ajit-k-dubey
Unlocking Gen-AI's True Potential: The Next Phase of Monumental Value Creation
In Search of the Gen-AI Business Model. | The Next Phase of Gen-AI's Monumental Value Creation.
Read articleBlog
Product-linked research, platform updates, and operating notes.
Content categories align to strategy math, market structure, platform execution, and compliance context.
ajit-k-dubey
AI Guardrails, Precise Boundary and Tearsheets can Transform Value Creation in Financial Markets
Unveiling the Power of Generative Models: Transforming Relative Value Analysis with Tearsheets' Unmatched Accuracy
Read article
ajit-k-dubey
AI Agents in Finance: How Relative Value Analysis and Tearsheets Pave the Way for AI Copilots and Autonomous Intelligent Agents
Unlocking the Future: How Relative Value Analysis and Tearsheets Pave the Way for AI Copilots and Autonomous Intelligent Agents
Read article
ajit-k-dubey
Now is the time for the emergence of artificial intelligence and blockchain in finance.
Economy | There are three key reasons why the time to act is now.
Read article
ajit-k-dubey
The critical role of liquidity! How can asset tokenization help?
Crypto has gained significant popularity in recent years, offering a potentially lucrative opportunity.
Read article
ajit-k-dubey
Why bonds are better collateral than bitcoin and ether for crypto lending
AUT and OXA are better than bitcoin and ether as a collateral for crypto lending.
Read article
tim-leung; research
Multiscale Analysis & Volatility Asymmetry of Cryptocurrency Prices
Adaptive complementary ensemble empirical mode decomposition (ACE-EMD) for non-stationary time series
Read article
ajit-k-dubey
Network Effect | OXA's economic engine as a driver for adoption. - OXA Virtuous Cycle
OXA's economic engine as a driver for adoption. - OXA Virtuous Cycle
Read article
barnet-sherman
A Technology Solution For Muni Bond Disclosure
A Technology Solution For Muni Bond Disclosure
Read article
tim-leung; research
Leveraged ETFs — Price Dynamics and Options Valuation
The ETF industry now consists of more than 2,000 funds with well over $4 trillion in assets.
Read article
tim-leung; research
Examining the Drawdown Risk of Sector ETFs —  2022
A drawdown measures the distance (in %) of the portfolio value from its peak, reflecting its downside risk.
Read article
tim-leung; research
Optimal Execution for High Frequency Trading
In high-frequency trading, large buy (or sell) orders may cause other traders to raise (or lower) their offered price.
Read article
ajit-k-dubey
How unidirectional swaps expand the circulation of tokens in the market.
OpenEXA's Unidirectional Swaps will allow OXA to continue to grow and expand in the marketplace.
Read article
tim-leung; research
Modern Trends in Financial Engineering
Modern Trends in Financial Engineering, publishes monographs on important contemporary topics in theory and practice of Financial Engineering.
Read article
tim-leung; research
Stochastic Storage Cost Model for Grains Futures
The world is experiencing the biggest supply shock to global grains markets in recent history. Prices of various crops have skyrocketed.
Read articletim-leung; research
Dynamic Estimation of Stochastic Gold Exposure
Gold is often viewed as a safe haven asset or a hedge against market turmoil, currency depreciation, and other economic or political events.
Read article
tim-leung; research
Multiscale Decomposition and Analysis of Sector ETF Price Dynamics
Asset prices are driven by factors of different timescales, ranging from long-term market regimes to short-term fluctuations.
Read article
tim-leung; research
Encoding Market View via a Randomized Brownian Bridge
Trading decisions often depend on the trader’s subjective belief of the distribution of the asset price on a given future date.
Read article
tim-leung; research
Dynamic Futures Portfolio in a Regime-Switching Market
Asset prices are often seen as being dependent on market conditions. Market regimes may change suddenly and persist for a period of time.
Read article
tim-leung; research
Dynamic Futures Portfolio Under a Multifactor Gaussian Framework
Futures are standardized exchange-traded bilateral contracts of agreement to buy or sell an asset at a pre-determined price at a time in future.
Read article
tim-leung; research
Multiscale Financial Signal Processing
Market observations and empirical studies have shown that asset prices are often driven by multiscale factors in the short term.
Read article
tim-leung; research
Cardinality-Constrained Portfolios: Optimization Approach & Algorithm
Every portfolio can be partitioned into multiple asset groups defined by asset classes, sectors, styles, and other features.
Read article
tim-leung; research
Employee Stock Options — Exercise Timing, Hedging, and Valuation
Book Title: Employee Stock Options Exercise Timing, Hedging, and Valuation
Read article
tim-leung; research
An Optimization Algorithm for Sparse Mean-Reverting Portfolio Selection
We study an approach that combines statistical learning and optimization to construct portfolios.
Read article
tim-leung; research
The Drawdown Risk and Portfolio Concentration of Sector ETFs
A drawdown measures the distance (in %) of the portfolio value from its peak, reflecting its downside risk.
Read article
barnet-sherman; research
Mispriced Municipal Bonds Cost Mutual Fund Shareholders And Taxpayers Billions Of Dollars
The municipal bond market’s lack of trade data and lack of digitized financial data cause mispricing and lost value.
Read article
barnet-sherman; research
Municipal Bonds And ESG: All Hat, No Cattle
For all of the municipal bond market's bluster about the importance of ESG risk in credit and value, it doesn't show up when it counts the most.
Read article
barnet-sherman; research
Relief For The Digital Data-Starved $3.9 Trillion Municipal Bond Market
The $3.9 trillion municipal bond market has no digital financial data.
Read article
barnet-sherman; research
Small Muni Issuers See A Potential 620% Windfall For Their Taxpayers
The Financial Data Transparency Act offers a lottery-sized windfall for small muni issuers by digitizing their financial reporting.
Read article
barnet-sherman; research
Stocks Versus Gold: Which Is A Better Investment? The Answer May Surprise You
Gold bugs like to point out that gold has outperformed the S&P 500 over the last 40 years. Not so fast.
Read article
ajit-k-dubey
Stable Credit! What is it and how would it function?
A form of credit line that incorporates stability measures, similar to how stablecoins maintain a stable value.
Read article
ajit-k-dubey
6 Excellent Cryptowallets to Safeguard Your Crypto Assets
Securing your crypto assets is essential in the ever-expanding world of finance. How to ensure the wallet you are choosing is actually secure?
Read article
philip-bond; research
ESG: A panacea for market power?
Equilibrium of product/labor markets when firms adopt ESG. And equilibrium in ESG policies. Focuses on the S part of ESG.
Read article
ajit-k-dubey
Is crypto secure? Factors to consider if you will start investing in crypto
Crypto has gained significant popularity in recent years, offering a potentially lucrative opportunity.
Read articlephilip-bond; research
Automation, financial frictions, and the long-run labor share
Does automation benefit or harm workers? Will complete automation drive the labor share to zero?
Read articlephilip-bond; research
Buying high and selling low: Stock repurchases and persistent asymmetric information
Analyzes a dynamic version of Myers and Majluf's classic model. Equilibria feature repurchases, even though all firms want to raise cash. Some f
Read articlephilip-bond; research
Ordering information content using the quantile function.
Lehmann's (1988) information ordering is equivalent to single-crossing of the quantile function.
Read article
ajit-k-dubey
What is an AUT (Asset Unique Token)? And how can you own one?
Asset Unique Tokens (AUT) are collateral tokens and a type of digital asset based on the ERC 271 token standard.
Read articlephilip-bond; research
The real effects of financial markets
Lehmann's (1988) information ordering is equivalent to single-crossing of the quantile function.
Read article
ajit-k-dubey
What is an OXA (Stable Credit Tokens) and how you can mint one?
OpenEXA's stable credit token (OXA) backed by institutional assets (AUT’s) can unlock the flow of stable credit to the crypto markets.
Read article
ajit-k-dubey
The new crypto margin account. How does the OpenEXA Margin Account work?
An OpenEXA Margin Account is a powerful tool that allows investors to access additional funds to invest in cryptocurrencies or stablecoins.
Read articlephilip-bond; research
Predatory mortgage lending
Predatory lending can arise even in the absence of lender fraud and borrower confusion.
Read articlephilip-bond; research
The Labor Market for Bankers and Regulators
Who becomes a financial regulator and who becomes a banker?
Read article
ajit-k-dubey
5 New and Intriguing Ethereum Tokens to Watch in 2023
These tokens are making waves in their respective industries and offer exciting opportunities for investors and enthusiasts alike.
Read articlephilip-bond; research
Contracting in the presence of judicial agency
Judges have agency conflicts too. How does this affect contracting?
Read article
research
How ChatGPT Can Change the Future of Cryptocurrency
What if ChatGPT could offer personalized financial recommendations to help narrow down options while leaving the final decision to the investor?
Read article
ajit-k-dubey
Unveiling the Vital Role of Credit in the Financial System. Why Banks Exist?
The commonality between banks lies in their core function of credit or lending.
Read article
articles
Five Generative AI Technologies in Cryptocurrency
Five groundbreaking generative AI technologies that are revolutionizing the cryptocurrency sector and expanding its applications in daily life
Read article
articles
History of AI and Cryptocurrency
Where are artificial intelligence and cryptocurrency heading? Let's look to their history for the answer.
Read articleEvery article ties back to product proof and deployment readiness.
Explore Platform and Status pages for linked execution, risk, and roadmap context.