5 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Academy Of FinanceVN1 paper
- Duke UniversityUS1 paper
- GE Global Research (United States)US1 paper
- General Electric (United States)US1 paper
- Ministry of EconomyMK1 paper
- Monash UniversityAU1 paper
- Pôle Léonard de VinciFR1 paper
- Sapienza University of RomeIT1 paper
- Statistical Research (United States)US1 paper
- University at Albany, State University of New YorkUS1 paper
- University of Business and TechnologySA1 paper
- University of Cape TownZA1 paper
8 papers
Increasing Systemic Resilience to Socioeconomic Challenges: Modeling the Dynamics of Liquidity Flows and Systemic Risks Using Navier-Stokes Equations
Davit Gondauri
Modern economic systems face unprecedented socioeconomic challenges, making systemic resilience and effective liquidity flow management essential. Traditional models such as CAPM,…
FinanceReasoning: Benchmarking Financial Numerical Reasoning More Credible, Comprehensive and Challenging
Zichen Tang, Haihong E, Ziyan Ma +10
We introduce FinanceReasoning, a novel benchmark designed to evaluate the reasoning capabilities of large reasoning models (LRMs) in financial numerical reasoning problems. Compare…
Macroscopic Market Making Games via Multidimensional Decoupling Field
Ivan Guo, Shijia Jin
Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent…
Inside the Mind of Investors During the COVID-19 Pandemic: Evidence from the StockTwits Data
Hasan Fallahgoul
We study the investor beliefs, sentiment and disagreement, about stock market returns during the COVID-19 pandemic using a large number of messages of investors on a social media i…
Evolvement Constrained Adversarial Learning for Video Style Transfer
Wenbo Li, Longyin Wen, Xiao Bian +1
Video style transfer is a useful component for applications such as augmented reality, non-photorealistic rendering, and interactive games. Many existing methods use optical flow t…
Generalized Bayesian Record Linkage and Regression with Exact Error Propagation
Rebecca C. Steorts, Andrea Tancredi, Brunero Liseo
Record linkage (de-duplication or entity resolution) is the process of merging noisy databases to remove duplicate entities. While record linkage removes duplicate entities from su…
A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds
Alessandro Gnoatto, Martino Grasselli, Eckhard Platen
In this paper we show how to hedge a zero coupon bond with a smaller amount of initial capital than required by the classical risk neutral paradigm, whose (trivial) hedging strateg…
Rationality in the Theory of the Firm
Russell K. Standish, Stephen L. Keen
We have previously presented a critique of the standard Marshallian theory of the firm, and developed an alternative formulation that better agreed with the results of simulation.…