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How to price and hedge claims on nontraded assets are becoming increasingly important matters in option pricing theory today. The most common practice to deal with these issues is to use another similar or "closely related" asset or index…

Pricing of Securities · Quantitative Finance 2014-01-28 Marcelo J. Villena , Axel A. Araneda

Traditional machine learning methods have been widely studied in financial innovation. My study focuses on the application of deep learning methods on asset pricing. I investigate various deep learning methods for asset pricing, especially…

Statistical Finance · Quantitative Finance 2022-09-27 Chen Zhang

Mapping pathways to achieving the sustainable development goals requires understanding and predicting how social, economic and political factors impact biodiversity. Trends in demography, economic growth, regional alliances and consumption…

Populations and Evolution · Quantitative Biology 2020-03-26 Payal Bal , Simon Kapitza , Natasha Cadenhead , Tom Kompas , Pham Van Ha , Brendan Wintle

Market-based instruments such as payments, auctions or tradable permits have been proposed as flexible and cost-effective instruments for biodiversity conservation on private lands. Trading the service of conservation requires one to define…

Populations and Evolution · Quantitative Biology 2010-11-22 Florian Hartig , Martin Drechsler

We develop a financial market model in which a large population of firms chooses dynamic emission strategies under climate transition risk, interacting with both environmentally concerned and neutral investors. Firms face a trade-off…

Mathematical Finance · Quantitative Finance 2026-02-24 Pierre Lavigne , Peter Tankov

We consider a class of generalized capital asset pricing models in continuous time with a finite number of agents and tradable securities. The securities may not be sufficient to span all sources of uncertainty. If the agents have…

General Finance · Quantitative Finance 2012-10-23 Ulrich Horst , Michael Kupper , Andrea Macrina , Christoph Mainberger

We study a dynamic asset pricing problem in which a representative agent is ambiguous about the aggregate endowment growth rate and trades a risky stock, human capital, and a risk-free asset to maximize her preference value of consumption…

Pricing of Securities · Quantitative Finance 2025-12-04 Jiacheng Fan , Xue Dong He , Ruocheng Wu

This text presents the research field of natural/unconventional computing as it appears in the book COMPUTING NATURE. The articles discussed consist a selection of works from the Symposium on Natural Computing at AISB-IACAP (British Society…

General Literature · Computer Science 2012-10-30 Gordana Dodig Crnkovic , Raffaela Giovagnoli

We study the range of prices at which a rational agent should contemplate transacting a financial contract outside a given securities market. Trading is subject to nonproportional transaction costs and portfolio constraints and full…

Mathematical Finance · Quantitative Finance 2022-04-08 Maria Arduca , Cosimo Munari

Given a new candidate asset represented as a time series of returns, how should a quantitative investment manager be thinking about assessing its usefulness? This is a key qualitative question inherent to the investment process which we aim…

Statistical Finance · Quantitative Finance 2018-06-25 Yves-Laurent Kom Samo , Dieter Hendricks

Economists and social scientists have debated the relative importance of nature (one's genes) and nurture (one's environment) for decades, if not centuries. This debate can now be informed by the ready availability of genetic data in a…

Fifty North Sea oil & gas investment transactions were analysed using traditional spreadsheet based financial modelling methods. The purpose of the analysis was to determine if there was a statistically significant relationship between the…

Computers and Society · Computer Science 2010-08-24 Grenville J. Croll , David F. Baker , Ola Lawal

Changes in market conditions present challenges for investors as they cause performance to deviate from the ranges predicted by long-term averages of means and covariances. The aim of conditional asset allocation strategies is to overcome…

General Finance · Quantitative Finance 2022-11-03 Reza Bradrania , Davood Pirayesh Neghab

The energy market, and specifically the renewable sector carries volatility and risks, similar to the financial market. Here, we leverage on a well-established, return-risk approach, commonly used by equity portfolio-managers and apply it…

Systems and Control · Electrical Eng. & Systems 2024-05-07 Haim Grebel , Divya Vikas , Jim Shi

Digital nature values formed through online interactions with nature might incentivize new types of environmental stewardship, but these values may also be appropriated by those who seek to undermine sustainable transformation, such as…

Social and Information Networks · Computer Science 2026-05-26 Oliver Mel Allen , Johannes Langemeyer , Ramin Soleymani-Fard

This paper presents a conceptual model describing the medium and long-term co-evolution of natural and socio-economic subsystems of Earth. An economy is viewed as an out-of-equilibrium dissipative structure that can only be maintained with…

General Economics · Economics 2022-05-09 Éric Herbert , and Gael Giraud , Aurélie Louis-Napoléon , Christophe Goupil

Cost-of-capital valuation is a well-established approach to the valuation of liabilities and is one of the cornerstones of current regulatory frameworks for the insurance industry. Standard cost-of-capital considerations typically rely on…

Risk Management · Quantitative Finance 2026-05-13 Hansjörg Albrecher , Filip Lindskog , Hervé Zumbach

The stock market is a network which provides a platform for almost all major economic transactions. While investing in the stock market is a good idea, investing in individual stocks may not be, especially for the casual investor. Smart…

Statistical Finance · Quantitative Finance 2022-08-30 Om Mane , Saravanakumar kandasamy

We study market-consistent valuation of liability cash flows motivated by current regulatory frameworks for the insurance industry. Building on the theory on multiple-prior optimal stopping we propose a valuation functional with sound…

Pricing of Securities · Quantitative Finance 2021-09-02 Hampus Engsner , Filip Lindskog , Julie Thoegersen

The continuous time model of dynamic asset trading is the central model of modern finance. Because trading cannot in fact take place at every moment of time, it would seem desirable to show that the continuous time model can be viewed as…

Theoretical Economics · Economics 2022-07-08 William R. Zame
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