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Predicting the spread of financial innovations : an epidemiological approach
Hull, Isaiah - 2013
I construct an estimable statistic that predicts whether a financial innovation will spread. The approach embeds the multi-host SIR model from epidemiology within a financial model of correlated securities trade; and takes advantage of the related predictive tools from mathematical epidemiology,...
Persistent link: https://www.econbiz.de/10010202945
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Target Financial Forecasting as an Instrument to Overcome Financial Difficulties
Krylov, Sergey - 2018
The paper considers conceptual, methodical and practical aspects of the target financial analysis at the micro level, i.e., the company level, as a new instrument of anticrisis financial management for a company to overcome its financial difficulties and enhance its financial position within a...
Persistent link: https://www.econbiz.de/10012915636
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Credit risk classification in Peer-to-Peer marketplaces : the nexus of Neural Network approach
Baah, Alexander; Tan, Zhongming; Ding, Guoping; … - In: Business and Economic Research : BER 10 (2020) 1, pp. 196-209
Persistent link: https://www.econbiz.de/10012219865
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Predictive Contracting
Williams, Spencer - 2021
This Article examines how contract drafters can use data on contract outcomes to inform contract design. Building on … recent developments in contract data collection and analysis, the Article proposes “predictive contracting,” a new method of … contracting in which contract drafters can design contracts using a technology system that helps predict the connections between …
Persistent link: https://www.econbiz.de/10013244518
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Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F. (contributor) - 1992 - Rev
Persistent link: https://www.econbiz.de/10000841635
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Chaos & nonlinear dynamics in the financial markets : theory, evidence and applications
Trippi, Robert R. (ed.) - 1995
Persistent link: https://www.econbiz.de/10000544254
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Forecasting default with the Merton distance to default model
Bharath, Sreedhar T.; Shumway, Tyler - In: The review of financial studies 21 (2008) 3, pp. 1339-1369
Persistent link: https://www.econbiz.de/10003742248
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Testing the martingale hypothesis for futures prices : implications for hedgers
De Ville de Goyet, Cédric; Dhaene, Geert; Sercu, Piet - In: The journal of futures markets 28 (2008) 11, pp. 1040-1065
Persistent link: https://www.econbiz.de/10003769967
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Do nonlinear tools make a difference in handling shipping derivatives?
Goulielmos, Alexander M.; Goulielmos, Matina A. - In: International journal of transport economics : IJTE 35 (2008) 3, pp. 345-371
Persistent link: https://www.econbiz.de/10003786480
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Deriving a statistical model for the prediction of spiralling in BTA deep-hole-drilling from a physical model
Weihs, Claus (contributor); Raabe, N. (contributor);  … - 2007
One serious problem in deep hole drilling is the occurrence of a dynamic disturbances called spiralling. A common explanation for the occurrence of spiralling is the coincidence of time varying bending eigenfrequencies of the tool with multiples of the spindle rotation frequency. We propose a...
Persistent link: https://www.econbiz.de/10003483072