Related papers: ConocoPhillips' share price model revisited
Scanner big data has potential to construct Consumer Price Index (CPI). This work utilizes the scanner data of supermarket retail sales, which are provided by China Ant Business Alliance (CAA), to construct the Scanner-data Food Consumer…
Stock prices forecasting has always been a challenging task. Although many research projects try to address the problem, few of them pay attention to the varying degrees of dependencies between stock prices. In this paper, we introduce a…
Constant Proportion Portfolio Insurance (CPPI) is a strategy designed to give participation in a risky asset while protecting the invested capital. Some gap risk due to extreme events is often kept by the issuer of the product: a put option…
We initiate a systematic study of precision calculation of the inflation correlators at the 1-loop level, starting in this paper with bosonic 1-loop bispectrum with chemical-potential enhancement. Such 1-loop processes could lead to…
Post Modigliani and Miller (1958), the concept of usage of arbitrage created a permanent mark on the discourses of financial framework. The arbitrage process is largely based on information dissemination amongst the stakeholders operating…
This paper will discuss how headline data can be used to predict stock prices. The stock price in question is the SPDR S&P 500 ETF Trust, also known as SPY that tracks the performance of the largest 500 publicly traded corporations in the…
In 1988 the NA31 experiment presented the first evidence of direct CP violation in the $K^0\to\pi\pi$ decay amplitudes. A clear signal with a $7.2\,\sigma$ statistical significance was later established with the full data samples from the…
This article presents a possible inflation scenario as a consequence of non-minimal gravitational couplings in the Conformal Standard Model. The model consists, in comparison to the SM, of additional right-chiral neutrinos and complex…
Reliable confidence measures of metrics derived from medical imaging reconstruction pipelines would improve the standard of decision-making in many clinical workflows. Conformal Prediction (CP) provides a robust framework for producing…
This paper proposes a method for estimating consumer preferences among discrete choices, where the consumer chooses at most one product in a category, but selects from multiple categories in parallel. The consumer's utility is additive in…
In this short review, the predictions of inflation are presented and compared to the most recent measurements of the Cosmic Microwave Background (CMB) anisotropy. It is argued that inflation is compatible with these observations but that…
Accurate conditional prediction in the regression setting plays an important role in many real-world problems. Typically, a point prediction often falls short since no attempt is made to quantify the prediction accuracy. Classically, under…
Pareto distributions, and power laws in general, have demonstrated to be very useful models to describe very different phenomena, from physics to finance. In recent years, the econophysical literature has proposed a large amount of papers…
Timely monetary policy decision-making requires timely core inflation measures. We create a new core inflation series that is explicitly designed to succeed at that goal. Precisely, we introduce the Assemblage Regression, a generalized…
The PLANCK collaboration has determined values for the spectral parameters of the CMB radiation, namely the spectral index $n_s$, its running $\alpha_s$, the running of the running $\beta_s$, using a growing body of measurements of CMB…
In this paper, a mathematical model based on the one-parameter Mittag-Leffler function is proposed to be used for the first time to describe the relation between unemployment rate and inflation rate, also known as the Phillips curve. The…
The price of a stock will rarely follow the assumed model and a curious investor or a Regulatory Authority may wish to obtain a probability model the prices support. A risk neutral probability ${\cal P}^*$ for the stock's price at time $T$…
We emphasize that the estimation of cosmological parameters from cosmic microwave background (CMB) anisotropy data, such as the recent high resolution maps from BOOMERanG and MAXIMA-1, requires assumptions about the primordial spectra. The…
We analyze non-minimally coupled scalar field theories in metric (second-order) and Palatini (first-order) formalisms in a comparative fashion. After contrasting them in a general setup, we specialize to inflation and find that the two…
This paper takes a fresh look at the economic theory that is motivation for pricing models, such as critical peak pricing (CPP), or surge pricing, and the demand response models advocated by policy makers and in the power systems…