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Planimetry of economic states

S.Melnyk, I.Tuluzov, A.Melnyk

posted by Melnyk's pictureMelnyk, 22 March 2017

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How to Forecast an Election

Nassim Nicholas Taleb

posted by matus's picturematus, 21 March 2017

pdf (10 views, 12 download, 0 comments)

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Agnostic Risk Parity: Taming Known and Unknown-Unknowns

Raphael Benichou, Yves Lempérière, Emmanuel Sérié, Julien Kockelkoren, Philip Seager, Jean-...

posted by matus's picturematus, 21 March 2017

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The short-term price impact of trades is universal

Bence Toth, Zoltan Eisler, Jean-Philippe Bouchaud

posted by matus's picturematus, 21 March 2017

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New approaches in agent-based modeling of complex financial systems

T. T. Chen, B. Zheng, Y. Li, X. F. Jiang

posted by matus's picturematus, 21 March 2017

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Centralities of Nodes and Influences of Layers in Large Multiplex Networks

Christoph Rahmede, Jacopo Iacovacci, Alex Arenas, Ginestra Bianconi

posted by matus's picturematus, 21 March 2017

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The Role of Network Analysis in Industrial and Applied Mathematics

Mason A. Porter, Sam D. Howison

posted by matus's picturematus, 21 March 2017

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Network-based Anomaly Detection for Insider Trading

Adarsh Kulkarni, Priya Mani, Carlotta Domeniconi

posted by matus's picturematus, 27 February 2017

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Performance of information criteria used for model selection of Hawkes process models of financial data

J. M. Chen, A. G. Hawkes, E. Scalas, M. Trinh

posted by matus's picturematus, 27 February 2017

pdf ps (47 views, 68 download, 0 comments)

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