robench-2024b
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48 items • Updated
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**A**: Over the past two decades, not only has the study of static risk measures flourished, but also dynamic theories of risk measurement have developed into a thriving and mathematically refined area of research. Dynamic risk measures represent a sophisticated and evolving field within risk management, extending the ... | ACB | BCA | BAC | BAC | Selection 1 |
**A**: This paper described the short-maturity asymptotic analysis of the Asian option having an arbitrary Hölder continuous payoff in the local volatility model**B**: We were mainly interested in the Asian option price and the Asian option delta value**C**: The short-maturity behaviors of the option price and the delt... | ABC | CAB | BAC | BCA | Selection 1 |
**A**: Massimo Tavoni acknowledges financial support from the European Research Council, ERC grant agreement no. 101044703 - project EUNICE. The authors would also like to thank three anonymous reviewers for the insightful comments provided.
**B**: 336155 - project COBHAM ’The role of consumer behaviour and heterogenei... | BAC | BAC | ABC | CBA | Selection 4 |
**A**: Other examples could be found in [59].**B**: There are many situations where the parametrization approach is not applicable.
For example, when the investors do not know precisely what null and sure events are, the quasi-sure approach is appropriate**C**: The parametrization framework is not suitable in such situ... | CBA | CAB | ACB | ACB | Selection 2 |
**A**: For that case and with binary states, Smith and
Sørensen (2000) show that, given any nontrivial preferences, there is learning if and only if beliefs are unbounded**B**: A number of papers on sequential Bayesian social learning only consider the complete observational network: each agent observes all her predece... | CAB | ACB | BAC | CAB | Selection 3 |
**A**: We complement this literature (as well as the statistical literature discussed below) by developing a model that explicitly incorporates the incentives and constraints of the researchers**B**: Wager (2021) for recent contributions**C**: Relative to the decision-theoretic approach, this has two main advantages. F... | ACB | ACB | CAB | BAC | Selection 4 |
**A**: These factors should have been present in Britain but absent in China.**B**: This claim is supported by recent estimates of GDP per capita, as plotted in Figure 1**C**: The figure shows that Britain’s GDP per capita was similar to that of China before 1750, but diverged after that.
To understand why the Industri... | ABC | CAB | ACB | ACB | Selection 2 |
**A**: We distill the responses down to three key attributes using a principal components analysis, representing trust, overall reciprocity, and positive reciprocity**B**: Incorporating these heterogeneous characteristics into our estimations, we observe clear and intuitive effects of heterogeneity on behavior. In the ... | CBA | BCA | CBA | CBA | Selection 2 |
**A**: Roughly speaking, time consistency refers to the property that smaller scores in future epochs guarantee a smaller score in the current epoch. We refer to [11] for a survey on various definitions of time consistency**B**:
One popular criterion is based on convex risk measures [4, 27, 37]. A naïve combination of... | BCA | BCA | BAC | ABC | Selection 3 |
**A**: This problem is referred to as random yield in the literature**B**: Existing supply-uncertainty literature assumes that retailers know their suppliers’ true supply distributions (see e.g. Yano and Lee,, 1995; Grasman et al.,, 2007; Tomlin,, 2009). Noori and Keller, (1986) were among the first to address problems... | BAC | BCA | CAB | ABC | Selection 2 |
**A**: To test our hypothesis, we estimate the relationship between external debt and the index of policies and institutions for environmental sustainability developed by the World Bank**B**: Descriptive statistics can be found in the Appendix A. This new dataset starts in 2005 and has a lower country coverage (52 coun... | CBA | CAB | ACB | BAC | Selection 3 |
**A**: Then in Section 3, we study this test from a numerical point of view. We start by studying its power using synthetic data in settings that are realistic in view of insurance applications and then, we apply it to real historical data. We also discuss several challenges related to the numerical implementation of t... | CBA | CAB | CBA | BCA | Selection 2 |
**A**: The split of the population between one closely following the anchor and another biased by it but keeping close to realistic wage values is quite different in Prolific Workers, where the split is 62%/28%, than it is in GPT-3, where it is 1%/99% for the anchor value $100 (Fig. 2). This phenomenon deserves further... | ACB | BCA | CBA | ACB | Selection 3 |
**A**: A transaction initiated by an EOA may be accompanied by multiple sub-transactions related to the smart contract at the same time, as shown in transaction ❺**B**:
Notably, the process of contract call is accompanied by the flow of Ether**C**: During graph modeling, for complex interaction scenarios, we consider ... | CBA | ABC | CBA | BAC | Selection 4 |
**A**: So, the only change is in the uncertainty about FDA’s decision, and the approval announcement resolves such uncertainty.**B**:
By equating the change in the firm’s market value to the change in the market value of the drug, we can identify the value of a drug at approval**C**: In our context, it is reasonable t... | CAB | CBA | BAC | BCA | Selection 1 |
**A**: i𝑖iitalic_i votes at all q′(i)>q(i)superscript𝑞′𝑖𝑞𝑖q^{\prime}(i)>q(i)italic_q start_POSTSUPERSCRIPT ′ end_POSTSUPERSCRIPT ( italic_i ) > italic_q ( italic_i ))**B**: As we document in the Appendix,
individual behavior in the experiment is mostly monotonic**C**: There is | CAB | ABC | CBA | CAB | Selection 2 |
**A**: We numerically demonstrated the applicability of our algorithm in this low-dimensional setting. Moreover, we have discussed the scalability of our algorithm by explaining how one could extend our code for the general d𝑑ditalic_d-dimensional setting.**B**: The OptionPricing class within this package enables the ... | CBA | ACB | BCA | ABC | Selection 1 |
**A**: Similarly, Figure 1-(c) plots the Consumer Price Index for Urban Wage Earners and Clerical Workers (CPI-W) from 1984 to 2023, and Figure 1-(d) plots the total cost of U.S. undergraduate students over time from 1963 to 2021, which both exhibit the same increasing trend in the long run.
**B**: Figure 1-(a) illustr... | CBA | CAB | ABC | BCA | Selection 1 |
**A**: Considering the systematic importance of individual firms can substantially mitigate negative economic side effects of decarbonization strategies**B**: Simultaneously considering systemic relevance and CO2 emissions could lead to new decarbonization policies, such as a supply-chain sensitive CO2 tax. Similar ide... | CBA | BAC | BCA | CAB | Selection 3 |
**A**: However, this would require formulating a set of separate subproblems for each of the GenCos at the lower level which would further increase the computational burden. An alternative avenue for future research could involve the integration of storage batteries into the grid. This would potentially alleviate the i... | BCA | CAB | ACB | ABC | Selection 1 |
**A**: If M=L=γNβ𝑀𝐿𝛾superscript𝑁𝛽M=L=\gamma N^{\beta}italic_M = italic_L = italic_γ italic_N start_POSTSUPERSCRIPT italic_β end_POSTSUPERSCRIPT it holds that**B**: (i) Assume density f𝑓fitalic_f satisfies Assumption A1**C**: Let β∈(0,JJ+3)𝛽0𝐽𝐽3\beta\in\left(0,\frac{J}{J+3}\right)italic_β ∈ ( 0 , divide start_... | BCA | BCA | CBA | CAB | Selection 4 |
**A**: Additionally, so-called market impact games, in which a finite number of large traders aims to minimize their liquidation/execution cost, have for example been considered by [40, 42, 37, 23]. Moreover, [14] considers two agents who interact strategically through their linear impact on the return of the risk free... | BCA | BAC | BCA | ACB | Selection 2 |
**A**: We show that trade data can be used to approximate the flow of mineral resources in a meaningful way when combined with other data sources. Our flow analysis provides a useful foundation for the analysis of global P flows in terms of phosphate rock, fertilizers and related goods before biomass production**B**: W... | ACB | BCA | BAC | BCA | Selection 1 |
**A**: When comparing the empirical densities of original and net trailing returns on S&P 500 and S&P/ASX 200 indices, we can observe that the net returns are more tightly distributed and exhibit a smaller variance**B**: It is common in the economic literature to assume that investors are risk-averse and pay more atten... | ABC | ACB | BAC | BCA | Selection 2 |
**A**:
Table 1: Summary statistics of our main variables, 2010, balanced panel. Individuals who experienced a harsh default before or in the same year as a soft default in the sample period (i.e**B**: Similarly, the top 1% of total credit limit, total balance on revolving trades and total revolving limit have been tri... | BCA | CAB | CBA | ACB | Selection 4 |
**A**: Indeed, if we have a look at the time series data again, then we see that in times of crises, at some points the price level jumps drastically followed by weaker fluctuations around the new price level. This could be an indicator of changing regimes.
**B**: Since this is the first study that tests factor models ... | BAC | CBA | CAB | BAC | Selection 3 |
**A**: Some RR methods resample all historical data (e.g., 500 million samples) into a new training set that shares a similar distribution with future data (Li et al., 2022). However, such a coarse-grained adaptation fails in IL where incremental data is of limited size (e.g., one thousand samples) and contains deficie... | ABC | CBA | BCA | CAB | Selection 2 |
**A**: Conversely, in Appendix C Table C.3 conveys analogous information, drawing from Twitter posts. The panels include the percentage of posts that expressed happiness, sadness, hate, surprise, and fear related to each IPO, as well as the total number of posts and users. I used EmTract to extract emotions from my dat... | BAC | ACB | BAC | CAB | Selection 4 |
**A**: These techniques allow exact sampling of subsequent d𝑑ditalic_d-DPP samples in O(poly(d))𝑂poly𝑑O(\text{poly}(d))italic_O ( poly ( italic_d ) ), independent of the size of the full basis set n𝑛nitalic_n. Many of these algorithms are implemented in the open-source DPPy library[33], which we used in the exper... | ACB | CAB | CBA | BCA | Selection 2 |
**A**:
The key to understanding the results of fits in Sec**B**: 4 is the analysis of the structure of RV used by the markets – a square root of realized variance (1)**C**: At its core is the average of the consecutive daily realized variances (2). Distribution of daily realized variance can be modeled using a duo of ... | ACB | ABC | ACB | ACB | Selection 2 |
**A**:
Also, two strong bidders with value 2 participate with i.i.d**B**: probability of 0.5**C**: Consider soft-floors from 0 (which corresponds to a simple second-price auction) to 2 (effectively, a first-price auction with a reserve of 2). For each parameter value, we run 500,000 simulation periods and compute aver... | CBA | ABC | BAC | BCA | Selection 2 |
**A**: . The subjects were primarily Lancaster University undergraduates (82.2%) from various disciplines, mainly Business and Economics (60%), Social Sciences (23%) and Science and Medicine (17%)101010A potential criticism could be that using a student subject pool could corroborate the results since students tend to ... | CBA | BCA | ACB | BAC | Selection 2 |
**A**: The goal is to optimize the coin parameters of a multi-SSQW to achieve the targeted distribution of the position space, and then we only compute the position space**B**: The coin space of a multi-SSQW that performs a controlled motion of a walker on the position space is similar to the ancilla qubit taking a con... | CBA | BAC | BCA | CAB | Selection 2 |
**A**: Thus, delegating to experts may encourage the investor to take on greater risk.777The importance
of trust is echoed by Germann et al. (2022) who provide experimental evidence that the higher the level of trust in a given advisor is, the more risk clients ask this advisor to take.**B**: Finally, according to the ... | CBA | BAC | CBA | CAB | Selection 4 |
**A**:
It is well-known that the existence of a period three cycle implies that of a Li-Yorke chaos (by the famous Li-Yorke theorem [Li and Yorke, 1975, Thm. 1]), and this argument has been used a lot in economic literature, see [Benhabib and Day, 1980], [Benhabib and Day, 1982], [Day and Shafer, 1985], [Nishimura and... | CAB | BAC | ABC | ACB | Selection 4 |
**A**: While the factors required to minimize price-impact are well understood, this is not the case for slippage**B**: Second, slippage attracts the most adversarial attention. Thus, for any given swap, slippage arguably matters the most to execution quality.
**C**: In contrast, price-impact and slippage directly affe... | CAB | BCA | ABC | BAC | Selection 2 |
**A**: By comparing the VASPs cryptoasset holdings to balance sheet data, we show that the major issues are related to the different management of cryptoasset wallets in different DLTs, the lack of wallet addresses attribution data for VASPs, and the absence of breakdowns by cryptoasset types in balance sheets.
**B**: ... | BAC | BCA | BCA | CAB | Selection 4 |
**A**:
see, e.g., [14]**B**: However, we will see that such a polyhedral approximation (7) will be a first step to reach our goal.**C**: This is not sufficient for our purposes as we need on one hand not weakly, but Pareto optimal points, and on the other hand, we need the set of all Pareto optimal points (or ϵitalic-... | BCA | BCA | BCA | ACB | Selection 4 |
**A**: This data is extracted from the ENTSO-E Transparency Platform and Gestore Mercati Energetici (GME) and are available hourly until 31st December 2022. We decided to average hourly data into daily data to avoid additional intra-day noise and follow literature practices [29]**B**: This granularity choice will equal... | CAB | CBA | BCA | ACB | Selection 3 |
**A**: Although we could not reconcile the changes in open interest with trading volume, the frequency and magnitude of the discrepancies is such that it leaves room for some relatively more benign explanation (see Section 5)**B**: The last group of exchanges is formed by Kraken and HTX, who have the lowest number of d... | BAC | ACB | BAC | BCA | Selection 4 |
**A**:
The classical Yard-Sale Model with redistribution also has a Gaussian tail**B**: Hence, for both w≪1much-less-than𝑤1w\ll 1italic_w ≪ 1 and w≫1much-greater-than𝑤1w\gg 1italic_w ≫ 1, the redistributive versions of the modified and classical Yard-Sale Model have the same characteristic shapes**C**: Since the lat... | BCA | ABC | BCA | BAC | Selection 2 |
**A**: Prior to this, there are two potential challenges in high-dimensional scenarios**B**:
Inspired by a version of Regression Monte Carlo Methods, proposed by [10], which applied GPR to estimate the continuation value within the Longstaff-Schwartz algorithm in low-dimensional cases, we aim to extend the application... | ACB | BAC | ACB | ACB | Selection 2 |
**A**:
Osband’s principle can be used to create new MK divergences**B**: Indeed any strictly monotonic transformation of an elicitable risk functional leads to a new MK divergence, where the optimal coupling follows from Proposition 3.17**C**: Here, we give an example of the reciprocate of risk functionals. | ABC | BAC | ACB | ACB | Selection 1 |
**A**: There are many important problems in mathematical finance and economics incurring time-inconsistency, for example, the mean-variance selection problem and the investment-consumption problem with non-exponential discounting. The main approaches to handle time-inconsistency are to search for, instead of optimal st... | ABC | CBA | ACB | CAB | Selection 3 |
**A**: By unbundling the PBS auction as outlined, the HFT builders specialized in non-atomic arbitrage would still dominate the top-of-block opportunities in times of high volatility, but would minder the effects on the rest of the block body. While we believe that this would be a step in the right direction, some prob... | ABC | CAB | BAC | ACB | Selection 3 |
**A**: Validating the aforementioned observations, prominent players in the financial sector, including JPMorgan and Bloomberg, have recently launched AI-powered initiatives. Announcements of an AI-enable advisory platform CNBC (2023) and the release of a finance-centric LLM Wu et al**B**: (2023) from these entities, r... | ABC | BCA | BAC | ACB | Selection 1 |
**A**: The second main feature, switches between different regimes, is implemented by a form of concatenation of stochastic processes**B**: We define a family of randomised processes with different coefficients, labelling each one as a component process**C**: Then, a composition rule is defined from which a composite p... | ABC | CAB | ACB | ACB | Selection 1 |
**A**: In this way we are able to adjust SOFR futures prices not only for the inherent convexity, as was done by Mercurio [2018], but also for the interest rate skew and smile observed in options markets**B**:
The intention of the present work is to model SOFR rates instead through the recent Hull-White model extensio... | CBA | CAB | BAC | ABC | Selection 3 |
**A**: Finally, experts choose for each consumer whether they want to implement the HQT or the LQT, and proceed to a summary screen that shows how many consumers approached them and how much money they made that round. Consumers first decide whether they want to leave the market, or choose one of the three experts. Con... | ABC | ABC | CAB | BAC | Selection 3 |
**A**:
Figure 5: Hybrid Model**B**: In this diagram, diamonds represent on-chain smart contracts, rectangles represent off-chain databases, and ellipses represent off-chain servers**C**: We use blue background to indicate elements differentiating Hybrid Model from the CEX Model. | BAC | ACB | ABC | CBA | Selection 3 |
**A**: In the USS simulations of 2018, the funding ratio is measured every year as assets divided by SfS liabilities**B**: SfS liabilities are calculated from remaining cashflows of promised benefits using a SfS discount rate**C**: So the paths of the simulation fail the 90% funding ratio condition in a given year if t... | BAC | ABC | BAC | CBA | Selection 2 |
**A**: The out-of-sample results for the simulated portfolios in Section 4 already illustrated the superior performance of our NN GA compared to the analytic methods.
The out-of-sample results based on real portfolio data in this subsection document that our NN GA is also highly accurate in real data applications, i.e*... | CAB | CBA | CAB | ACB | Selection 4 |
**A**: This approach optimises the interaction with subsequent LLM-based analysis stages, ensuring that the questions remain within acceptable limits for processing and analysis**B**: This efficiency is crucial for maintaining the system’s performance, scalability and responsiveness.
**C**: Efficiency: By grouping simi... | BAC | CBA | BAC | BCA | Selection 4 |
**A**: The continual training group has the smallest variation in the inventory, while the untrained group has the largest variation. We further separate the MM’s PnL into profit from spread and profit from holding inventory**B**: To assess realistic behavior, the MM agents should control their inventory and rely on th... | CAB | BAC | ACB | CBA | Selection 2 |
**A**: Our methodology includes using two main types of inputs: the attributes from the Multiple Listing Service (MLS) and the images themselves**B**: We specifically investigate the performance of neural networks and OLS, both in isolation and in combination**C**: For image processing, we employ encoders to categorize... | ABC | BAC | BCA | ABC | Selection 2 |
**A**: The general form of an ARIMA model is ARIMA(p,d,q), where ’p’ is the number of AR terms, ’d’ is the degree of differencing, and ’q’ is the number of MA terms.**B**:
ARIMA models, known for their flexibility in handling various time series patterns, were individually tailored for each sector**C**: The model sele... | ABC | ABC | CAB | BCA | Selection 3 |
**A**: The generalizations concern marginal distributions (Proposition 1), dependence structures (Proposition 2), a tail risk model (Proposition 3), a classic insurance model (Proposition 4), and bounded super-Pareto losses (Theorem 2)**B**:
We provide several generalizations of the inequality that the diversification... | BCA | ACB | CBA | BAC | Selection 4 |
**A**: Deep Learning application have also shown clear improvement and proved their ability to provide consistently reliable sentiment to a complex text (Zhang et al., 2018).
**B**: Likewise, SentiWordNet 3.0, provides an enhanced lexical resource for sentiment analysis, showing about 20% accuracy improvement over its ... | CBA | BCA | BAC | CAB | Selection 4 |
**A**: The input features that are used in the dataset are net profit, total liabilities, working capital, current assets, retained earning, EBIT, book value of equity etc. (see (Tomczak, 2016) for details). The dataset contains the observations of five years, during 2007-2013 among which 7027 instances are given in th... | CBA | CAB | CAB | BAC | Selection 1 |
**A**: Furthermore, it is essential to ensure that these feature maps cannot be easily replicated by classical devices, lest the quantum device’s unique advantage be nullified [6]. Under widely-believed computational complexity assumptions, Instantaneous Quantum Polynomial (IQP) embedding have been used as go-to quantu... | CBA | ACB | CBA | CAB | Selection 2 |
**A**: Numeric values in nodes represent distinct Signature Group node features**B**:
Figure 4: Examples of building blocks with shared common subgraphs highlighted in red**C**: Building blocks of same protocols, while differing in financial functionalities, can either contain the entire subgraph of another (left) or ... | CAB | ABC | BAC | CAB | Selection 3 |
**A**: In this phase, we focus on a task that involves predicting connections between nodes. We posit that if a node u𝑢uitalic_u is connected to node i𝑖iitalic_i at time t𝑡titalic_t, this scenario constitutes a positive pair**B**: Conversely, a negative pair is formed by randomly sampling a node from the entire set ... | BCA | CBA | ABC | ACB | Selection 3 |
**A**: In this environment, employers have little ability to offer firms-specific incentives to retain workers (Kryscynski et al., 2021). Second, the job is carried out remotely. While remote work, or work-from-anywhere policies have become important post-Covid, providing valuable amenities to workers and productivity ... | ABC | CBA | CAB | BAC | Selection 3 |
**A**:
There are, of course, many other potential approaches that we did not include in our experiments. In particular, the Planar Maximal Filtering Graph (PMFG) has been advocated in the previous literature [18]**B**: For this reason, we have tested it. We have found that it is an extremely slow preprocessing step, a... | BAC | BAC | CBA | ABC | Selection 4 |
**A**: Furthermore, Table 13 shows the precision and recall of the svc classifier by class**B**: Note that all metrics exceeded 80% as pursued, a level that, compared to other Machine Learning financial applications in the literature (Zhu et al., 2017; Atkins et al., 2018; Zhu et al., 2019; Dridi et al., 2019; De Arrib... | CAB | BCA | BAC | CAB | Selection 2 |
**A**: We then detect dependencies between these key terms. Next, we replace all references to stock markets, assets, asset abbreviations and currencies with the tags stock, ticker, ticker_abr and currency, respectively. Using the same lexica, we also replace financial terms and abbreviations with the tag fin_abr.**B**... | ACB | ACB | ABC | CBA | Selection 4 |
**A**: It employs maximum likelihood estimation for parameter estimation and provides a stronger statistical foundation compared to LSA. Additionally, PLSA excels in handling polysemous words by establishing a latent semantic space and demonstrates better results in dealing with domain-specific synonyms.**B**:
To addr... | BAC | ABC | BAC | CAB | Selection 4 |
**A**: Peña et al**B**: [19] studed the problem of computing the upper and lower bounds on basket and spread option prices when the prices of other basket and spread option prices are known.**C**: [21] developed a linear programming-based approach for the problem of computing the upper price bound of a basket option gi... | CBA | BCA | ACB | CAB | Selection 3 |
**A**:
The resulting portfolio compositions for the discrete and rounded continuous cases are shown in Fig. 3, both in terms of the number of stocks bought per ISIN and the invested budget per ISIN**B**: We observe that the respective portfolio compositions are strikingly different**C**: The rounded continuous approac... | ACB | CBA | CBA | ABC | Selection 4 |
**A**: Figure 1 illustrates how karma works out to the benefit of everyone at hand of an example involving three intersection encounters. Let’s start with the encounter in the top center. The high-urgency lila car has a current karma account of 9 and bids 4, thus outbidding the low-urgency blue car whose karma account ... | ACB | BAC | BCA | BAC | Selection 1 |
**A**: However, quotes and replies can also be used to express opposite opinions or debunking, and thus might be affected differently by the treatment**B**: Retweets normally mean alignment and lead to sharing the exact same tweet (with the Community Note if one is rated as helpful) but without adding any additional in... | CBA | BCA | BAC | ABC | Selection 2 |
**A**: The 95% confidence interval is calculated using the delta method.
**B**: The tariff equivalent measure is expressed in percentage points**C**: Notes: The figures show the tariff equivalent of the trade costs for West-leaning countries (Switzerland, Ireland, and Sweden) | CAB | ABC | CBA | BAC | Selection 3 |
**A**: Interestingly, I do find persistent negative impacts for sadness, suggesting its uniquely enduring influence on market dynamics. Furthermore, in Panel B, when I consolidate these emotional measures into a singular metric, valence444I follow Breaban and Noussair (2018) and define valence as:
**B**: Table 7 explor... | BCA | CBA | CAB | ABC | Selection 3 |
**A**: However, these studies on sex and race anti-discrimination laws also omit local laws, potentially skewing their estimates..**B**:
This paper is the first to examine both local and state-level sexual orientation anti-discrimination laws in a quasi-experimental design**C**: This paper is also the first to analyze... | BAC | CAB | ABC | ACB | Selection 2 |
**A**: As the relative reduction in costs of uncertainty if an additional customer subscribes is stronger when the share of remaining customers ordering at random is small, we obtain a convex relation between β𝛽\betaitalic_β and the marginal effect**B**: Thus, if a retailer is able to offer prices sequentially this re... | ACB | ACB | ABC | BCA | Selection 4 |
**A**: Only three non-Western countries are represented, all from East Asia. There is no reason to believe that people from different parts of the world would systematically differ in their interpretation of the evidence about climate change and its impact, but they may well hold different attitudes to the future. The ... | ABC | ABC | ACB | CBA | Selection 4 |
**A**: Yet, this does not mean that the trader will be making profit, since the expense of buying, and the commission prices have also to be considered., or deep out of the money555When the option has what is also called an extrinsic value, i.e. a value at a strike price higher than the market price of the underlying a... | CBA | CAB | ABC | ABC | Selection 1 |
**A**:
Article 2(1)(a) requires that the payments toward the Positions be dependent upon the performance of the Exposures**B**: Therefore a scheme or transaction is not considered a securitization if the Exposures ongoing losses are always zero ∀tfor-all𝑡\forall\ t∀ italic_t**C**: In fact, if this were the case, ther... | CAB | CBA | ABC | BAC | Selection 3 |
**A**: Uniswap v2, the market leader before the introduction of v3, further maintains a substantial amount of liquidity (about 70% as much as Uniswap v3, at the time of writing).
Fee earnings are computed based on the historical trading activity within the liquidity pools. To simulate arbitrage losses, we assume that t... | ABC | ABC | CBA | CAB | Selection 4 |
**A**: (2010); Orsi et al. (2015). However, results regarding the inverse parabolic behaviour between relatedness and performance are inconclusive due to the lack of a standardized and recognized method for robust performance and relatedness measurements Jo et al. (2016); Cimini et al. (2022).
**B**: A notable section ... | CAB | CBA | BCA | ABC | Selection 1 |
**A**: As shown in the example in Table II, the splitter divides the term acuerdocomercial successfully as acuerdo comercial ‘commercial agreement’.
**B**: We decompose hashtags in words with a splitter that uses our own lexica [68, 69] and the Spanish frequency reference corpus (CREA) by Real Academia Española de la L... | CBA | CAB | ACB | CAB | Selection 1 |
**A**: Ignoring this input entirely would be imprecise, as the information from an earnings conference call can continue to affect stock price movements after its publication**B**: To incorporate the continuous influence of earnings conference call information even on days without new input, we will introduce a hyper-p... | BAC | ABC | BCA | CAB | Selection 3 |
**A**: Since elaborate report becomes less extreme when they become more frequent, Part 1 of Corollary 1 follows directly from Proposition 3**B**: For instance, as the size of region A becomes larger, there are more elaborate negative reports**C**: However, as the size of region A increases and more elaborate negative ... | CBA | ABC | ACB | CBA | Selection 2 |
**A**:
The second common approach is to use flows between different position titles and infer promotions as common transitions from one position title to another. This revealed preference approach is appealing in settings in which internal labor markets are homogeneous and consist of a relatively limited number of pos... | ACB | BCA | CAB | ABC | Selection 1 |
**A**: Finally, we show some concrete examples of distortion factor risk measures such as CoESCoES\mathrm{CoES}roman_CoES, the distortion of conditional VaRVaR\mathrm{VaR}roman_VaR and the expectation of conditional ESES\mathrm{ES}roman_ES. Most of those factor risk measures are new and they offer new angles to evaluat... | ACB | CAB | CBA | BCA | Selection 2 |
**A**: The first is a single-stage scheme as a baseline, using the classifiers in Section 3.3. The second is the multi-class stacking ensemble described in the same section**B**:
In this section, we evaluate the final performance of our system to detect financial opportunities and precautions. The results were compute... | CAB | CAB | BAC | CAB | Selection 3 |
**A**: The methodology for our PageRank calculation emphasizes incoming edges—interpreted, within the framework of our analysis, as import flows. Consequently, our centrality measure is designed to recognize a country’s influence within the network based on import performance.
**B**: PageRank (mixed): by leveraging the... | CAB | BCA | ACB | CBA | Selection 1 |
**A**: The price takes the form (6), where
**B**: This is the reverse combined demand function at equilibrium, and indicates linear price impact**C**: Indeed, even though the insider does not internalize impact in the price-taking case, in equilibrium it turns out the price is linearly impacted by her trade, combined w... | CAB | CBA | BAC | BCA | Selection 1 |
**A**: However, due to the conventional price series involving a lot of noise, the trend patterns may not be easy to discover by most of the existing methods under the highly turbulent financial market. In this work, a multi-agent and self-adaptive portfolio optimisation framework integrated with attention mechanisms a... | BCA | ACB | ABC | CAB | Selection 1 |
**A**: One possibility is the absence of bots. Therefore, in the following section we introduce a new formulation for the pool in which LPs and bots interact, and we subsequently examine the effects of bots on the accuracy of model simulations.
**B**: While these results are promising, we note that there are still cert... | ABC | ACB | BAC | CAB | Selection 4 |
**A**: In this example, we use estimates by Campos et al**B**: We now turn to a more complicated example that uses several years of data**C**: (2023) of Spain’s “border thickness”. In their article, they measure the border thickness (a measure of how difficult it is to trade internationally) of Spain during the Franco ... | BCA | CBA | BAC | BCA | Selection 3 |
**A**: Traditional models are able to tell whether this behaviour is due to this person neglecting her prior beliefs (base rate neglect), or interpreting too much out of the information she receives (overinference). However, other potential biases could also explain her updating behaviour**B**: If she has preferences o... | CAB | BCA | ACB | CBA | Selection 2 |
**A**: [22] argued that deep hedging often depends on a specific choice of price process simulator, which could result in suboptimal performance**B**: They suggested that improved performance could be achieved by utilizing empirical data for training. However, the amount of historical market data available is often lim... | BCA | CAB | CAB | CAB | Selection 1 |
**A**: We illustrate that it not only measures the centrality of a node in a network, providing insight into its influence and connectivity within the network but also contains other implicit information in the web graph, which can be used to classify a company and predict its economic performance. Its interconnectedne... | BCA | CAB | BCA | ACB | Selection 2 |
**A**:
In this section we discuss two examples of robust allocation mechanisms**B**: In each, we propose a model of market allocation based on a given robust allocation mechanism that allows the global frictional cost in the market to be parameterized by a single parameter**C**: This parameter can be understood as rel... | ACB | ABC | CBA | BCA | Selection 2 |
**A**: Even small analytic firms often have teams of engineers and programmers who outnumber even a large group at a single financial institution**B**: The increasingly specialised nature of analytic technology means that external software can be a key leverage point for smaller PMs and investment managers.**C**: Robus... | ACB | BCA | BAC | CAB | Selection 2 |
**A**: In the corresponding section, we will motivate the additional difficulties in the pricing of this early-exercise interest rate derivative. In order to avoid some of the drawbacks described above when using traditional numerical techniques, the ANN solutions have recently emerged as interesting alternatives, whos... | BCA | ACB | ABC | CAB | Selection 1 |
**A**: The network takes the observed trajectory of the OU process as input and outputs the estimated parameters of the OU process**B**: We sample the number of paths given in the forward computation of the network,**C**: Formally, the loss function calculates
the mean squared error between the predicted and actual par... | ABC | ABC | ACB | CAB | Selection 3 |
**A**: Although these microscale networks provide new and useful information, they also pose several challenges for their interpretation and applications in, for example, policy design and analysis**B**: The structure of interannual of labor Networks vary over time due to both cyclical and structural factors ([3], [2],... | BCA | CBA | ACB | BAC | Selection 1 |
**A**: I demonstrate the performance of the risk-sensitive q-learning algorithm on two applications in Section 5. In particular, the theoretical guarantee for Merton’s investment problem is shown in Section 5.1.2. Finally, Section 6 concludes. All proofs are in the Appendix.**B**: Section 3 is devoted to introducing th... | CBA | ABC | BAC | BAC | Selection 1 |
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