Reading

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.

  1. A new approach to financial regulation“, Simon Levin and Andrew Lo, PCAS (2015)
  2. “Survey of Systemic Risk Analytics”, Andrew W. Lo and Mark D. Flood
  3. Big data challenges and opportunities in financial stability monitoring” Flood, Jagadish, and Raschid
  4. “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
  5. “Contract as Automaton: The Computational Representation of Financial Agreements”, OFR Working Paper 2015-04, Mark D. Flood and Oliver R. Goodenough
  6. “The Network Origins of Large Economic Downturns”, Daron Acemoglu, Asuman Ozdaglar, and Alireza Tahbaz-Salehi
  7. “Bayesian Regression and Bitcoin”, Devavrat Shah and Kang Zhang
  8. “MIT’s Bitcoin-inspired ‘Enigma’ Lets Computers Mine Encrypted Data”, Wired Magazine, Sandy Pentland’s group.
  9. “Systemic risk in banking ecosystems”, Andrew G. Haldane & Robert M. May, Nature (2011)
  10. “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,
  11. “Andrew Lo on Volatility, Trend Following, and Why Traditional Financial Advice Is Incomplete”, Journal of Financial Planning, March 2016
  12. “Money Walks: Implicit Mobility Behavior and Financial Well-Being” Vivek Kumar Singh, Burcin Bozkaya, Alex Pentland
  13. “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