6,456 research outputs found
The Future of Canadian Climate Policy — with Marc Lee
Marc Lee is a Senior Economist at the Canadian Centre for Policy Alternatives\u27 BC Office. In addition to tracking federal and provincial budgets and economic trends, Marc has published on a range of topics from poverty and inequality to globalization and international trade to public services and regulation. Marc is the Co-Director of the Climate Justice Project, a research partnership with UBC\u27s School of Community and Regional Planning that examines the links between climate change policies and social justice.Resources:Climate Justice Project: www.policyalternatives.ca/projects/cli…tice-projectMarc Lee\u27s Posts on Policy Note: www.policynote.ca/author/marclee/Canadian Centre for Policy Alternatives: www.policyalternatives.ca/Marc\u27s Twitter: twitter.com/MarcLeeCCPA International Panel on Climate Change, 2021 report: www.ipcc.ch/report/ar6/wg1
Climate Justice & Inequality: The Future of Canadian Climate Policy — with Marc Lee
Marc Lee is a Senior Economist at the Canadian Centre for Policy Alternatives\u27 BC Office. In addition to tracking federal and provincial budgets and economic trends, Marc has published on a range of topics from poverty and inequality to globalization and international trade to public services and regulation. Marc is the Co-Director of the Climate Justice Project, a research partnership with UBC\u27s School of Community and Regional Planning that examines the links between climate change policies and social justice.Resources: Climate Justice Project: https://www.policyalternatives.ca/projects/climate-justice-projectMarc Lee\u27s Posts on Policy Note: https://www.policynote.ca/author/marclee/Canadian Centre for Policy Alternatives: https://www.policyalternatives.ca/Marc\u27s Twitter: https://twitter.com/MarcLeeCCPA International Panel on Climate Change, 2021 report: https://www.ipcc.ch/report/ar6/wg1
Welcome to a non-Black-Scholes world
Jean-Phillipe Bouchaud and Marc Potters, citing option markets and risk awareness, challenge the view that the Black-Scholes model needs little improvement - in fact, it should be seen as a special case of a more general theory.
Optimal trading algorithms and selfsimilar processes: a p-variation approach
Almgren and Chriss ("Optimal execution of portfolio transactions", Journal of Risk, Vol. 3, No. 2, 2010, pp. 5-39) and Lehalle ("Rigorous strategic trading: balanced portfolio and mean reversion", Journal of Trading, Summer 2009, pp. 40-46.) developed optimal trading algorithms for assets and portfolios driven by a brownian motion. More recently, Gatheral and Schied ("Optimal trade execution under geometric brownian motion in the Almgren and Chriss framework", Working paper SSRN, August 2010) addressed the same problem for the geometric brownian motion. In this article we extend these ideas for assets and portfolios driven by a discrete version of a selfsimilar process of exponent H in (0,1), which can be either a fractional brownian motion of Hurst exponent H or a truncated Lévy distribution of index 1/H. The cost functional we use is not the classical expectation-variance one: instead of the variance, we use the p-variation, i.e. the Lp equivalent of the variance. We find explicitly the trading algorithm for any p>1 and compare the resulting trading curve (that we call p-curve) with the classical expectation-variance curve (the 2-curve). If p2 then the p-curve is above the 2-curve at the beginning of the execution and below at the end. Therefore, this pattern minimizes the market impact. We also show that the value of p in the p-variation is related to the exponent H of selfsimilarity via p=1/H. In consequence, one can find the right value of p to put into the trading algorithm by calibrating the exponent H via real time series. We believe this result is interesting applications for high-frecuency trading.
UKMARC AMC: Draft Rev 4.0: UK MARC format for archives and manuscripts control (UK MARC AMC)
This draft is the first attempt to establish a UK MARC specifically for Archives and Manuscripts Control since the British Library indicated that it would countenance such extensions to the national UK MARC format. In order to keep consistency with the general UK MARC format, standard UK MARC subject fields are not included in this document, since they should be taken from the latest version of the UK MARC manual. {A note of them should perhaps be included in UK MARC AMC.} {NB Text in braces is intended to be explanatory material for readers of this draft}. Certain other fields have not been included that might occasionally be used in the cataloguing of archival materials but would generally only be used for such materials in organizations which were combining archive
databases with library databases. This MARC version is intended for use with descriptions of archive or anuscript material that follow, or fit, the traditional style of cataloguing: we assume that these will normally relate
to paper or parchment originals. It is not intended for use with descriptions of other kinds of material. For these, fields may be drawn from the appropriate UK MARC document. MARC versions for use with archives in special formats should be developed, in order to complete the full range of facilities available to archivists and curators
MARC 21 para recursos contínuos
Translation and adaptation of the MARC 21 Format for Bibliographic Data, and MARC 21 Format for Holdings Data, Network Development and MARC Standards Office, Library of Congress, USA, by Angela Salles. Rio de Janeiro, 2010. 2 v. V.1 MARC 21 format for bibliographic data (updated until October 2010). V.2 MARC 21 format for data collection (Holdings) (updated until October 2008)
MARC 21 para recursos contínuos.
Tradução e adaptação de MARC 21 Format for Bibliographic Data e MARC 21 Format for Holdings Data, da Network Development and MARC Standards Office, da Library of Congress, USA, por Angela Salles
Friends of the Greenwood Library Presents Marc Leepson
On Tuesday, September 11, 2012 the Friends of the Janet D. Greenwood Library hosted its fall event, which featured an evening with Marc Leepson. Leepson is a journalist, historian and the author of seven books, including Lafayette: Lessons in Leadership from the Idealist General (Palgrave/Macmillan, 2011), a concise biography of the famed Marquis de Lafayette
Populism, populists, european democracies and European Union. The Italian case
In this chapter, the author starts by a necessary clarification of some notions as populism and fascism because there is a lot of confusion in the public debate but also a lot of academic controversies. The debate has been immediately re-launched in September 2022, after the victory at the general elections of Giorgia Meloni’s head of Brothers of Italy, a party who has a neo-fascist legacy, and after her nomination as chief of the Italian government. Marc Lazar concludes this first part of the chapter by giving what he calls an operative definition of populism, populist and fascism. In a second part, the author analyses Meloni’s party Brothers of Italy and proposes a characterisation of this party which is evolving. In a third part of the chapter, Marc Lazar reflects on what does Meloni and her party on Italian democracy and on the European Union but also what the Italian democracy and the European Union do to Meloni and Brothers of Italy. For the author, the Italian democracy and the European Union demonstrate a high capacity of resilience to the populist challenge and a propension of acculturation of the populists’ leader and party. He concludes pointing out that is a working progress, the end of which is unknown
On the Number of Metastable States in Spin Glasses
In this letter, we show that the formulae of Bray and Moore for the average logarithm of the number of metastable states in spin glasses can be obtained by calculating the partition function with m coupled replicas with the symmetry among these explicitly broken according to a generalization of the `two-group' ansatz. This equivalence allows us to find solutions of the bm equations where the lower `band-edge' free energy equals the standard static free energy. We present these results for the Sherrington-Kirkpatrick model, but we expect them to apply to all mean-field spin glasses. cond-mat/9506049 [email protected] There has been recently a renewed interest in the study of metastable states in spin glasses. Current problems range form their potential relevance in spin glass dynamics to the formulation of renormalization group analysis in the presence of many minimas of the action. Nevertheless, it is interesting to use our present knowledge to shed some light old problems and..
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