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MOR
2006
90views more  MOR 2006»
13 years 11 months ago
Optimal Control and Hedging of Operations in the Presence of Financial Markets
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...
René Caldentey, Martin B. Haugh
CORR
2010
Springer
68views Education» more  CORR 2010»
13 years 11 months ago
Is It Real, or Is It Randomized?: A Financial Turing Test
We construct a financial "Turing test" to determine whether human subjects can differentiate between actual vs. randomized financial returns. The experiment consists of ...
Jasmina Hasanhodzic, Andrew W. Lo, Emanuele Viola
ECIS
2000
14 years 24 days ago
IT-Enabled Sophistication Banking
- 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...
APVIS
2004
14 years 25 days ago
Visualisation of the Minority Game Using a Mod
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...