Let Xi be non-degenerate i.i.d. random variables with distribution function F, and let Xn1,...,Xnn denote the order statistics of X1,...,Xn. In trying to robustify the sample mean as an estimator of location, several alternatives have been suggested which have the intuitive appeal of being less...

In this paper, we discuss the application of quasi-Monte Carlo methods to the Heston model. We base our algorithms on the Broadie-Kaya algorithm, an exact simulation scheme for the Heston model. As the joint transition densities are not available in closed-form, the Linear Transformation method...

In this paper, we discuss the application of quasi-Monte Carlo methods to the Heston model. We base our algorithms on the Broadie-Kaya algorithm, an exact simulation scheme for the Heston model. As the joint transition densities are not available in closed-form, the Linear Transformation method...

It has recently been suggested that speculation is now playing an important role in daily price movements of global oil prices. This raises the question: what are important drivers of price changes given this new 'speculative' regime? We identify new factors of the oil market related to...

Decisions : the unit of success -- BYO -- Action to transaction to interaction -- The changing nature of data -- Social analytics -- Networked decisions -- Informed decisions -- Decisions as interactions -- Social listening -- Engaged decisions -- Crowdsourced decisions -- Afterword

It has recently been suggested that financial speculation is now playing an important role in daily price movements of global oil prices. This raises the question: what are important drivers of price changes given this new speculative regime? We identify new factors of the oil market related to...

We are living in the post-information age, the era of so-called 'Big Data'. It is a practical possibility for corporations to report, chart and analyse every action, transaction and click that happens inside and outside their business. In Decision Sourcing Roberts and Pakkiri examine what this...