Data Mining for Business Analytics: Concepts, Techniques, and Applications in R
Data Mining for Business Analytics: Concepts, Techniques, and Applications in R presents an applied approach to data mining concepts and methods, using R software for illustrationread more...
View ArticleBuilding a Culture of Trust
Neuroscience researcher Paul J. Zak has been studying trust for many years. A recent Inc. column by Marissa Levin summarized some of his key research findings. Zak has discovered that people at...
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The Many Virtues of Simplicity
Photo Credit: Christopher || Maintaining a marriage is simple… if you do it right…read more...
View ArticleSparse Portfolio Selection via the sorted $\ell_{1}$-Norm....
We introduce a financial portfolio optimization framework that allows us to automatically select the relevant assets and estimate their weights by relying on a sorted $\ell_1$-Norm penalization,...
View ArticleFiscal Rules and Discretion under Self-Enforcement -- by Marina Halac, Pierre...
We study a fiscal policy model in which the government is present-biased towards public spending. Society chooses a fiscal rule to trade off the benefit of committing the government to not overspend...
View ArticleLong-Term Care Insurance: Knowledge Barriers, Risk Perception and Adverse...
We conduct a stated-choice experiment where respondents are asked to rate various insurance products aimed to protect against financial risks associated with long-term care needs. Using exogenous...
View ArticleDirected Attention and Nonparametric Learning -- by Ian Dew-Becker, Charles...
We study an ambiguity-averse agent with uncertainty about income dynamics who chooses what aspects of the income process to learn about. The agent chooses to learn most about income dynamics at the...
View ArticleIn Search of a Spatial Equilibrium in the Developing World -- by Douglas...
In most developing countries, there is a large gap in average consumption per capita between urban and rural areas. One appealing interpretation of this gap is that it reflects a spatial equilibrium,...
View ArticleBehavioural Finance, Applied: Centapse and Oxford Risk announce new partnership
Applied Behavioural Finance: Oxford Risk And Centapse Are Excited To Announce A New Partnership - https://t.co/BqGf9eJMUO â Centapse (@Centapse) October 10,â¦
View ArticleFeedback's Impact on Innovation: A Key Tradeoff
Harvard Business School Professor Daniel Gross has a very intriguing new product development research article forthcoming in the Rand Journal of Economics. Gross studied the impact of feedback on...
View ArticleFederal Court Enters More than $2 Million Judgment against Grand Island,...
The Commodity Futures Trading Commission (CFTC) announced that the Honorable Joan B. Gottschall of the U.S. District Court for the Northern District of Illinois entered a Final Judgment and Order...
View ArticleCFTC Finds that Proprietary Trading Firm Arab Global Commodities DMCC Engaged...
The Commodity Futures Trading Commission (CFTC) issued an Order filing and settling charges against Arab Global Commodities DMCC, a proprietary trading firm headquartered in Dubai, with several trading...
View ArticleMarket impact with multi-timescale liquidity. (arXiv:1710.03734v1 [q-fin.TR])
We present an extended version of the recently proposed "LLOB" model for the dynamics of latent liquidity in financial markets. By allowing for finite cancellation and deposition rates within a...
View ArticleA Strategic Investment Framework for Biotechnology Markets via Dynamic Asset...
In this paper, we propose an innovative investment framework incorporating asset allocation and class diversification oriented specifically for the biotechnology industry. With growing interests and...
View ArticleLarge deviations for risk measures in finite mixture models....
Due to their heterogeneity, insurance risks can be properly described as a mixture of different fixed models, where the weights assigned to each model may be estimated empirically from a sample of...
View ArticleLiquidity risk in markets with trading frictions: What can swing pricing...
Open-end mutual funds expose themselves to liquidity risk by granting their investors the right to daily redemptions at the fund's net asset value. We assess how swing pricing can dampen such risks by...
View ArticleIs the price right? Swing pricing and investor redemptions
How effective are available policy tools in managing liquidity risks in the mutual fund industry? We assess one such tool - swing pricing - which allows funds to adjust their settlement price in...
View ArticleIntellectual Property and Innovation Protection: New Practices and New Policy...
This book analyses the various ways in which intellectual property (IP) operates in relation to innovation activity. It reflects on the “classical” issues of the IP system related to the necessity of...
View ArticleCooperation, Coopetition and Innovation
In presenting the concepts and the logical structure of the reasoning offered by game theory and their applications, the book explains the rational process of decision making in the framework of firm...
View ArticlePatents: Prompting or Restricting Innovation?
The patent system is criticized today by some practitioners and economists. In fact, there is a partial disconnection between patent demographics and productivity gains, but also the development of...
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