Quantifying the concerns of Dimon and Buffett with data and computation

M Oldham - Journal of Economic Dynamics and Control, 2020 - Elsevier
Despite considerable efforts, the determinants of firm growth and financial market volatility
have not been definitively identified, yet sets of stylized facts–most notably power-law …

Money in a time of choleric: Basel blows the bubbles

M Mainelli - The Journal of Risk Finance, 2011 - emerald.com
The Basel Committee on Banking Supervision, formed in 1974 by the Bank for International
Settlements, issues the international standards (“accords”) for banking laws and regulations …

The Utilization of Computational Social Science for the Benefit of Finance

M Oldham - 2019 - search.proquest.com
The ability to identify the mechanisms responsible for the behavioral characteristics of
financial markets has remained an elusive pursuit. Further, the precise behavioral …