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Financial Regulation: More Accurate Measurements for Control Enhancements and the Capture of the Intrinsic Uncertainty of the VaR
Financial Regulation: More Accurate Measurements for Control Enhancements and the Capture of the Intrinsic Uncertainty of the VaR With Dominique Guegan, Emeritus Professor - University Paris1 Panthéon -Sorbonne, LabEx ReFi and Centre d'Economie de la Sobonne.
A talk with Dr. Arun Verma
A talk with Dr. Arun Verma. To explore the value embedded in News & Social Sentiment data, we build three types of equity trading strategies based on sentiment data and show that strategies based on sentiment outperform the corresponding benchmark indexes significantly.
Bounds for VIX Futures Given S&P 500 Smiles
Bounds for VIX Futures Given S&P 500 Smiles With Julien Guyon, senior quantitative analyst in the Quantitative Research group at Bloomberg L.P.