General Finance
In mutual fund, an investment adviser gives advice to clients about investing in securities such as stocks, bonds, mutual funds, or exchange traded funds. Some investment advisers manage portfolios of securities. In this paper, we analyze…
We introduce the logistic model of consumption growth, which captures a negative feedback loop preventing an unlimited growth of consumption due to finite biophysical resources of our planet. This simple dynamic model allows for derivation…
We discuss several uses of blockchain (and, more generally, distributed ledger) technologies outside of cryptocurrencies with a pragmatic view. We mostly focus on three areas: the role of coin economies for what we refer to as data malls…
Net-Promoter Score (NPS) is now ubiquitous as an easily-collected market research metric, having displaced many serious market research processes. Unfortunately, this has been its sole success. It possesses few, if any, of the…
P2P lending activities have grown rapidly and have caused the huge and complex networks of debtor-creditor relationships. The aim of this study was to study the underlying structural characteristics of networks formed by debtor-creditor…
This paper characterizes the equilibrium in a continuous time financial market populated by heterogeneous agents who differ in their rate of relative risk aversion and face convex portfolio constraints. The model is studied in an…
Why do nations produce scientific research? This is a fundamental problem in the field of social studies of science. The paper confronts this question here by showing vital determinants of science to explain the sources of social power and…
We consider the effects of the 2008 global financial crisis on the global stock market before, during, and after the crisis. We generate complex networks from a cross-correlation matrix such as the threshold network (TN) and the minimal…
In the present paper a model of a market consisting of real and financial interacting sectors is studied. Agents populating the stock market are assumed to be not able to observe the true underlying fundamental, and their beliefs are biased…
This note comprises a negative resolution of the Efficient Market Hypothesis.
Global oil price is an important factor in determining many economic variables in the world's economy. It is generally modeled as a stochastic process and have been studied through different techniques by comparing the historic time series…
Recently, along with the emergence of food scandals, food supply chains have to face with ever-increasing pressure from compliance with food quality and safety regulations and standards. This paper aims to explore critical factors of…
In the domain of technology startups, biotechnology has often been considered as specific. Their unique technology content, the type of founders and managers they have, the amount of venture capital they raise, the time it takes them to…
This report reviews the Edinburgh tram project's risk management. Projects frequently overrun their cost and timelines and fall short on intended benefits. Cost, schedule, and benefit risk of projects need to be carefully considered to…
This paper analyzes Airbnb listings in the city of San Francisco to better understand how different attributes such as bedrooms, location, house type amongst others can be used to accurately predict the price of a new listing that optimal…
Due to the limited predictability of wind power and other stochastic generation, trading this energy in competitive electricity markets is challenging. This paper derives revenue-maximising and risk-constrained strategies for stochastic…
Before a person can be prosecuted and convicted for insider trading, he must first execute the overt act of trading. If no sale of security is consummated, no crime is also consummated. However, through a complex and insidious combination…
The relativistic quantum mechanic approach is used to develop a stock market dynamics. The relativistic is conceptional here as the meaning of big external volatility or volatility shock on a financial market. We used a differential…
The concept of progress has characterized human society from millennia. However, this concept is elusive and too often given for certain. The goal of this paper is to suggest a general definition of human progress that satisfies, whenever…
The crowd panic and its contagion play non-negligible roles at the time of the stock crash, especially for China where inexperienced investors dominate the market. However, existing models rarely consider investors in networking stocks and…