CFTC Orders Citibank, N.A. and London-based Citigroup Global Markets Limited...
The U.S. Commodity Futures Trading Commission (CFTC) issued an Order filing and simultaneously settling charges against Citibank, N.A. and Citigroup Global Markets Limited, for failing to report Legal...
View ArticleWeekly Top 5 Papers â September 25th, 2017
1. The 7 Reasons Most Machine Learning Funds Fail (Presentation Slides) by Marcos Lopez de Prado (Guggenheim Partners, LLC)read more...
View ArticleCFTCâs Division of Market Oversight Extends Existing Relief and...
The U.S. Commodity Futures Trading Commissionâs (CFTC) Division of Market Oversight (DMO) today issued a no-action letter (CFTC Staff Letter 17-45) that extends current relief and provides additional...
View ArticleRussian Government Seeks Cryptocurrency Researchers, Will Pay 2.5 Million...
The Russian State Duma is holding a tender for a detailed study on cryptocurrency, blockchain technology & ICOs https://t.co/FNuNfvDjNP â Financial Technologyâ¦
View ArticleThis Cable Will Boggle Your Mind With the Highest Data Capacity Ever to Cross...
The highest-capacity subsea cable to ever cross the Atlantic, can shuttle a bewildering 160 Tb of data per second. https://t.co/A0AZ8VjPWB â Financialâ¦
View ArticleWhat Is âFintechâ?
What is âfintechâ? Well, thereâs the literal and easy answer: An industry that integrates finance and technology. But then thereâs this question, What do we really mean by âfintechâ? It has...
View ArticleFear of Fintech & Cybersecurity
It goes without saying that the world has witnessed a significant spike in cyber attacks over the last few years, with no institution seeming to be immune. Cyber threats are evolving at a rapid pace...
View ArticleHow Specific Should a Worker's Contract Be?
A set of studies by Eileen Chou, Nir Halevy, Adam Galinsky, and the late J. Keith Murnighan have examined how specific labor contracts should be. They conducted experiments on an online labor market....
View ArticleSpeech of James McDonald, Director of the Division of Enforcement Commodity...
Speech of James McDonald, Director of the Division of Enforcement Commodity Futures Trading Commission Regarding Perspectives on Enforcement: Self-Reporting and Cooperation at the CFTC NYU Program on...
View ArticleTesting the causality of Hawkes processes with time reversal....
We show that univariate and symmetric multivariate Hawkes processes are only weakly causal: the true log-likelihoods of real and reversed event time vectors are almost equal, thus parameter estimation...
View ArticleCounterparty credit limits: An effective tool for mitigating counterparty...
A counterparty credit limit (CCL) is a limit imposed by a financial institution to cap its maximum possible exposure to a specified counterparty. Although CCLs are designed to help institutions...
View ArticleThe Aggregation Property and its Applications to Realised Higher Moments....
We develop a general multivariate aggregation property which encompasses the distinct versions of the property that were introduced by Neuberger [2012] and Bondarenko [2014] independently. This way, we...
View ArticleOption Pricing with Greed and Fear Factor: The Rational Finance Approach....
We explain the main concepts of Prospect Theory and Cumulative Prospect Theory within the framework of rational dynamic asset pricing theory. We derive option pricing formulas when asset returns are...
View ArticleThe inefficiency of Bitcoin revisited: a dynamic approach....
This letter revisits the informational efficiency of the Bitcoin market. In particular we analyze the time-varying behavior of long memory of returns on Bitcoin and volatility 2011 until 2017, using...
View ArticleLocal Volatility Calibration by Optimal Transport. (arXiv:1709.08075v1...
The calibration of local volatility models from observable option prices has always been an important problem in quantitative finance. The classical formula by Dupire, despite being heavily used by...
View ArticleOwnership Cost Calculations for Distributed Energy Resources Using...
Ownership cost calculation plays an important role in optimal operation of distributed energy resources (DERs) and microgrids (MGs) in the future power system, known as smart grid. In this paper, a...
View ArticleDecomposition of the Inequality of Income Distribution by Income Types -...
This paper identifies the salient factors that characterize the inequality income distribution for Romania. Data analysis is rigorously carried out using sophisticated techniques borrowed from...
View ArticleInequality is getting so bad it's threatening the very foundation of economic...
Inequality is getting so bad itâs threatening the very foundation of economic growth https://t.co/tp2sosXXt9 http://pic.twitter.com/JkjkULc3hX â BI Marketsâ¦
View ArticleRenegade Inc. on Twitter
"BitCoin has been overrun by charming sociopaths, attract a lot of 'dumb money'," says @ummjackson. https://t.co/2F2O2hsy68 http://pic.twitter.com/xLjLqTdILB ââ¦
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