Cheng and Hansen (2015) consider forecast averaging with factor-augmented regression models. Zhang, Wan, and Zou (2013) and Cheng, Ing, and Yu (2015) suggest a jackknife averaging approach and an ... Paper Digest Team extracted all recent Algorithmic Trading / High-Frequency Trading related papers on our radar, and generated highlight sentences for them. The results are then sorted by relevance & date. In addition to this ‘static’ page, we also provide a real-time version of this article, which has more coverage and is updated in real time to include the most recent updates on this topic. The bitcoin community mocked him, and he quickly recanted because this would not be in the long-term self-interest of the bitcoin miners or exchanges. Saving $40 million would decimate a $100 billion blockchain, making this an easy decision.<br /><br /> People often mention 'collusion resistance' as a primary decentralization virtue. A better term would be 'conspiracy resistance.' A ... DanHenebery dhPlot GGPLOT2 Theme for DanielH.io DanOvando Bayesian_Regressions DanOvando DLSA A repository for Data Limited Stock Assessments DanOvando EEMB-508 DanOvando Enhanced-Regression-Assessment DanOvando GUM Run Global Upside Model in the manner of Costello et al 2016 DanOvando Old-LBSPR LBSPR R Package DanOvando RobustRegression Package for running heteroskedastic and cluster robust ... We propose a Bayesian regression model with time-varying coefficients (TVC) that allows to jointly estimate the degree of instability and the time-path of the coefficients. Thanks to the computational tractability of the model and to the fact that it is fully automatic, we are able to run Monte Carlo experiments and analyze its finite-sample properties. We find that the estimation precision ... In terms of log-likelihood, we show that GC-DCC and GCNA-DCC are better models than DCC and NA-DCC to show relationship of Bitcoin with Gold and S&P 500. We also consider the relationships among time-varying conditional correlation with Bitcoin volatility, and S&P 500 volatility by a Gaussian Copula Marginal Regression (GCMR) model. The Marginal non‐parametric regression models are approximated by spline basis functions and we apply a Bayesian Monte Carlo approach to fit such models. The optimal model weight parameters are ... The latest quantitative finance news from the academic world Unknown [email protected] Blogger 626 1 25 tag:blogger.com,1999:blog-8098579847098120845.post-6237581421391699068 2020-11-03T00:00:00.001-08:00 2020-11-03T00:00:03.250-08:00 It's straightforward to explain why a binary set of competing coalitions within a collective is common. Given the non-linear political payoff to coalition size--eg, when moving from 49% to 51% of the votes--the larger party gains more than it loses by letting the minor group add some of their priorities to their platform. Recently, Hayes (2019) finds that the marginal cost of production plays an important role in explaining Bitcoin prices, challenging the allegations that Bitcoin is essentially worthless. Yet, Fry and Cheah (2016) argue that the extent to which law enforcement and government measures can affect Bitcoin markets appears mixed, which naturally would impact the value of this asset.
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