Search Results for author: Sven Serneels

Found 2 papers, 1 papers with code

Non-fungible token transactions: data and challenges

no code implementations13 Oct 2022 Jason B. Cho, Sven Serneels, David S. Matteson

Non-fungible tokens (NFT) have recently emerged as a novel blockchain hosted financial asset class that has attracted major transaction volumes.

Projection pursuit based generalized betas accounting for higher order co-moment effects in financial market analysis

1 code implementation31 Jul 2019 Sven Serneels

Betas are possibly the most frequently applied tool to analyze how securities relate to the market.

Applications Statistical Finance

Cannot find the paper you are looking for? You can Submit a new open access paper.