashyap</a></div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> The Journal of Trading, 9(3) 2014, 42-55 </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='item2'>[2]</a> <a href ="/abs/1601.00092" title="Abstract" id="1601.00092"> arXiv:1601.00092 </a> [<a href="/pdf/1601.00092" title="Download PDF" id="pdf-1601.00092" aria-labelledby="pdf-1601.00092">pdf</a>, <a href="/format/1601.00092" title="Other formats" id="oth-1601.00092" aria-labelledby="oth-1601.00092">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Hyperinflation in Brazil, Israel, and Nicaragua revisited </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Szybisz,+M">M.A. Szybisz</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Szybisz,+L">L. Szybisz</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 10 pages, 8 figures </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='item3'>[3]</a> <a href ="/abs/1601.00175" title="Abstract" id="1601.00175"> arXiv:1601.00175 </a> [<a href="/pdf/1601.00175" title="Download PDF" id="pdf-1601.00175" aria-labelledby="pdf-1601.00175">pdf</a>, <a href="/format/1601.00175" title="Other formats" id="oth-1601.00175" aria-labelledby="oth-1601.00175">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Minimax perfect stopping rules for selling an asset near its ultimate maximum </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Rokhlin,+D+B">Dmitry B. Rokhlin</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 13 pages; major revision </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='item4'>[4]</a> <a href ="/abs/1601.00229" title="Abstract" id="1601.00229"> arXiv:1601.00229 </a> [<a href="/pdf/1601.00229" title="Download PDF" id="pdf-1601.00229" aria-labelledby="pdf-1601.00229">pdf</a>, <a href="/format/1601.00229" title="Other formats" id="oth-1601.00229" aria-labelledby="oth-1601.00229">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> A detailed heterogeneous agent model for a single asset financial market with trading via an order book </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Navarro,+R+M">Roberto Mota Navarro</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Ridaura,+H+L">Hern谩n Larralde Ridaura</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 25 pages, 24 figures and 1 table </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Computational Finance (q-fin.CP)</span>; Trading and Market Microstructure (q-fin.TR) </div> </div> </dd> <dt> <a name='item5'>[5]</a> <a href ="/abs/1601.00233" title="Abstract" id="1601.00233"> arXiv:1601.00233 </a> [<a href="/pdf/1601.00233" title="Download PDF" id="pdf-1601.00233" aria-labelledby="pdf-1601.00233">pdf</a>, <a href="/format/1601.00233" title="Other formats" id="oth-1601.00233" aria-labelledby="oth-1601.00233">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Long-run evolution of the global economy - Part 2: Hindcasts of innovation and growth </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Garrett,+T+J">Timothy J. Garrett</a></div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Earth Syst. Dynam., 6, 673-688, 2015 </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='item6'>[6]</a> <a href ="/abs/1601.00263" title="Abstract" id="1601.00263"> arXiv:1601.00263 </a> [<a href="/pdf/1601.00263" title="Download PDF" id="pdf-1601.00263" aria-labelledby="pdf-1601.00263">pdf</a>, <a href="/format/1601.00263" title="Other formats" id="oth-1601.00263" aria-labelledby="oth-1601.00263">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Time and Frequency Structure of Causal Correlation Network in China Bond Market </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Wang,+Z">Zhongxing Wang</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Yan,+Y">Yan Yan</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Chen,+X">Xiaosong Chen</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 9 pages, 7 figures </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='item7'>[7]</a> <a href ="/abs/1601.00354" title="Abstract" id="1601.00354"> arXiv:1601.00354 </a> [<a href="/pdf/1601.00354" title="Download PDF" id="pdf-1601.00354" aria-labelledby="pdf-1601.00354">pdf</a>, <a href="/format/1601.00354" title="Other formats" id="oth-1601.00354" aria-labelledby="oth-1601.00354">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Black-Litterman model with intuitionistic fuzzy posterior return </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Echaust,+K">Krzysztof Echaust</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Piasecki,+K">Krzysztof Piasecki</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> SSRN Electronic Journal 2016 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Mathematical Finance (q-fin.MF)</span>; General Finance (q-fin.GN) </div> </div> </dd> <dt> <a name='item8'>[8]</a> <a href ="/abs/1601.00566" title="Abstract" id="1601.00566"> arXiv:1601.00566 </a> [<a href="/pdf/1601.00566" title="Download PDF" id="pdf-1601.00566" aria-labelledby="pdf-1601.00566">pdf</a>, <a href="/format/1601.00566" title="Other formats" id="oth-1601.00566" aria-labelledby="oth-1601.00566">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> No Stable Distributions in Finance, please! </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Klebanov,+L+B">Lev B Klebanov</a></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='item9'>[9]</a> <a href ="/abs/1601.00679" title="Abstract" id="1601.00679"> arXiv:1601.00679 </a> [<a href="/pdf/1601.00679" title="Download PDF" id="pdf-1601.00679" aria-labelledby="pdf-1601.00679">pdf</a>, <a href="/format/1601.00679" title="Other formats" id="oth-1601.00679" aria-labelledby="oth-1601.00679">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Essay on the State of Research and Innovation in France and the European Union </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Kornprobst,+A">Antoine Kornprobst</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 26 pages. Modifications in the new version : Reference [7] was invalid (it was a report that was never voted and published by the French Senate, contrary to what I assumed) and has been replaced. The corresponding part has been modified in consequence. Also, minor corrections </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='item10'>[10]</a> <a href ="/abs/1601.00712" title="Abstract" id="1601.00712"> arXiv:1601.00712 </a> [<a href="/pdf/1601.00712" title="Download PDF" id="pdf-1601.00712" aria-labelledby="pdf-1601.00712">pdf</a>, <a href="/format/1601.00712" title="Other formats" id="oth-1601.00712" aria-labelledby="oth-1601.00712">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Multistage Portfolio Optimization: A Duality Result in Conic Market Models </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Bassett,+R">Robert Bassett</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Le,+K">Khoa Le</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Portfolio Management (q-fin.PM)</span>; Optimization and Control (math.OC) </div> </div> </dd> <dt> <a name='item11'>[11]</a> <a href ="/abs/1601.00903" title="Abstract" id="1601.00903"> arXiv:1601.00903 </a> [<a href="/pdf/1601.00903" title="Download PDF" id="pdf-1601.00903" aria-labelledby="pdf-1601.00903">pdf</a>, <a href="/format/1601.00903" title="Other formats" id="oth-1601.00903" aria-labelledby="oth-1601.00903">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Long memory and multifractality: A joint test </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Goddard,+J">John Goddard</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Onali,+E">Enrico Onali</a></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='item12'>[12]</a> <a href ="/abs/1601.00919" title="Abstract" id="1601.00919"> arXiv:1601.00919 </a> [<a href="/pdf/1601.00919" title="Download PDF" id="pdf-1601.00919" aria-labelledby="pdf-1601.00919">pdf</a>, <a href="/format/1601.00919" title="Other formats" id="oth-1601.00919" aria-labelledby="oth-1601.00919">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Exponential integrability properties of Euler discretization schemes for the Cox-Ingersoll-Ross process </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Cozma,+A">Andrei Cozma</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Reisinger,+C">Christoph Reisinger</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 24 pages, 3 figures </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='item13'>[13]</a> <a href ="/abs/1601.00940" title="Abstract" id="1601.00940"> arXiv:1601.00940 </a> [<a href="/pdf/1601.00940" title="Download PDF" id="pdf-1601.00940" aria-labelledby="pdf-1601.00940">pdf</a>, <a href="/format/1601.00940" title="Other formats" id="oth-1601.00940" aria-labelledby="oth-1601.00940">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Pricing barrier options with discrete dividends </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Gibson,+D+J">D. Jason Gibson</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Wingo,+A">Aaron Wingo</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 12 pages </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='item14'>[14]</a> <a href ="/abs/1601.00991" title="Abstract" id="1601.00991"> arXiv:1601.00991 </a> [<a href="/pdf/1601.00991" title="Download PDF" id="pdf-1601.00991" aria-labelledby="pdf-1601.00991">pdf</a>, <a href="/format/1601.00991" title="Other formats" id="oth-1601.00991" aria-labelledby="oth-1601.00991">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> 101 Formulaic Alphas </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Kakushadze,+Z">Zura Kakushadze</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 22 pages; no changes (excepting this line); to appear in Wilmott Magazine </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Wilmott Magazine 2016(84) (2016) 72-80 </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='item15'>[15]</a> <a href ="/abs/1601.01128" title="Abstract" id="1601.01128"> arXiv:1601.01128 </a> [<a href="/pdf/1601.01128" title="Download PDF" id="pdf-1601.01128" aria-labelledby="pdf-1601.01128">pdf</a>, <a href="/format/1601.01128" title="Other formats" id="oth-1601.01128" aria-labelledby="oth-1601.01128">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Option pricing in the model with stochastic volatility driven by Ornstein--Uhlenbeck process. Simulation </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Kuchuk-Iatsenko,+S">Sergii Kuchuk-Iatsenko</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Mishura,+Y">Yuliya Mishura</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> Published at <a href="http://dx.doi.org/10.15559/15-VMSTA43" 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 2015, Vol. 2, No. 4, 355-369 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Computational Finance (q-fin.CP)</span>; Probability (math.PR); Pricing of Securities (q-fin.PR) </div> </div> </dd> <dt> <a name='item16'>[16]</a> <a href ="/abs/1601.01352" title="Abstract" id="1601.01352"> arXiv:1601.01352 </a> [<a href="/pdf/1601.01352" title="Download PDF" id="pdf-1601.01352" aria-labelledby="pdf-1601.01352">pdf</a>, <a href="/format/1601.01352" title="Other formats" id="oth-1601.01352" aria-labelledby="oth-1601.01352">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> A unified view of LIBOR models </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Glau,+K">Kathrin Glau</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Grbac,+Z">Zorana Grbac</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Papapantoleon,+A">Antonis Papapantoleon</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 26 pages. Revised version, fortcoming in "Advanced Modelling in Mathematical Finance -- In honour of Ernst Eberlein", Springer </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='item17'>[17]</a> <a href ="/abs/1601.01553" title="Abstract" id="1601.01553"> arXiv:1601.01553 </a> [<a href="/pdf/1601.01553" title="Download PDF" id="pdf-1601.01553" aria-labelledby="pdf-1601.01553">pdf</a>, <a href="/format/1601.01553" title="Other formats" id="oth-1601.01553" aria-labelledby="oth-1601.01553">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Modelling and Measuring the Irrational behaviour of Agents in Financial Markets: Discovering the Psychological Soliton </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Dhesi,+G">Gurjeet Dhesi</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Ausloos,+M">Marcel Ausloos</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 14 pages, 5 figures, 33 references; prepared for a special issue of Chaos, Solitons & Fractals </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Chaos, Solitons & Fractals 88, 119-125 (2016) </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Trading and Market Microstructure (q-fin.TR)</span>; Mathematical Finance (q-fin.MF) </div> </div> </dd> <dt> <a name='item18'>[18]</a> <a href ="/abs/1601.01710" title="Abstract" id="1601.01710"> arXiv:1601.01710 </a> [<a href="/pdf/1601.01710" title="Download PDF" id="pdf-1601.01710" aria-labelledby="pdf-1601.01710">pdf</a>, <a href="/format/1601.01710" title="Other formats" id="oth-1601.01710" aria-labelledby="oth-1601.01710">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> A Semi-Markovian Modeling of Limit Order Markets </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Swishchuk,+A">Anatoliy Swishchuk</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Vadori,+N">Nelson Vadori</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 27 pages, 1 figure, 13 tables </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='item19'>[19]</a> <a href ="/abs/1601.01771" title="Abstract" id="1601.01771"> arXiv:1601.01771 </a> [<a href="/pdf/1601.01771" title="Download PDF" id="pdf-1601.01771" aria-labelledby="pdf-1601.01771">pdf</a>, <a href="/format/1601.01771" title="Other formats" id="oth-1601.01771" aria-labelledby="oth-1601.01771">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Teaching Economics and Providing Visual "Big Pictures" </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Moosavian,+S+A+Z+N">Seyyed Ali Zeytoon Nejad Moosavian</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> The 14th Annual Cambridge Business & Economics Conference, University of Cambridge, Cambridge, UK, 1-2 July, 2015 </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='item20'>[20]</a> <a href ="/abs/1601.01804" title="Abstract" id="1601.01804"> arXiv:1601.01804 </a> [<a href="/pdf/1601.01804" title="Download PDF" id="pdf-1601.01804" aria-labelledby="pdf-1601.01804">pdf</a>, <a href="/format/1601.01804" title="Other formats" id="oth-1601.01804" aria-labelledby="oth-1601.01804">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Unified Growth Theory Contradicted by the Economic Growth in Latin America </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Nielsen,+R+W">Ron W Nielsen</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 7 pages, 2 figures, 3185 <a href="http://words.Corrected" rel="external noopener nofollow" class="link-external link-http">this http URL</a> two parameters. Conclusions remain unchanged </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Finance (q-fin.GN)</span>; General Economics (econ.GN) </div> </div> </dd> <dt> <a name='item21'>[21]</a> <a href ="/abs/1601.01980" title="Abstract" id="1601.01980"> arXiv:1601.01980 </a> [<a href="/pdf/1601.01980" title="Download PDF" id="pdf-1601.01980" aria-labelledby="pdf-1601.01980">pdf</a>, <a href="/format/1601.01980" title="Other formats" id="oth-1601.01980" aria-labelledby="oth-1601.01980">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Irreversibility of financial time series: a graph-theoretical approach </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Lacasa,+L">Lucas Lacasa</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Flanagan,+R">Ryan Flanagan</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span>; Data Analysis, Statistics and Probability (physics.data-an) </div> </div> </dd> <dt> <a name='item22'>[22]</a> <a href ="/abs/1601.01987" title="Abstract" id="1601.01987"> arXiv:1601.01987 </a> [<a href="/pdf/1601.01987" title="Download PDF" id="pdf-1601.01987" aria-labelledby="pdf-1601.01987">pdf</a>, <a href="/format/1601.01987" title="Other formats" id="oth-1601.01987" aria-labelledby="oth-1601.01987">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Deep Learning for Limit Order Books </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Sirignano,+J">Justin Sirignano</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='item23'>[23]</a> <a href ="/abs/1601.02149" title="Abstract" id="1601.02149"> arXiv:1601.02149 </a> [<a href="/pdf/1601.02149" title="Download PDF" id="pdf-1601.02149" aria-labelledby="pdf-1601.02149">pdf</a>, <a href="/format/1601.02149" title="Other formats" id="oth-1601.02149" aria-labelledby="oth-1601.02149">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Computing semiparametric bounds on the expected payments of insurance instruments via column generation </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Howley,+R">Robert Howley</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Storer,+R">Robert Storer</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Vera,+J">Juan Vera</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Zuluaga,+L+F">Luis F. Zuluaga</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Pricing of Securities (q-fin.PR)</span>; Methodology (stat.ME) </div> </div> </dd> <dt> <a name='item24'>[24]</a> <a href ="/abs/1601.02156" title="Abstract" id="1601.02156"> arXiv:1601.02156 </a> [<a href="/pdf/1601.02156" title="Download PDF" id="pdf-1601.02156" aria-labelledby="pdf-1601.02156">pdf</a>, <a href="/format/1601.02156" title="Other formats" id="oth-1601.02156" aria-labelledby="oth-1601.02156">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Systemic Risk Management in Financial Networks with Credit Default Swaps </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Leduc,+M+V">Matt V. Leduc</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Poledna,+S">Sebastian Poledna</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Thurner,+S">Stefan Thurner</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 21 pages, 9 figures </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Journal of Network Theory in Finance (2017) </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='item25'>[25]</a> <a href ="/abs/1601.02246" title="Abstract" id="1601.02246"> arXiv:1601.02246 </a> [<a href="/pdf/1601.02246" title="Download PDF" id="pdf-1601.02246" aria-labelledby="pdf-1601.02246">pdf</a>, <a href="/format/1601.02246" title="Other formats" id="oth-1601.02246" aria-labelledby="oth-1601.02246">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Negative interest rates: why and how? </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Kiselak,+J">Jozef Kiselak</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Hermann,+P">Philipp Hermann</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Stehlik,+M">Milan Stehlik</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='item26'>[26]</a> <a href ="/abs/1601.02407" title="Abstract" id="1601.02407"> arXiv:1601.02407 </a> [<a href="/pdf/1601.02407" title="Download PDF" id="pdf-1601.02407" aria-labelledby="pdf-1601.02407">pdf</a>, <a href="/format/1601.02407" title="Other formats" id="oth-1601.02407" aria-labelledby="oth-1601.02407">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Decomposition of Time Series Data of Stock Markets and its Implications for Prediction: An Application for the Indian Auto Sector </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Sen,+J">Jaydip Sen</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Chaudhuri,+T+D">Tamal Datta Chaudhuri</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 14 pages, 2 figures, 4 tables. The paper is published in the Proceedings of the 2nd National Conference on Advances in Business Research and Management Practices (ABRMP'2016), January 8-9, 2016, Kolkata, INDIA </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span>; Other Computer Science (cs.OH) </div> </div> </dd> <dt> <a name='item27'>[27]</a> <a href ="/abs/1601.02677" title="Abstract" id="1601.02677"> arXiv:1601.02677 </a> [<a href="/pdf/1601.02677" title="Download PDF" id="pdf-1601.02677" aria-labelledby="pdf-1601.02677">pdf</a>, <a href="/format/1601.02677" title="Other formats" id="oth-1601.02677" aria-labelledby="oth-1601.02677">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Dependence of technological improvement on artifact interactions </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Basnet,+S">Subarna Basnet</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Magee,+C+L">Christopher L. Magee</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> Main manuscript: 18 pages including, 5 figures; supplemental information: 30 pages, 1 figure </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='item28'>[28]</a> <a href ="/abs/1601.03015" title="Abstract" id="1601.03015"> arXiv:1601.03015 </a> [<a href="/pdf/1601.03015" title="Download PDF" id="pdf-1601.03015" aria-labelledby="pdf-1601.03015">pdf</a>, <a href="/format/1601.03015" title="Other formats" id="oth-1601.03015" aria-labelledby="oth-1601.03015">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Credit risk: Taking fluctuating asset correlations into account </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Schmitt,+T+A">Thilo A. Schmitt</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Sch%C3%A4fer,+R">Rudi Sch盲fer</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Guhr,+T">Thomas Guhr</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> appears in Journal of Credit Risk, Volume 11, Number 3, 2015 </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/1601.03171" title="Abstract" id="1601.03171"> arXiv:1601.03171 </a> [<a href="/pdf/1601.03171" title="Download PDF" id="pdf-1601.03171" aria-labelledby="pdf-1601.03171">pdf</a>, <a href="/format/1601.03171" title="Other formats" id="oth-1601.03171" aria-labelledby="oth-1601.03171">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> On a law of large numbers for insurance risks </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Nakano,+Y">Yumiharu Nakano</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 5 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='item30'>[30]</a> <a href ="/abs/1601.03380" title="Abstract" id="1601.03380"> arXiv:1601.03380 </a> [<a href="/pdf/1601.03380" title="Download PDF" id="pdf-1601.03380" aria-labelledby="pdf-1601.03380">pdf</a>, <a href="/format/1601.03380" title="Other formats" id="oth-1601.03380" aria-labelledby="oth-1601.03380">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Quantile hedging on markets with proportional transaction costs </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Barski,+M">Micha艂 Barski</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 15 pages </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Applicationes Mathematicae, 2003, 30, 193-208 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Mathematical Finance (q-fin.MF)</span>; Optimization and Control (math.OC) </div> </div> </dd> <dt> <a name='item31'>[31]</a> <a href ="/abs/1601.03388" title="Abstract" id="1601.03388"> arXiv:1601.03388 </a> [<a href="/pdf/1601.03388" title="Download PDF" id="pdf-1601.03388" aria-labelledby="pdf-1601.03388">pdf</a>, <a href="/format/1601.03388" title="Other formats" id="oth-1601.03388" aria-labelledby="oth-1601.03388">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Large losses - probability minimizing approach </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Barski,+M">Micha艂 Barski</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 13 pages </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Applicationes Mathematicae, 2004, 31, 243-257 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Mathematical Finance (q-fin.MF)</span>; Optimization and Control (math.OC) </div> </div> </dd> <dt> <a name='item32'>[32]</a> <a href ="/abs/1601.03435" title="Abstract" id="1601.03435"> arXiv:1601.03435 </a> [<a href="/pdf/1601.03435" title="Download PDF" id="pdf-1601.03435" aria-labelledby="pdf-1601.03435">pdf</a>, <a href="/format/1601.03435" title="Other formats" id="oth-1601.03435" aria-labelledby="oth-1601.03435">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Asymptotic Analysis for Optimal Dividends in a Dual Risk Model </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Fahim,+A">Arash Fahim</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> 31 pages </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Stochastic Models 2022, Volume 38, Issue 4, 605-637 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Risk Management (q-fin.RM)</span>; Portfolio Management (q-fin.PM) </div> </div> </dd> <dt> <a name='item33'>[33]</a> <a href ="/abs/1601.03562" title="Abstract" id="1601.03562"> arXiv:1601.03562 </a> [<a href="/pdf/1601.03562" title="Download PDF" id="pdf-1601.03562" aria-labelledby="pdf-1601.03562">pdf</a>, <a href="/format/1601.03562" title="Other formats" id="oth-1601.03562" aria-labelledby="oth-1601.03562">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Convex duality for stochastic differential utility </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Matoussi,+A">Anis Matoussi</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Xing,+H">Hao Xing</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 22 pages, 1 figure </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Mathematical Finance (q-fin.MF)</span>; Optimization and Control (math.OC); Probability (math.PR); Portfolio Management (q-fin.PM) </div> </div> </dd> <dt> <a name='item34'>[34]</a> <a href ="/abs/1601.04028" title="Abstract" id="1601.04028"> arXiv:1601.04028 </a> [<a href="/pdf/1601.04028" title="Download PDF" id="pdf-1601.04028" aria-labelledby="pdf-1601.04028">pdf</a>, <a href="/format/1601.04028" title="Other formats" id="oth-1601.04028" aria-labelledby="oth-1601.04028">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Do Mature Economies Grow Exponentially? </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Lange,+S">Steffen Lange</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=P%C3%BCtz,+P">Peter P眉tz</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Kopp,+T">Thomas Kopp</a></div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Ecolocigal Economics 147 (2018) 123-133 </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='item35'>[35]</a> <a href ="/abs/1601.04043" title="Abstract" id="1601.04043"> arXiv:1601.04043 </a> [<a href="/pdf/1601.04043" title="Download PDF" id="pdf-1601.04043" aria-labelledby="pdf-1601.04043">pdf</a>, <a href="/format/1601.04043" title="Other formats" id="oth-1601.04043" aria-labelledby="oth-1601.04043">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Fighting Uncertainty with Uncertainty: A Baby Step </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Kashyap,+R">Ravi Kashyap</a></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='item36'>[36]</a> <a href ="/abs/1601.04093" title="Abstract" id="1601.04093"> arXiv:1601.04093 </a> [<a href="/pdf/1601.04093" title="Download PDF" id="pdf-1601.04093" aria-labelledby="pdf-1601.04093">pdf</a>, <a href="/format/1601.04093" title="Other formats" id="oth-1601.04093" aria-labelledby="oth-1601.04093">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> A Statistical Model of Inequality </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Fernholz,+R+T">Ricardo T. Fernholz</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 46 pages, 9 tables, 8 figures </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='item37'>[37]</a> <a href ="/abs/1601.04188" title="Abstract" id="1601.04188"> arXiv:1601.04188 </a> [<a href="/pdf/1601.04188" title="Download PDF" id="pdf-1601.04188" aria-labelledby="pdf-1601.04188">pdf</a>, <a href="/format/1601.04188" title="Other formats" id="oth-1601.04188" aria-labelledby="oth-1601.04188">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> A comparison among some Hurst exponent approaches to predict nascent bubbles in $500$ company stocks </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Fern%C3%A1ndez-Mart%C3%ADnez,+M">M. Fern谩ndez-Mart铆nez</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=S%C3%A1nchez-Granero,+M">M.A S谩nchez-Granero</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Torrecillas,+M+J+M">Mar铆a Jos茅 Mu帽oz Torrecillas</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=McKelvey,+B">Bill McKelvey</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 18 pages </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span>; Dynamical Systems (math.DS) </div> </div> </dd> <dt> <a name='item38'>[38]</a> <a href ="/abs/1601.04210" title="Abstract" id="1601.04210"> arXiv:1601.04210 </a> [<a href="/pdf/1601.04210" title="Download PDF" id="pdf-1601.04210" aria-labelledby="pdf-1601.04210">pdf</a>, <a href="/format/1601.04210" title="Other formats" id="oth-1601.04210" aria-labelledby="oth-1601.04210">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Speculative Futures Trading under Mean Reversion </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Leung,+T">Tim Leung</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Li,+J">Jiao Li</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Li,+X">Xin Li</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Wang,+Z">Zheng Wang</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 22 pages,13 figures </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='item39'>[39]</a> <a href ="/abs/1601.04341" title="Abstract" id="1601.04341"> arXiv:1601.04341 </a> [<a href="/pdf/1601.04341" title="Download PDF" id="pdf-1601.04341" aria-labelledby="pdf-1601.04341">pdf</a>, <a href="/format/1601.04341" title="Other formats" id="oth-1601.04341" aria-labelledby="oth-1601.04341">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Negative oil price bubble is likely to burst in March - May 2016. A forecast on the basis of the law of log-periodical dynamics </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Fomin,+A">Alexey Fomin</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Korotayev,+A">Andrey Korotayev</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Zinkina,+J">Julia Zinkina</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 14 pages, 15 figures </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span>; General Finance (q-fin.GN) </div> </div> </dd> <dt> <a name='item40'>[40]</a> <a href ="/abs/1601.04351" title="Abstract" id="1601.04351"> arXiv:1601.04351 </a> [<a href="/pdf/1601.04351" title="Download PDF" id="pdf-1601.04351" aria-labelledby="pdf-1601.04351">pdf</a>, <a href="/format/1601.04351" title="Other formats" id="oth-1601.04351" aria-labelledby="oth-1601.04351">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> On bivariate lifetime modelling in life insurance applications </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Dufresne,+F">Fran莽ois Dufresne</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Hashorva,+E">Enkelejd Hashorva</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Ratovomirija,+G">Gildas Ratovomirija</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Toukourou,+Y">Youssouf Toukourou</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 22 pages, 3 figures </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Risk Management (q-fin.RM)</span>; Applications (stat.AP) </div> </div> </dd> <dt> <a name='item41'>[41]</a> <a href ="/abs/1601.04478" title="Abstract" id="1601.04478"> arXiv:1601.04478 </a> [<a href="/pdf/1601.04478" title="Download PDF" id="pdf-1601.04478" aria-labelledby="pdf-1601.04478">pdf</a>, <a href="/format/1601.04478" title="Other formats" id="oth-1601.04478" aria-labelledby="oth-1601.04478">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> The Excess Returns of "Quality" Stocks: A Behavioral Anomaly </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Bouchaud,+J">Jean-Philippe Bouchaud</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Ciliberti,+S">Stefano Ciliberti</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Landier,+A">Augustin Landier</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Simon,+G">Guillaume Simon</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Thesmar,+D">David Thesmar</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 11 pages, 1 figure, 2 tables </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Portfolio Management (q-fin.PM)</span>; General Finance (q-fin.GN) </div> </div> </dd> <dt> <a name='item42'>[42]</a> <a href ="/abs/1601.04535" title="Abstract" id="1601.04535"> arXiv:1601.04535 </a> [<a href="/pdf/1601.04535" title="Download PDF" id="pdf-1601.04535" aria-labelledby="pdf-1601.04535">pdf</a>, <a href="/format/1601.04535" title="Other formats" id="oth-1601.04535" aria-labelledby="oth-1601.04535">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> A nonlinear impact: evidences of causal effects of social media on market prices </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Souza,+T+T+P">Th谩rsis T. P. Souza</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Aste,+T">Tomaso Aste</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 17 pages, 4 figures </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span>; Computers and Society (cs.CY); Data Analysis, Statistics and Probability (physics.data-an); Computational Finance (q-fin.CP) </div> </div> </dd> <dt> <a name='item43'>[43]</a> <a href ="/abs/1601.04557" title="Abstract" id="1601.04557"> arXiv:1601.04557 </a> [<a href="/pdf/1601.04557" title="Download PDF" id="pdf-1601.04557" aria-labelledby="pdf-1601.04557">pdf</a>, <a href="/format/1601.04557" title="Other formats" id="oth-1601.04557" aria-labelledby="oth-1601.04557">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Crunching Mortality and Life Insurance Portfolios with extended CreditRisk+ </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Hirz,+J">Jonas Hirz</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Schmock,+U">Uwe Schmock</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Shevchenko,+P+V">Pavel V. Shevchenko</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 18 pages, 7 figures, 3 tables. arXiv admin note: text overlap with <a href="https://arxiv.org/abs/1505.04757" data-arxiv-id="1505.04757" class="link-https">arXiv:1505.04757</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='item44'>[44]</a> <a href ="/abs/1601.04686" title="Abstract" id="1601.04686"> arXiv:1601.04686 </a> [<a href="/pdf/1601.04686" title="Download PDF" id="pdf-1601.04686" aria-labelledby="pdf-1601.04686">pdf</a>, <a href="/format/1601.04686" title="Other formats" id="oth-1601.04686" aria-labelledby="oth-1601.04686">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Unified Growth Theory Contradicted by the Absence of Takeoffs in the Gross Domestic Product </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Nielsen,+R+W">Ron W Nielsen</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 15 pages, 7 figures, 4320 words. One figure corrected. Conclusions remain unchanged. arXiv admin note: substantial text overlap with <a href="https://arxiv.org/abs/1509.06612" data-arxiv-id="1509.06612" class="link-https">arXiv:1509.06612</a>, <a href="https://arxiv.org/abs/1601.07291" data-arxiv-id="1601.07291" class="link-https">arXiv:1601.07291</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='item45'>[45]</a> <a href ="/abs/1601.04949" title="Abstract" id="1601.04949"> arXiv:1601.04949 </a> [<a href="/pdf/1601.04949" title="Download PDF" id="pdf-1601.04949" aria-labelledby="pdf-1601.04949">pdf</a>, <a href="/format/1601.04949" title="Other formats" id="oth-1601.04949" aria-labelledby="oth-1601.04949">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> General Equilibrium and Recession Phenomenon </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Gonchar,+N+S">Nicholas S. Gonchar</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Kozyrski,+W+H">Wolodymyr H. Kozyrski</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Zhokhin,+A+S">Anatol S. Zhokhin</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span>; Trading and Market Microstructure (q-fin.TR) </div> </div> </dd> <dt> <a name='item46'>[46]</a> <a href ="/abs/1601.05012" title="Abstract" id="1601.05012"> arXiv:1601.05012 </a> [<a href="/pdf/1601.05012" title="Download PDF" id="pdf-1601.05012" aria-labelledby="pdf-1601.05012">pdf</a>, <a href="/format/1601.05012" title="Other formats" id="oth-1601.05012" aria-labelledby="oth-1601.05012">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> A Simple Measure of Economic Complexity </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Inoua,+S">Sabiou Inoua</a></div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Volume 52, Issue 7, September 2023, 104793 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span>; General Economics (econ.GN) </div> </div> </dd> <dt> <a name='item47'>[47]</a> <a href ="/abs/1601.05081" title="Abstract" id="1601.05081"> arXiv:1601.05081 </a> [<a href="/pdf/1601.05081" title="Download PDF" id="pdf-1601.05081" aria-labelledby="pdf-1601.05081">pdf</a>, <a href="/format/1601.05081" title="Other formats" id="oth-1601.05081" aria-labelledby="oth-1601.05081">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Econo- and socio- physics based remarks on the economical growth of the World </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Angelika,+R+A">Rzoska Agata Angelika</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 16 pages, 4 figures </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Finance (q-fin.GN)</span>; Popular Physics (physics.pop-ph) </div> </div> </dd> <dt> <a name='item48'>[48]</a> <a href ="/abs/1601.05199" title="Abstract" id="1601.05199"> arXiv:1601.05199 </a> [<a href="/pdf/1601.05199" title="Download PDF" id="pdf-1601.05199" aria-labelledby="pdf-1601.05199">pdf</a>, <a href="/format/1601.05199" title="Other formats" id="oth-1601.05199" aria-labelledby="oth-1601.05199">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Portfolio Optimisation Under Flexible Dynamic Dependence Modelling </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Bernardi,+M">Mauro Bernardi</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Catania,+L">Leopoldo Catania</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Portfolio Management (q-fin.PM)</span>; Methodology (stat.ME) </div> </div> </dd> <dt> <a name='item49'>[49]</a> <a href ="/abs/1601.05306" title="Abstract" id="1601.05306"> arXiv:1601.05306 </a> [<a href="/pdf/1601.05306" title="Download PDF" id="pdf-1601.05306" aria-labelledby="pdf-1601.05306">pdf</a>, <a href="/format/1601.05306" title="Other formats" id="oth-1601.05306" aria-labelledby="oth-1601.05306">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> On "A General Framework for Pricing Asian Options Under Markov Processes" </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Cui,+Z">Zhenyu Cui</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Lee,+C">Chihoon Lee</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Liu,+Y">Yanchu Liu</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> working paper </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Pricing of Securities (q-fin.PR)</span>; Mathematical Finance (q-fin.MF) </div> </div> </dd> <dt> <a name='item50'>[50]</a> <a href ="/abs/1601.06204" title="Abstract" id="1601.06204"> arXiv:1601.06204 </a> [<a href="/pdf/1601.06204" title="Download PDF" id="pdf-1601.06204" aria-labelledby="pdf-1601.06204">pdf</a>, <a href="/format/1601.06204" title="Other formats" id="oth-1601.06204" aria-labelledby="oth-1601.06204">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> RiskRank: Measuring interconnected risk </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Mezei,+J">J贸zsef Mezei</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Sarlin,+P">Peter Sarlin</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Risk Management (q-fin.RM)</span>; Computational Finance (q-fin.CP); Mathematical Finance (q-fin.MF) </div> </div> </dd> </dl> <div class='paging'>Total of 78 entries : <span>1-50</span> <a href=/list/q-fin/2016-01?skip=50&show=50>51-78</a> </div> <div class='morefewer'>Showing up to 50 entries per page: <a href=/list/q-fin/2016-01?skip=0&show=25 rel="nofollow"> fewer</a> | <span style="color: #454545">more</span> | <a href=/list/q-fin/2016-01?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; 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