What We Are Reading
In preparing for the “Data, Analytics, and Risk in Finance” workshop, we have compiled a sampling of papers and articles that provide opinions and perspectives on research, trends and innovation in this area — including articles published by some of our invited speakers.
- “A new approach to financial regulation“, Simon Levin and Andrew Lo, PCAS (2015)
- “Survey of Systemic Risk Analytics”, Andrew W. Lo and Mark D. Flood
- “Big data challenges and opportunities in financial stability monitoring” Flood, Jagadish, and Raschid
- “The Application of Visual Analytics to Financial Stability Monitoring” OFR Working Paper 2014-02c, Mark D. Flood, Victoria L. Lemieux, Margaret Varga, and B.L. William Wong
- “Contract as Automaton: The Computational Representation of Financial Agreements”, OFR Working Paper 2015-04, Mark D. Flood and Oliver R. Goodenough
- “The Network Origins of Large Economic Downturns”, Daron Acemoglu, Asuman Ozdaglar, and Alireza Tahbaz-Salehi
- “Bayesian Regression and Bitcoin”, Devavrat Shah and Kang Zhang
- “MIT’s Bitcoin-inspired ‘Enigma’ Lets Computers Mine Encrypted Data”, Wired Magazine, Sandy Pentland’s group.
- “Systemic risk in banking ecosystems”, Andrew G. Haldane & Robert M. May, Nature (2011)
- “Systemic Risk and Stability in Financial Networks” American Economic Review, vol. 105, no. 2, pp. 564-608, 2015. Daron Acemoglu, Asuman Ozdaglar, Alireza Tahbaz-Salehi,
- “Andrew Lo on Volatility, Trend Following, and Why Traditional Financial Advice Is Incomplete”, Journal of Financial Planning, March 2016
- “Money Walks: Implicit Mobility Behavior and Financial Well-Being” Vivek Kumar Singh, Burcin Bozkaya, Alex Pentland
- “Rethinking the Financial Network” speech given by Andrew G Haldane, Executive Director, Financial Stability, Bank of England at the Financial Student Association, Amsterdam 28 April 2009
