Quantitative Finance

Authors and titles for recent submissions

• Mon, 27 Apr 2020
• Fri, 24 Apr 2020
• Thu, 23 Apr 2020
• Wed, 22 Apr 2020
• Tue, 21 Apr 2020

Mon, 27 Apr 2020

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[6]  arXiv:1506.07368 (cross-list from q-fin.EC) [pdf, other]

Title: On Game-Theoretic Risk Management (Part One) - Towards a Theory of Games with Payoffs that are Probability-Distributions

Authors: Stefan Rass

Subjects: General Economics (econ.GN); Statistics Theory (math.ST); Applications (stat.AP)

Fri, 24 Apr 2020

[7]  arXiv:2004.11279 [pdf, ps, other]

Title: Estimating the Demand Factors and Willingness to Pay for Agricultural Insurance

Authors: Osman Gulseven

Comments: 6 pages, 3 graphs, 3 figures

Journal-ref: Australian Journal of Engineering Research, 1(4), pp 13 to 18 (2014)

Subjects: General Finance (q-fin.GN)

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[12]  arXiv:2004.11122 [pdf, ps, other]

Title: Optimizing the reliability of a bank with Logistic Regression and Particle Swarm Optimization

Authors: Vadlamani Ravi, Vadlamani Madhav

Comments: 11 Pages, 2 Figures, 2 Tables

Subjects: General Finance (q-fin.GN)

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[16]  arXiv:2004.10869 [pdf, ps, other]

Title: Cost estimation for alternative aviation plans against potential radiation exposure associated with solar proton events for the airline industry

Authors: Yosuke A. Yamashiki, Moe Fujita, Tatsuhiko Sato, Hiroyuki Maehara, Yuta Notsu, Kazunari Shibata

Comments: 16 pages, 3 figures, published in Evolutionary and Institutional Economics Review (The accepted version of the manuscript is uploaded in arXiv. The final published version is available in the journal website.)

Journal-ref: Evolutionary and Institutional Economics Review, 2020, doi:10.1007/s40844-020-00163-4

Subjects: General Economics (econ.GN); Instrumentation and Methods for Astrophysics (astro-ph.IM); Solar and Stellar Astrophysics (astro-ph.SR); Space Physics (physics.space-ph)

Thu, 23 Apr 2020

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[21]  arXiv:2004.10318 [pdf, other]

Title: Refining Understanding of Corporate Failure through a Topological Data Analysis Mapping of Altman's Z-Score Model

Authors: Wanling Qiu, Simon Rudkin, Pawel Dlotko

Subjects: General Finance (q-fin.GN)

[22]  arXiv:2004.10571 (cross-list from math.PR) [pdf, ps, other]

Title: Large and moderate deviations for stochastic Volterra systems

Authors: Antoine Jacquier, Alexandre Pannier

Comments: 37 pages

Subjects: Probability (math.PR); Pricing of Securities (q-fin.PR)

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• Mon, 27 Apr 2020
• Fri, 24 Apr 2020
• Thu, 23 Apr 2020
• Wed, 22 Apr 2020
• Tue, 21 Apr 2020