How bad is the problem of data misuse in finance research papers?

pingu

Well-Known Member
Beginning the year with a bang!


 

Daniel Duffy

C++ author, trainer
This is very interesting. It opens a Pandora's box.

An Example: let's take PDE/FDM paper is full of tables, figures but there is no way for me to check the results mainly because

70% is review and well-known stochastics (GDM SDE again)
The PDE is not fully specified
FD scheme is missing vital parts
No how-to-do-yourself in C++ or whatever..

I try to engender the following structure
 

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