Economics and Finance

1912 Submissions

[4] viXra:1912.0505 [pdf] replaced on 2020-01-06 05:08:54

Self-Organized Critical Markets - Implied Volatility and Avalanche Intensity

Authors: Romain Bocher
Comments: 7 Pages.

Assuming self-organized criticality to characterize capital markets, this paper seeks to explain why equity implied volatility is a relevant proxy for avalanche intensity. Historical data analysis of the CBOE Volatility Index (VIX) shows that implied volatility spikes are distributed following a power law, making financial stress similar to earthquakes as anticipated long ago by Bak.
Category: Economics and Finance

[3] viXra:1912.0492 [pdf] submitted on 2019-12-28 12:29:43

Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies

Authors: Derek Snow
Comments: 14 Pages.

This is the first in a series of articles dealing with machine learning in asset management. Asset management can be broken into the following tasks: (1) portfolio construction, (2) risk management, (3) capital management, (4) infrastructure and deployment, and (5) sales and marketing. This article focuses on portfolio construction using machine learning. Historically, algorithmic trading could be more narrowly defined as the automation of sell-side trade execution, but since the introduction of more advanced algorithms, the definition has grown to include idea generation, alpha factor design, asset allocation, position sizing, and the testing of strategies. Machine learning, from the vantage of a decision-making tool, can help in all these areas.
Category: Economics and Finance

[2] viXra:1912.0491 [pdf] submitted on 2019-12-28 13:54:47

The End of Laissez-Faire and Rise of Algorithmic Management and Politics.

Authors: Tariq Khan
Comments: 4 Pages.

The ground breaking research and article in the November 2019 Scientific American from Bruce Boghosian and team in “The Inescapable Casino” is discussed, quoted often, and extended into other areas. The general idea being that systems involving transactions between humans will inevitably lead to oligopolies and that this is not only seen in economies but also organizations and politics and that their recommendations intimate a much larger impact from the conclusions of their research.
Category: Economics and Finance

[1] viXra:1912.0019 [pdf] submitted on 2019-12-02 01:20:45

Agriculture 4.0

Authors: Diego Liberati
Comments: 3 Pages.

principles and actions mutuated from Industry 4.0 are trensposed and implemented to agriculture
Category: Economics and Finance