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Financial incentives increase fruit and vegetable intake among Supplemental Nutrition Assistance Program participants: a randomized controlled trial of the USDA Healthy Incentives Pilot
Supplemental Nutrition Assistance Program fruits and vegetables financial incentives randomized controlled trial Healthy Incentives Pilot
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2018/12/3
Background: US fruit and vegetable (FV) intake remains below recommendations, particularly for low-income populations. Evidence on effectiveness of rebates in addressing this shortfall is limited.
Financial incentives increase fruit and vegetable intake among Supplemental Nutrition Assistance Program participants: a randomized controlled trial of the USDA Healthy Incentives Pilot
Supplemental Nutrition Assistance Program fruits and vegetables financial incentives randomized controlled trial Healthy Incentives Pilot
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2018/12/13
Background: US fruit and vegetable (FV) intake remains below recommendations, particularly for low-income populations. Evidence on effectiveness of rebates in addressing this shortfall is limited.
Dynamic Financial Constraints: Distinguishing Mechanism Design
financial constraints mechanism design structural estimation and testing
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2014/9/9
We formulate and solve a range of dynamic models of constrained credit/insurance that allow for moral
hazard and limited commitment. We compare them to full insurance and exogenously incomplete finan...
Modeling high-frequency financial data by pure jump processes
Diffusion pure jump process semi-martingales high-frequency data hypothesis testing
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2012/6/21
It is generally accepted that the asset price processes contain jumps. In fact, pure jump models have been widely used to model asset prices and/or stochastic volatilities. The question is: is there a...
Identification of clusters of investors from their real trading activity in a financial market
investors real trading activity Trading and Market Microstructure
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2011/8/17
Abstract: We use statistically validated networks, a recently introduced method to validate links in a bipartite system, to identify clusters of investors trading in a financial market. Specifically, ...
Quantum Financial Economics - Risk and Returns
Quantum Financial Economics Multifractal Self-Organized Criticality Quantum Chaotic Volatility
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2011/8/17
Abstract: Financial volatility risk is addressed through a multiple round evolutionary quantum game equilibrium leading to Multifractal Self-Organized Criticality (MSOC) in the financial returns and i...
Scaling properties of first-passage time probabilities in financial markets
financial markets first-passage time probability Statistical Finance
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2011/9/29
Abstract: Financial markets provide an ideal frame for the study of first-passage time events of non-Gaussian correlated dynamics mainly because large data sets are available. Tick-by-tick data of six...
Financial factor influence on scaling and memory of trading volume in stock market
Financial facto trading volume stock market
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2011/9/13
We study the daily trading volume volatility of 17,197 stocks in the U.S. stock markets during the period 1989–2008 and analyze the time return intervals between volume volatilities above a given th...
Efficiency measurement of enterprises using the financial variables of performance assessment and data envelopment analysis
Financial variables Performance measurement
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2010/9/26
The performance measurement of companies has been the subject of numerous surveys during the last few years. In the present study, the Data Envelopment Analysis (DEA) technique as well as the financia...
The Fundamental Theorem of Asset Pricing, the Hedging Problem and Maximal Claims in Financial Markets with Short Sales Prohibitions
Fundamental Theorem of Asset Pricing Hedging Problem Maximal claims Supermartingale
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2011/3/2
This paper consists of two parts. In the first part, by building on the work of Jouini
and Kallal in [26], Sch¨urger in [37], Frittelli in [15], Pham and Touzi in [34] and Napp in [33], we prove the ...
Replicating financial market dynamics with a simple self-organized critical lattice model
Computational Finance (q-fin.CP) Adaptation and Self-Organizing Systems (nlin.AO)
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2010/11/11
We explore a simple lattice field model intended to describe statistical properties of high frequency financial markets. The model is relevant in the cross-disciplinary area of econophysics. Its signa...
Temporal Evolution of Financial Market Correlations
Financial Market Correlations Statistical
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2010/11/17
We investigate financial market correlations using random matrix theory and principal component analysis. We use random matrix theory to demonstrate that correlation matrices of asset price changes c...
Mesoscopic modelling of financial markets
Mesoscopic modelling financial markets
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2010/12/15
We derive a mesoscopic description of the behavior of a simple financial market where the agents can create their own portfolio between two investment alternatives: a stock and a bond. The model is de...
Error bounds for small jumps of Lévy processes and financial applications
Approximation of small jumps L´ evy processes Skorokhod embedding
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2010/12/16
The pricing of exotic options in exponential L´evy models amounts to the computation of expectations of functionals of the whole path of a L´evy process. In many situations, Monte-Carlo me...
Semi-Closed Form Cubature and Applications to Financial Diffusion Models
Ninomiya–Victoir method cubature method Monte Carlo simulation
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2010/12/16
Cubature methods, a powerful alternative to Monte Carlo due to Kusuoka [Adv. Math. Econ. 6, 69–83, 2004] and Lyons–Victoir [Proc. R. Soc.Lond. Ser.