We consider the problem of dynamically hedging the profits of a corporation when these profits are correlated with returns in the financial markets. In particular, we consider the...
We construct a financial "Turing test" to determine whether human subjects can differentiate between actual vs. randomized financial returns. The experiment consists of ...
- Globalization of financial markets resulting from both IT (particularly internet standards) and increasing homogeneity of regulation has strongly affected the environment, financ...
Hans Ulrich Buhl, Dennis Kundisch, Andreas Leinfel...
This paper explores visualisation of a simplified model of a financial market, known as the Minority Game, using a computer game modification (mod) as a medium. The purpose of thi...
Stewart G. Heckenberg, Ric D. Herbert, Richard Web...