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The sensitivity to risk that most people (hence, financial operators) feel affects the dynamics of financial transactions. Here we present an approach to this problem based on a current generalization of Boltzmann-Gibbs statistical…

Statistical Mechanics · Physics 2008-12-10 Celia Anteneodo , Constantino Tsallis

Deploying cloud computing in an enterprise infrastructure bring significant security concerns. Successful implementation of cloud computing in an enterprise requires proper planning and understanding of emerging risks, threats,…

Cryptography and Security · Computer Science 2011-01-31 Anthony Bisong , Syed , M. Rahman

Most of the banks' operational risk internal models are based on loss pooling in risk and business line categories. The parameters and outputs of operational risk models are sensitive to the pooling of the data and the choice of the risk…

Risk Management · Quantitative Finance 2015-05-12 Vivien Brunel

As dynamic and control systems become more complex, relying purely on numerical computations for systems analysis and design might become extremely expensive or totally infeasible. Computer algebra can act as an enabler for analysis and…

Systems and Control · Computer Science 2018-01-01 Masoud Abbaszadeh

In this study, we will address some topics related to the privatization of airports in the scientific literature, in an attempt to provide an answer to the following question: does the privatization of airports bring positive results?…

General Economics · Economics 2024-02-22 Igor R. S. Brito , Alessandro V. M. Oliveira

Theories for reasoning about programs with effects initially focused on basic manipulation of lists and other mutable data. The next challenge was to consider higher-order programming, adding functions as first class objects to mutable…

Programming Languages · Computer Science 2023-06-22 Ian A. Mason , Carolyn L. Talcott

Disk access latency and transfer times are often considered to have a major and detrimental impact on the running time of software. Developers are often advised to favour in-memory operations and minimise disk access. Furthermore, diskless…

Other Computer Science · Computer Science 2015-03-31 Kamran Karimi , Diwakar Krishnamurthy , Parissa Mirjafari

We design profit-maximizing mechanisms to sell an excludable and non-rival good with positive and/or negative network effects. Buyers have heterogeneous private values that depend on how many others also consume the good. In optimum, an…

Theoretical Economics · Economics 2025-07-31 Vincent Meisner , Pascal Pillath

This study aims to examine the challenges and applications of machine learning for financial research. Machine learning algorithms have been developed for certain data environments which substantially differ from the one we encounter in…

Statistical Finance · Quantitative Finance 2021-03-29 Kristof Lommers , Ouns El Harzli , Jack Kim

Machine learning is a computational process. To that end, it is inextricably tied to computational power - the tangible material of chips and semiconductors that the algorithms of machine intelligence operate on. Most obviously,…

Artificial Intelligence · Computer Science 2018-03-28 Tim Hwang

The current crisis, at the time of writing, has had a profound impact on the financial world, introducing the need for creative approaches to revitalising the economy at the micro level as well as the macro level. In this informal analysis…

Computers and Society · Computer Science 2020-08-04 Geoffrey Goodell , Hazem Danny Al-Nakib , Paolo Tasca

Financial decisions are the decisions that managers take with regard to the finances of a company. This article aims to examine and explain the effect of interest rates on economic and financial decisions such as investment, funding, and…

Statistical Finance · Quantitative Finance 2023-11-28 Efendi , Rahmadani Srifitri , Septriza Berliana

The difficulty of simulating quantum systems, well-known to quantum chemists, prompted the idea of quantum computation. One can avoid the steep scaling associated with the exact simulation of increasingly large quantum systems on…

Risk is part of the fabric of every business; surprisingly, there is little work on establishing best practices for systematic, repeatable risk identification, arguably the first step of any risk management process. In this paper, we…

General Finance · Quantitative Finance 2015-10-29 Jochen L. Leidner

One 'problem' with the 21st century world, particularly the economic and business worlds, is the phenomenal and increasing number of interconnections between economic agents (consumers, firms, banks, markets, national economies). This…

Computational Engineering, Finance, and Science · Computer Science 2012-08-28 Paolo Magrassi

This paper develops a new toolbox for multiple structural break detection in panel data models with interactive effects. The toolbox includes tests for the presence of structural breaks, a break date estimator, and a break date confidence…

Econometrics · Economics 2023-01-27 Jan Ditzen , Yiannis Karavias , Joakim Westerlund

We show that any objective risk measurement algorithm mandated by central banks for regulated financial entities will result in more risk being taken on by those financial entities than would otherwise be the case. Furthermore, the risks…

Risk Management · Quantitative Finance 2012-04-23 Philip Z. Maymin , Zakhar G. Maymin

Recently, a lot of attention has been given to undesired consequences of Artificial Intelligence (AI), such as unfair bias leading to discrimination, or the lack of explanations of the results of AI systems. There are several important…

Computers and Society · Computer Science 2019-12-23 Richard Benjamins , Alberto Barbado , Daniel Sierra

As cyber-attacks continue to increase in frequency and sophistication, organisations must be better prepared to face the reality of an incident. Any organisational plan that intends to be successful at managing security risks must clearly…

Cryptography and Security · Computer Science 2023-07-07 Nandita Pattnaik , Jason R. C. Nurse , Sarah Turner , Gareth Mott , Jamie MacColl , Pia Huesch , James Sullivan

Human-machine networks affect many aspects of our lives: from sharing experiences with family and friends, knowledge creation and distance learning, and managing utility bills or providing feedback on retail items, to more specialised…

Human-Computer Interaction · Computer Science 2017-02-16 J. Brian Pickering , Vegard Engen , Paul Walland