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Interest Rate Manipulation Detection using Time Series Clustering Approach
Interest Rate Manipulation Detection Series Clustering Approach
2012/9/14
The Interbank Offered Rate is a vital benchmark interest rate in the financial markets of every country to which financial contracts are tied. In the light of the recent LIBOR manipulation incident, t...
Mathematical Definition, Mapping, and Detection of (Anti)Fragility
Mathematical Definition Mapping Detection
2012/9/14
We provide a mathematical definition of fragility and antifragility as negative or positive sensitivity to a semi - measure of dispersion and volatility (a variant of neg...