In this newsletter you will see the results of the first Quant content auto-generated from ArXiv, SSRN, RePec, GitHub, Blogs, Podcasts, Seminars, Youtube, LinkedIn, Twitter, and Reddit. Happy clicking!
Eduardo Ramos-Pérez, Pablo J. Alonso-González, José Javier Núñez- (2022-05-15) In general insurance companies, a correct estimation of liabilities plays a key role due to its impact on management and investing decisions. Since the Financial Crisis of 2007-2008 and the strengthen... (22 posts; 10 tweeters)
Yi-Chen Chung Hsien-Ming Chou Chih-Neng Hung and Chihli Hung... This research proposes an integrated framework for the use of textual and economic features to predict the exchange rate of the TWD (Taiwan dollar) against the RMB (Chinese Renminbi). The exchange rat... Advances in Management and Applied Economics 2021 vol. 11 issue 6 8 (0.63 score)
Han-Ching Huang and Chien-Sheng Wen... According to Cremers and Weinbaum  we compute the implied volatility spread by option put-call parity theory. Then we build strategy based on implied volatility spread and compares it with OS 52-we... Advances in Management and Applied Economics 2021 vol. 11 issue 2 3 (0.63 score)
Frank Heilig and Edward J. Lusk... Context The forecasting literature over the last three decades documents that judgmental conditions on the performance of the forecasting model are often used to rationalize the acceptance of the inte... International Business Research 2022 vol. 15 issue 5 63 (0.62 score)
Satish Gajawada and Hassan M. H. Mustafa... The main purpose of writing this article is to unify all the OUT OF THE BOX ideas (under Artificial Intelligence) invented by the corresponding author of this work during the period (2013-2022) under ... Computer and Information Science 2022 vol. 15 issue 2 6 (0.6 score)
Ilya Boykov Vladimir Roudnev Ilya Boykov: Department of High... In this paper we study the stability of solutions to systems of differential equations with discontinuous right-hand sides. We have investigated nonlinear and linear equations. Stability sufficient co... Mathematics 2022 vol. 10 issue 9 1-16 (0.48 score)
University of Portsmouth...Guest Speakers: Mariassunta Giannetti Stockholm School of Economics Sweden & Marcin Kacperczyk Imperial College London UK Co-organizers: University of Portsmouth Business School (UK) & Montpellier Business School (France) Special issues: Financial Markets Institutions & Instruments and Financ (2022-06-06)
Instistute of Mathematis and its Applications...This conference on financial mathematics will be focusing on pressing challenges in finance and insurance produced by climate change demographic developments and the ever-increasing dominance of data and information. Alongside the challenges this three-day conference’s goal will devote time to th (2022-06-08)
Universidad Carlos III de Madrid...Carlos III University will host the conference “ Recent Advances in Asset Pricing and Asset Management .” The conference will feature talks by top internationally renowned Finance academics and will be a unique opportunity for academics policy makers and practitioners to discuss the latest develop (2022-06-10)
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Take a look back at QuantMinds International 2021 with our official photography album, featuring networking, panel discussions, keynote speakers and much more! Check out the full album for an insight into this year’s event on 7-10 November >> https://t.co/tEHDWmUBA9 #QuantMinds https://t.co/rbcJYY1Fn2 - - QuantMinds (3.0; 2022-05-25)
Has anyone used experiment tracking tools from MLOps in the context of trading strategies? You would easily be able to track the number of trials, opening the door for advanced tearsheets that compute the prob of overfitting. Thinking of this idea: https://t.co/x48ApFAluc - - JacquesQuant (2.0; 2022-05-13)
How should banks be handling the IBOR transition? That’s exactly what Suman Datta, Head of portfolio, Quantitative research, Lloyds Bank talked about when he shared from the model risk perspective what his experience is of the IBOR discontinuation. https://t.co/qqbN88cYJE - - QuantMinds (2.0; 2022-05-19)
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