SSRNs

Economics of Human-AI Ecosystem: Value Bias and Lost Utility in Multi-Dimensional Gaps. (arXiv:1811.06606v1 [cs.AI])

November 19, 2018

Asymptotics for Small Nonlinear Price Impact: a PDE Homogenization Approach to the Multidimensional Case. (arXiv:1811.06650v1 [math.AP])

November 19, 2018

Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices. (arXiv:1811.06766v1 [q-fin.ST])

November 19, 2018

Evolution and structure of technological systems – An innovation output network. (arXiv:1811.06772v1 [econ.GN])

November 19, 2018

Bayesian learning for the Markowitz portfolio selection problem. (arXiv:1811.06893v1 [q-fin.PM])

November 19, 2018

Controlling Shareholder’s Share Pledging and Accounting Manipulations

November 19, 2018

A Stochastic Control Approach to Managed Futures Portfolios

November 19, 2018

Stochastic Algorithmic Differentiation of (Expectations of) Discontinuous Functions (Indicator Functions)

November 19, 2018

Stochastic Automatic Differentiation – AAD for Monte-Carlo Simulations – MVA Approximation Methods (Presentation Slides from the 14th Quant Finance Conference, Nice)

November 19, 2018

Smart Derivative Contracts (Presentation Slides of the 14th Quant Finance Conference)

November 19, 2018