The aim of this paper is to study the cross-sectional effects present in the market using a new framework based on graph theory. Within this framework, we represent the evolution of a dynamic portfolio, i.e. a portfolio whose weights vary over time, as a rank-based multivariate model where the...

Sharpe-like ratios have been traditionally used to measure the performances of portfolio managers. However, they are known to suffer major drawbacks. Among them, two are intricate: (1) they are relative to a peer's performance and (2) the best score is generally assumed to correspond to a "good"...

Due to the hyper technology associated to Big Data, data availability and computing power, most banks or lending financial institutions are renewing their business models. Credit risk predictions, monitoring, model reliability and effective loan processing are key to decision making and...

With only ten years left to achieve the Sustainable Development Goals (SDGs), development organizations rapidly need to innovate their approach to decision making and problem solving. New lessons and understandings, born from emerging uses of technology, can enable these innovations. This...

We examine the interactions between growth in CO 2 emissions, economic production, and energy use at the global and multi-regional levels over the period 1990-2014. Methodologically, we use causal discovery that relies on linear and nonlinear tests of conditional independence to study their...

Due to the advanced technology associated with Big Data, data availability and computing power, most banks or lending institutions are renewing their business models. Credit risk predictions, monitoring, model reliability and effective loan processing are key to decision-making and transparency....