4 papers
Knowledge-Optimising Investment Decisions with Informative Datasets
Sidharth Mallik, Waymond Rodgers
The enormous growth in datasets, both in number and size, has prompted investors to adapt to new ways for assimilating information. Normatively, the approach has been to integrate…
Open Information: A Defining Perspective on Web Datasets for Carbon Pricing
Sidharth Mallik, Anastasios Megaritis, Waymond Rodgers
The impact of web datasets on market prices has suggested the development of new sources of information, such as social media and web portals, indicating the possibility of an emer…
A mean-variance optimized portfolio constructed for investment in a reference security, for an investor with a preference towards an accepted set of securities
Sidharth Mallik
We consider a reference security, understood to be an attractive investment, with the caveat that an investor is not willing to directly invest in the security, for presence of con…
Pricing cryptocurrencies : Modelling the ETHBTC spot-quotient variation as a diffusion process
Sidharth Mallik
This research proposes a model for the intraday variation between the ETHBTC spot and the quotient of ETHUSDT and BTCUSDT traded on Binance. Under conditions of no-arbitrage, perfe…