Suchergebnisse - "Lipton, Alexander"

Causal Factor Analysis is a Necessary Condition for Investment Efficiency.

Autoren: López de Prado, Marcos Lipton, Alexander Zoonekynd, Vincent

Quelle: Journal of Portfolio Management. Nov2025, Vol. 52 Issue 1, p7-19. 13p.

Schlagwörter: *PORTFOLIO management (Investments), *RISK-return relationships, *ASSET management, *CAPITAL allocation, CAUSAL models, CAUSATION (Philosophy)

In Memory of Peter Carr (1958–2022).

Autoren: Campolieti, Giuseppe Fahim, Arash Pirjol, Dan et al.

Quelle: Risks; Feb2024, Vol. 12 Issue 2, p39, 6p

Schlagwörter: AUTHORS

OLD PROBLEMS, CLASSICAL METHODS, NEW SOLUTIONS.

Autoren: LIPTON, ALEXANDER

Quelle: International Journal of Theoretical & Applied Finance; Jun2020, Vol. 23 Issue 4, pN.PAG-N.PAG, 37p

Schlagwörter: ORNSTEIN-Uhlenbeck process, OPTIONS (Finance), VOLTERRA equations, INTEGRAL equations, MATHEMATICS

SPX, VIX and scale-invariant LSV\footnote{Local Stochastic Volatility}

Autoren: Lipton, Alexander Reghai, Adil

Schlagwörter: FOS: Economics and business, Quantitative Finance - Computational Finance, Quantitative Finance - Mathematical Finance, 91G20, 91G60, 91G80, 47G10, 47G40, 35Q79, 0502 economics and business, 05 social sciences, Computational Finance (q-fin.CP), Mathematical Finance (q-fin.MF)

Zugangs-URL: http://arxiv.org/abs/2302.08819

Mitigation Strategies for COVID-19: Lessons from the K-SEIR Model Calibrated to the Observable Data.

Autoren: Lipton, Alexander de Prado, Marcos Lopez

Quelle: Journal of Risk & Financial Management; Jun2022, Vol. 15 Issue 6, p248, 38p

Schlagwörter: COVID-19, INTENSIVE care units, HOSPITAL beds, ECONOMIC demand, NURSING care facilities

CAN THE SEC MANDATE DISCLOSURES THAT CONTAIN BOTH FINANCIAL AND SOCIAL INFORMATION? THE CASE OF HUMAN CAPITAL MANAGEMENT DISCLOSURES.

Autoren: Corrigan, Patrick M.

Quelle: Southwestern Law Review; 2025, Vol. 54 Issue 1, p24-76, 53p

Schlagwörter: CAPITAL assets pricing model, TALENT management, BUSINESS planning, SECURITIES Exchange Act of 1934, FINANCIAL statements, INVESTOR protection, COVENANTS not to compete, EMPLOYEE training

Firma/Körperschaft: UNITED States. Securities & Exchange Commission, STANDARD & Poor's Financial Services LLC

Domain Knowledge Preservation in Financial Machine Learning: Evidence from Autocallable Note Pricing.

Autoren: Ahnouch, Mohammed Elaachak, Lotfi Le Saout, Erwan

Quelle: Risks; Jul2025, Vol. 13 Issue 7, p128, 15p

Schlagwörter: DERIVATIVE securities, MACHINE learning, MATHEMATICAL optimization

MULTILAYER HEAT EQUATIONS: APPLICATION TO FINANCE.

Autoren: ITKIN, ANDREY LIPTON, ALEXANDER MURAVEY, DMITRY

Quelle: Frontiers of Mathematical Finance; Mar2022, Vol. 1 Issue 1, p99-135, 37p

Schlagwörter: HEAT equation, MONTE Carlo method, FINITE differences, PARTIAL differential equations, SEMIANALYTIC sets

Editorial: A Systemic Recovery.

Autoren: Grasselli, Matheus R. Kirman, Alan Hynes, William

Quelle: Journal of Risk & Financial Management; Dec2022, Vol. 15 Issue 12, p578, 7p

Schlagwörter: INCOME inequality, SUPPLY chain disruptions

The Sustainability of Investing in Cryptocurrencies: A Bibliometric Analysis of Research Trends.

Autoren: Alqudah, Mohammad Ferruz, Luis Martín, Emilio et al.

Quelle: International Journal of Financial Studies; Sep2023, Vol. 11 Issue 3, p93, 25p

Schlagwörter: BIBLIOMETRICS, CRYPTOCURRENCIES, ENVIRONMENTAL, social, & governance factors, TREND analysis, DATABASES

Semi-analytical solution of a McKean–Vlasov equation with feedback through hitting a boundary.

Autoren: LIPTON, ALEXANDER KAUSHANSKY, VADIM REISINGER, CHRISTOPH

Quelle: European Journal of Applied Mathematics; Dec2021, Vol. 32 Issue 6, p1035-1068, 34p

Schlagwörter: BURGERS' equation, VOLTERRA equations, CREDIT risk, EQUATIONS

Cryptocurrencies change everything.

Autoren: Lipton, Alexander

Quelle: Quantitative Finance; Aug2021, Vol. 21 Issue 8, p1257-1262, 6p

Schlagwörter: CRYPTOCURRENCIES, INCUMBENCY (Public officers), ECOSYSTEMS

Scientific constitutive abduction.

Autoren: Aizawa, Ken Headley, Drew B.

Quelle: European Journal for Philosophy of Science; Jun2025, Vol. 15 Issue 2, p1-20, 20p

Assets with jumps.

Autoren: Lipton, Alexander¹

Quelle: Risk. Sep2002, Vol. 15 Issue 9, p149-153. 5p.

Schlagwörter: *CREDIT, *PRICES, *FIXED-income securities, *FOREIGN exchange, *COMMODITY exchanges, *INVESTMENT advisors

A CLOSED-FORM SOLUTION FOR OPTIMAL ORNSTEIN–UHLENBECK DRIVEN TRADING STRATEGIES.

Autoren: LIPTON, ALEXANDER LÓPEZ DE PRADO, MARCOS

Quelle: International Journal of Theoretical & Applied Finance; Dec2020, Vol. 23 Issue 8, pN.PAG-N.PAG, 34p

Schlagwörter: ORNSTEIN-Uhlenbeck process, MARKET makers, PRICES of securities, MONTE Carlo method, SHARPE ratio

Geografische Kategorien: HOBOKEN (N.J.)

Firma/Körperschaft: JOHN Wiley & Sons Inc.

Toward an Interoperability Architecture for Blockchain Autonomous Systems.

Autoren: Hardjono, Thomas Lipton, Alexander Pentland, Alex

Quelle: IEEE Transactions on Engineering Management; Nov2020, Vol. 67 Issue 4, p1298-1309, 12p

Schlagwörter: BLOCKCHAINS, ARCHITECTURAL design, COMPUTER network management, TELEOLOGY, ARCHITECTURAL philosophy, COMPUTER security

On the first hitting time density for a reducible diffusion process.

Autoren: Lipton, Alexander Kaushansky, Vadim

Quelle: Quantitative Finance; May2020, Vol. 20 Issue 5, p723-743, 21p, 2 Charts, 18 Graphs

Schlagwörter: DIFFUSION processes, VOLTERRA equations, ORNSTEIN-Uhlenbeck process, WIENER processes, INTEGRAL equations

Money changes everything: how finance made civilization possible.

Autoren: Lipton, Alexander

Quelle: Quantitative Finance; Sept2017, Vol. 17 Issue 9, p1319-1322, 4p

Schlagwörter: FINANCIAL management, NONFICTION

Reviews & Products: MONEY Changes Everything: How Finance Made Civilization Possible (Book)

People: GOETZMANN, William N.

THE BROAD CONSEQUENCES OF NARROW BANKING.

Autoren: GRASSELLI, MATHEUS R. LIPTON, ALEXANDER

Quelle: International Journal of Theoretical & Applied Finance; Feb2019, Vol. 22 Issue 1, pN.PAG-N.PAG, 22p

Schlagwörter: MACROECONOMICS, STOCK-flow analysis, ECONOMIC development, ECONOMISTS, INVESTMENT banking

Multilayer heat equations and their solutions via oscillating integral transforms.

Autoren: Itkin, Andrey Lipton, Alexander Muravey, Dmitry

Quelle: Physica A. Sep2022, Vol. 601, pN.PAG-N.PAG. 1p.

Schlagwörter: *INTEGRAL transforms, *HEAT equation, *DIRAC function, *EIGENFUNCTIONS, *MATHEMATICS