{"title":"Developing Safer AI – Concepts from Economics to the Rescue","authors":"Pankaj K. Maskara","doi":"10.2139/ssrn.4584836","DOIUrl":"https://doi.org/10.2139/ssrn.4584836","url":null,"abstract":"","PeriodicalId":21927,"journal":{"name":"Social Science Research Network","volume":"135 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135319758","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The Social Cost of Investor Distraction: Evidence from Institutional Cross-Blockholding","authors":"Vivek Astvansh, Tao Chen, Jimmy Chengyuan Qu","doi":"10.2139/ssrn.4591777","DOIUrl":"https://doi.org/10.2139/ssrn.4591777","url":null,"abstract":"","PeriodicalId":21927,"journal":{"name":"Social Science Research Network","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135319763","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Next Health – Einfacher durch das Ökosystem der Gesundheit (Next Health – A new way to navigate the healthcare ecosystem)","authors":"Karin Frick, David Bosshart, Stefan Breit","doi":"10.2139/ssrn.4612410","DOIUrl":"https://doi.org/10.2139/ssrn.4612410","url":null,"abstract":"","PeriodicalId":21927,"journal":{"name":"Social Science Research Network","volume":"86 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135319867","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Dividend Restrictions and Search for Income","authors":"Esther Cáceres García, Matias Lamas","doi":"10.2139/ssrn.4615297","DOIUrl":"https://doi.org/10.2139/ssrn.4615297","url":null,"abstract":"","PeriodicalId":21927,"journal":{"name":"Social Science Research Network","volume":"138 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135319875","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Choose your auction: Mechanism design for a bidder","authors":"Dmitriy Knyazev, Daniel Rehsmann","doi":"10.2139/ssrn.4592327","DOIUrl":"https://doi.org/10.2139/ssrn.4592327","url":null,"abstract":"","PeriodicalId":21927,"journal":{"name":"Social Science Research Network","volume":"30 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135319880","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The Making of Constitutional Democracy: From Creation to Application of Law","authors":"Paolo Sandro","doi":"10.2139/ssrn.4562656","DOIUrl":"https://doi.org/10.2139/ssrn.4562656","url":null,"abstract":"","PeriodicalId":21927,"journal":{"name":"Social Science Research Network","volume":"28 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135358847","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We discover several surprising relationships between large classes of seemingly unrelated foundational problems of financial engineering and fundamental problems of hydrodynamics and molecular physics. Solutions in all these domains can be reduced to solving affine differential equations commonly used in various mathematical and scientific disciplines to model dynamic systems. We have identified connections in these seemingly disparate areas as we link together small wave-like perturbations of linear flows in ideal and viscous fluids described in hydrodynamics by Kevin waves to motions of free and harmonically bound particles described in molecular physics by Klein-Kramers and Kolmogorov equations to Gaussian and non-Gaussian affine processes, e.g., Ornstein-Uhlenbeck and Feller, arising in financial engineering. To further emphasize the parallels between these diverse fields, we build a coherent mathematical framework using Kevin waves to construct transition probability density functions for problems in hydrodynamics, molecular physics, and financial engineering. As one of the outcomes of our analysis, we discover that the original solution of the Kolmogorov equation contains an error, which we subsequently correct. We apply our interdisciplinary approach to advance the understanding of various financial engineering topics, such as pricing of Asian options, volatility and variance swaps, options on stocks with path-dependent volatility, bonds, and bond options. We also discuss further applications to other exciting problems of financial engineering.
{"title":"Kelvin Waves, Klein-Kramers and Kolmogorov Equations, Path-Dependent Financial Instruments: Survey and New Results","authors":"Alex Lipton","doi":"10.2139/ssrn.4566324","DOIUrl":"https://doi.org/10.2139/ssrn.4566324","url":null,"abstract":"We discover several surprising relationships between large classes of seemingly unrelated foundational problems of financial engineering and fundamental problems of hydrodynamics and molecular physics. Solutions in all these domains can be reduced to solving affine differential equations commonly used in various mathematical and scientific disciplines to model dynamic systems. We have identified connections in these seemingly disparate areas as we link together small wave-like perturbations of linear flows in ideal and viscous fluids described in hydrodynamics by Kevin waves to motions of free and harmonically bound particles described in molecular physics by Klein-Kramers and Kolmogorov equations to Gaussian and non-Gaussian affine processes, e.g., Ornstein-Uhlenbeck and Feller, arising in financial engineering. To further emphasize the parallels between these diverse fields, we build a coherent mathematical framework using Kevin waves to construct transition probability density functions for problems in hydrodynamics, molecular physics, and financial engineering. As one of the outcomes of our analysis, we discover that the original solution of the Kolmogorov equation contains an error, which we subsequently correct. We apply our interdisciplinary approach to advance the understanding of various financial engineering topics, such as pricing of Asian options, volatility and variance swaps, options on stocks with path-dependent volatility, bonds, and bond options. We also discuss further applications to other exciting problems of financial engineering.","PeriodicalId":21927,"journal":{"name":"Social Science Research Network","volume":"319 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135356450","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Financial Inclusion Transitions in Peru: The Role of Labor Informality","authors":"Jose Aurazo, Farid Gasmi","doi":"10.2139/ssrn.4565048","DOIUrl":"https://doi.org/10.2139/ssrn.4565048","url":null,"abstract":"","PeriodicalId":21927,"journal":{"name":"Social Science Research Network","volume":"129 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135356953","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Johann Fernando Hoyos-Patiño, Daniel Antonio Hernández-Villamizar, Liliana Velásquez-Carrascal
{"title":"Measurement of Animal Welfare in Goats From the Experimental Farm of the University Francisco De Paula Santander -ocaña, Applying the Welfare Quality® Protocol","authors":"Johann Fernando Hoyos-Patiño, Daniel Antonio Hernández-Villamizar, Liliana Velásquez-Carrascal","doi":"10.2139/ssrn.4547350","DOIUrl":"https://doi.org/10.2139/ssrn.4547350","url":null,"abstract":"","PeriodicalId":21927,"journal":{"name":"Social Science Research Network","volume":"62 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135356999","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Impact of Parental Education on Their Children's Achievements","authors":"Ariela Savin, Ayal Kimhi, Dan Ben-David","doi":"10.2139/ssrn.4549215","DOIUrl":"https://doi.org/10.2139/ssrn.4549215","url":null,"abstract":"","PeriodicalId":21927,"journal":{"name":"Social Science Research Network","volume":"320 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135357556","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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