ABSTRACT Using nonlinear machine-learning methods and a proper backtest procedure, we critically examine the claim that Google Trends (GT) can predict future price returns. We first review the many potential...
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This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.