Okay, WTF Is Ethereum?
Motherboard's take on #ethereum is the best I've read yet https://t.co/CSYc91U1v1 @motherboard â Jacob Bettany (@j_bettany) June 17, 2017
View Article87th Annual Report, 2016/17
Economic globalisation has contributed to a remarkable increase in living standards and rolling it back would jeopardise these achievements. Policy should focus on addressing adjustment costs. (Chapter...
View ArticlePathwise large deviations for the Rough Bergomi model. (arXiv:1706.05291v1...
We study the small-time behaviour of the rough Bergomi model, introduced by Bayer, Friz and Gatheral (2016), and prove a large deviations principle for a rescaled version of the normalised log stock...
View ArticleAccounting for debt service: the painful legacy of credit booms
When taking on new debt, borrowers commit to a pre-specified path of future debt service. This implies a predictable lag between credit booms and peaks in debt service which, in a panel of household...
View ArticleCresa on Twitter
Markets Are #Irrational | #BehavioralEconomics comic by @xkcdComic http://pic.twitter.com/gBCSgG3RtT â Cresa (@CresaResearch) June 18, 2017
View ArticleRecord levels of green energy in UK create strange new world for generators
As renewables play a greater role in the British market, they are making the price of power increasingly unstablehttps://t.co/24cEj2hVoz â moneyscienceâ¦
View Articlecarl carrie on Twitter
â https://t.co/xKuSIfP2fX â Quant Casual (@huebrent1) June 18, 2017
View ArticleQuantum Computing Is Out To Solve the Unsolvable
Quantum computing is out to solve the unsolvable https://t.co/dU5kxFgJJf via @markets â Michael Berman, PhD (@mickson) June 18, 2017
View ArticleInnovation and American K-12 Education -- by Aaron Chatterji
Economists have long believed education is essential to the acquisition of human capital and contributes to economic growth. However, education researchers, political and business leaders and other...
View ArticleHow Restricted is the Job Mobility of Skilled Temporary Work Visa Holders? --...
Using the National Survey of College Graduates, I investigate the degree to which holders of temporary work visas in the United States are mobile between employers. Holders of temporary work visas...
View ArticleStatement of Acting Chairman Chris Giancarlo regarding the announced...
Statement of Acting Chairman J. Christopher Giancarlo on Commissioner Sharon Y. Bowenâs Departure Announcement
View ArticleComplex Correlation Approach for High Frequency Financial Data....
We propose a novel approach that allows to calculate Hilbert transform based complex correlation for unevenly spaced financial data. This method is especially suitable for high frequency data, which...
View ArticleDeep Learning in (and of) Agent-Based Models: A Prospectus....
A very timely issue for economic agent-based models (ABMs) is their empirical estimation. This paper describes a line of research that could resolve the issue by using machine learning techniques,...
View ArticleA class of dynamical contagion credit risk models and their applications....
In this paper, we establish a class of default risk models with possible dynamical contagion between different obligors. Thereby, we derive explicitly the pricing formulae by set-valued Markov chain...
View ArticleLeadership Practices Inventory 5th Edition: Observer
The LPI: Observer is the 30-item observer assessment associated with the Leadership Practices Inventory (LPI) 5th Edition product suite.read more...
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The evolution of inflation expectations in Japan
We model inflation forecasts as monotonically diverging from an estimated long-run anchor point towards actual inflation as the forecast horizon shortens. Fitting the model with forecaster-level data...
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The Doubling Rule
Picture Credit: Vincent Brown || Einstein never said this, either…read more...
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Uber's bad week: Doomsday Scenario or Business Reset?
Uber just cannot seem to help itself, finding a way to get in the news, and often in ways that leave its image in tatters. You could see this pattern in full display last week, where Travis Kalanick,...
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