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Report NEP-RMG-2024-10-14
This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-RMG
The following items were announced in this report:
- Robert Taylor, 2024, "Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning," Papers, arXiv.org, number 2408.15404, Aug.
- Mario Ghossoub & Michael B. Zhu & Wing Fung Chong, 2024, "Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures," Papers, arXiv.org, number 2409.05103, Sep.
- Kubitza, Christian, 2024, "Tackling the volatility paradox: spillover persistence and systemic risk," Working Paper Series, European Central Bank, number 2981, Sep.
- Vasily Melnikov, 2024, "Risk measures on incomplete markets: a new non-solid paradigm," Papers, arXiv.org, number 2409.05194, Sep, revised Jan 2025.
- Zian Wang & Xinyi Lu, 2024, "COMEX Copper Futures Volatility Forecasting: Econometric Models and Deep Learning," Papers, arXiv.org, number 2409.08356, Sep.
- Di Wu, 2024, "The effects of data preprocessing on probability of default model fairness," Papers, arXiv.org, number 2408.15452, Aug.
- Sario, Azhar ul Haque, 2024, "Advanced Financial Modeling for Stock Price Prediction: A Quantitative Methods," OSF Preprints, Center for Open Science, number pk7w3, Sep, DOI: 10.31219/osf.io/pk7w3.
- Di Wu, 2024, "Bitcoin ETF: Opportunities and risk," Papers, arXiv.org, number 2409.00270, Aug.
- Carlos Giraldo & Iader Giraldo & Cristian Huertas & Juan Camilo Sánchez, 2024, "Determinants of Financial Hedging Strategies among Commodity Producer Firms in Latin America," Documentos de trabajo, FLAR, number 21196, Sep.
- Shuochen Bi & Yufan Lian & Ziyue Wang, 2024, "Research and Design of a Financial Intelligent Risk Control Platform Based on Big Data Analysis and Deep Machine Learning," Papers, arXiv.org, number 2409.10331, Sep.
- Loic Mar'echal & Nathan Monnet, 2024, "Disentangling the sources of cyber risk premia," Papers, arXiv.org, number 2409.08728, Sep.
- Camélia Sehaqui & Mohamed Haissoune, 2024, "Challenges and prospects of Artificial Intelligence: Case of participatory banks in Morocco
[dans la gestion du risque de contrepartie : Défis et perspectives pour les banques participatives au Mar," Post-Print, HAL, number hal-04690166, Sep, DOI: 10.5281/zenodo.13622967. - David Landriault & Bin Li & Hong Li & Yuanyuan Zhang, 2024, "Contract Structure and Risk Aversion in Longevity Risk Transfers," Papers, arXiv.org, number 2409.08914, Sep.
- Fredy Gamboa-Estrada & José Vicente Romero, 2024, "Geopolitical Risk and Emerging Markets Sovereign Risk Premia," Borradores de Economia, Banco de la Republica de Colombia, number 1282, Sep, DOI: 10.32468/be.1282.
- Soumil Hooda & Shubham Sharma & Kunal Bansal, 2024, "Quantifying Seasonal Weather Risk in Indian Markets: Stochastic Model for Risk-Averse State-Specific Temperature Derivative Pricing," Papers, arXiv.org, number 2409.04541, Sep, revised Sep 2024.