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Portfolio diversification is a cornerstone of modern finance, while risk aversion is central to decision theory; both concepts are long-standing and foundational. We investigate their connections by studying how different forms of…

Theoretical Economics · Economics 2026-03-26 Xiangxin He , Fangda Liu , Ruodu Wang

Recent development in quantum computation and quantum information theory allows to extend the scope of game theory for the quantum world. The authors have recently proposed a quantum description of financial market in terms of quantum game…

Quantum Physics · Physics 2007-05-23 Edward W. Piotrowski , Jan Sladkowski

We evaluated contemporary Islamic lifestyle applications supporting religious practices and motivation among Muslims. We reviewed 11 popular applications using self-determination theory and the technology-as-experience framework to assess…

Human-Computer Interaction · Computer Science 2024-02-06 Mohsinul Kabir , Mohammad Ridwan Kabir , Riasat Siam Islam

Cryptocurrencies have evolved into an important asset class, providing a variety of benefits. However, they also present significant risks, such as market volatility and the potential for misuse in illegal activities. These risks underline…

Computers and Society · Computer Science 2024-07-02 Xihan Xiong , Junliang Luo

We study a single risky financial asset model subject to price impact and transaction cost over an finite time horizon. An investor needs to execute a long position in the asset affecting the price of the asset and possibly incurring in…

Trading and Market Microstructure · Quantitative Finance 2015-03-19 Mauricio Junca

The present paper provides the basis for a novel financial asset pricing model that could avoid the shortcomings of, or even completely replace the traditional DCF model. The model is based on Brownian motion logic and expected future cash…

General Finance · Quantitative Finance 2014-04-22 Magomet Yandiev

This study focuses on the impact of digital finance on households. While digital finance has brought financial inclusion, it has also increased the risk of households falling into a debt trap. We provide evidence that supports this notion…

General Economics · Economics 2022-01-25 Pengpeng Yue , Aslihan Gizem Korkmaz , Zhichao Yin , Haigang Zhou

The primary task of the study is to inspect the affiliation between the implementation of technology and e-commerce success. It is imperative to study such an important relationship that directly impacts the rapid growth of Internet…

Computers and Society · Computer Science 2020-12-14 Z. H. A Almtiri , S. J. Miah

We contrast Arbitrage Pricing Theory (APT), the theoretical basis for the development of financial instruments, with a dynamical picture of an interacting market, in a simple setting. The proliferation of financial instruments apparently…

Trading and Market Microstructure · Quantitative Finance 2009-10-08 Fabio Caccioli , Matteo Marsili , Pierpaolo Vivo

We present and discuss a mixed conjunctive and disjunctive rule, a generalization of conflict repartition rules, and a combination of these two rules. In the belief functions theory one of the major problem is the conflict repartition…

Artificial Intelligence · Computer Science 2008-12-18 Arnaud Martin , Christophe Osswald

In the context of a general semimartingale model of a complete market, we aim at answering the following question: How much is an investor willing to pay for learning some inside information that allows to achieve arbitrage? If such a value…

Mathematical Finance · Quantitative Finance 2020-04-28 Huy N. Chau , Andrea Cosso , Claudio Fontana

USA Government wiretapping activities is a very controversial issue. Undoubtedly this technology can assist law enforced authority to detect / identify unlawful or hostile activities; however, this task raises severe privacy concerns. In…

Computers and Society · Computer Science 2010-12-01 Arwen Mullikin , Syed , M. Rahman

Internet banking is changing the banking industry, having the major effects on banking relationships. Banking is now no longer confined to the branches were one has to approach the branch in person, to withdraw cash or deposit a cheque or…

Computers and Society · Computer Science 2012-09-12 Shilpan Dineshkumar Vyas

Financial derivatives have often been criticized as casino-style betting instruments. It turns out that many naive ways of making them are indeed equivalent to gambling. Fortunately, this inadvertent effect can be understood and prevented.…

General Finance · Quantitative Finance 2016-12-13 Andrei N. Soklakov

Criminal activity is a prevalent issue in contemporary culture and society, with most nations facing unacceptable levels of crime. Technological innovation has been one of the main driving forces leading to the continuous improvement of…

Computers and Society · Computer Science 2021-02-09 Dario Ortega Anderez , Eiman Kanjo , Amna Amnwar , Shane Johnson , David Lucy

Quantum computing has recently appeared in the headlines of many scientific and popular publications. In the context of quantitative finance, we provide here an overview of its potential.

Mathematical Finance · Quantitative Finance 2023-11-14 Antoine Jacquier , Oleksiy Kondratyev , Gordon Lee , Mugad Oumgari

Intermediaries, like real estate agents, Consumer Reports, and Zagats, have long helped buyers to identify their most suitable options. Now, the combination of databases and the Internet enables them to serve consumers dramatically more…

Computers and Society · Computer Science 2007-05-23 Mark S. Nadel

This article introduces the special issue "Technology Ethics in Action: Critical and Interdisciplinary Perspectives". In response to recent controversies about the harms of digital technology, discourses and practices of "tech ethics" have…

Computers and Society · Computer Science 2022-02-02 Ben Green

The irrational behavior of investors selling profitable assets too early while holding onto losing assets for too long is known as the disposition effect. Due to the development of the Internet, the information environment for individual…

General Finance · Quantitative Finance 2026-05-08 Siliu Chen , Fei Ren

This article introduces a new mathematical concept of illiquidity that goes hand in hand with credit risk. The concept is not volume- but constraint-based, i.e., certain assets cannot be shorted and are ineligible as num\'eraire. If those…

Mathematical Finance · Quantitative Finance 2020-04-28 Thomas Krabichler , Josef Teichmann