Category

Working Papers

Francesco Pierangeli
1
Working Papers
April 15, 2017

Systemic Risk Identification, Modelling, Analysis, And Monitoring: An Integrated Approach

Abstract Research capacity is critical in understanding systemic risk and informing new regulation. Banking regulation has not kept pace with all the complexities of financial…
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Francesco Pierangeli
2
Working Papers
April 15, 2017

Robustness Of Multiple Objective GP Stock-Picking In Unstable Financial Markets: Real-World Applications Track

Abstract Stock selection for hedge fund portfolios is a challenging problem for Genetic Programming (GP) because the markets (the environment in which the GP solution…
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Francesco Pierangeli
2
Working Papers
April 15, 2017

Working Paper No.33

Abstract In this letter we present the result of a spin-dependent groundstate-energy calculation for fermionic boundstates in the spacetime around a rotating blackhole. Using a…
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Francesco Pierangeli
2
Working Papers
April 15, 2017

Reconstructing Space-Time

Abstract This paper discusses a 7 dimensional conformal geometric algebra model for spacetime based on the notion that spacelike and timelike infinities are distinct. I…
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Francesco Pierangeli
2
Working Papers
April 15, 2017

Left-Ideals, Dirac Fermions And Su (2)-Flavour

Abstract In this paper I reconsider the use of the left ideals of the even-grade subalgebra of spacetime algebra to describe fermionic excitations. When interpreted…
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Francesco Pierangeli
2
Working Papers
April 15, 2017

A Survey Of Attacks On Ethereum Smart Contracts

Abstract In this position paper, we consider some foundational topics regarding smart contracts (such as terminology, automation, enforceability, and semantics) and define a smart contract…
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Francesco Pierangeli
2
Working Papers
April 15, 2017

High Frequency Trading-Bugs Glitches, False Liquidity And Open Warfare

Abstract High Frequency trading (HFT) – love it or hate it? Does it provide much-needed liquidity to the markets, or distort the markets and remove…
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Francesco Pierangeli
2
Working Papers
April 15, 2017

Identifying Multilevel Emergent Behaviors In Agent-Directed Simulations Using Complex Event Type Specifications

Abstract Agent-directed simulations (ADS) are used in many domains to study complex systems. These are systems where non-linear effects can result from these emergent behaviors,…
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