A Hedonic Metric Approach to Estimating the Demand for Differentiated...
This article introduces the Hedonic Metric (HM) approach as an original method to model the demand for differentiated products. Using this approach, initially, we create an n-dimensional hedonic space...
View ArticleMarket states: A new understanding. (arXiv:2003.07058v1 [q-fin.CP])
We present the clustering analysis of the financial markets of S&P 500 (USA) and Nikkei 225 (JPN) markets over a period of 2006-2019 as an example of a complex system. We investigate the...
View ArticleDegrees of displacement: The impact of household PV battery prosumage on...
Reductions in the cost of PV and batteries encourage households to invest in PV battery prosumage. We explore the implications for the rest of the power sector by applying two open-source...
View ArticleOld Problems, Classical Methods, New Solutions. (arXiv:2003.06903v1 [q-fin.MF])
We use a powerful extension of the classical method of heat potentials, recently developed by the present author and his collaborators, to solve several significant problems of financial mathematics....
View ArticleDeep Deterministic Portfolio Optimization. (arXiv:2003.06497v1 [q-fin.MF])
Can deep reinforcement learning algorithms be exploited as solvers for optimal trading strategies? The aim of this work is to test reinforcement learning algorithms on conceptually simple, but...
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We can increase happiness through public policy – and in our jobs and...
Thomas Jefferson said that âThe care of human life and happiness… is the first and only legitimate object of good  government.â We agree with him, as did the LSEâs main architects â the Webbs...
View ArticleModelling the Bottom of the Covid-19 Financial Crisis
The global pandemic of current scope is something that was experienced by only a few living people. We have some historical accounts of how it unfolded in the past, but otherwise, it is uncharted...
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