New approaches in agent-based modeling of complex financial systems....
Agent-based modeling is a powerful simulation technique to understand the collective behavior and microscopic interaction in complex financial systems. Recently, the concept for determining the key...
View ArticleDirect observation of high-frequency traders' strategies and theoretical...
Brownian motion has been a pillar of statistical physics for more than a century, and recent high-frequency trading data have shed new light on microstructure of Brownian motion in financial markets....
View ArticleA New Class of Discrete-time Stochastic Volatility Model with Correlated...
In an efficient stock market, the returns and their time-dependent volatility are often jointly modeled by stochastic volatility models (SVMs). Over the last few decades several SVMs have been proposed...
View ArticleHow to Forecast an Election. (arXiv:1703.06351v1 [q-fin.PR])
We consider the estimation of binary election outcomes as martingales and propose an arbitrage pricing when one continuously updates estimates. We argue that the estimator needs to be priced as a...
View ArticleRavenPack launches new platform that opens up big data analytics to...
Ravenpack secures $5mi backing from Draper Esprit, launches new platform opening up big data analytics @RavenPack https://t.co/9Ws4EzphNV â moneyscienceâ¦
View ArticleBritish banks handled vast sums of laundered Russian money
British banks handled vast sums of laundered Russian moneyhttps://t.co/k8GKLcxuSf â moneyscience (@moneyscience) March 21, 2017
View ArticleCurrency wars or efficient spillovers?
In an interconnected world, national economic policies regularly lead to large international spillover effects, which frequently trigger calls for international policy cooperation. However, the premise...
View ArticleHong Kong's Securities And Futures Commission Concludes Consultation On...
The Securities and Futures Commission (SFC) today published conclusions to a consultation to expand the scope of the position limit regime (Note 1).read more...
View ArticleFederal Court In Florida Orders Neil Pecker And His Company, Vision Financial...
The U.S. Commodity Futures Trading Commission (CFTC) today announced that Judge James I. Cohn of the U.S. District Court for the Southern District of Florida entered a Consent Order against CFTC...
View ArticleBursa Malaysia Seeks Public Feedback On Rule Framework For Islamic Securities...
Bursa Malaysia Berhad (“Bursa Malaysia”) today issued a consultation paper to seek public feedback on the proposed Islamic Securities Selling and Buying Negotiated Transaction (“ISSB-NT”)...
View ArticleTokyo Financial Exchange: Rollover Of Leading Contract Month For Three-month...
Tokyo Financial Exchange has decided to shift the leading contract month for Euroyen futures from the current June 2017 contracts to the September 2017 contracts, effective from 17 March 2017.For...
View ArticleESMA Sees Relatively Ample Liquidity In Sovereign Bond Markets
The European Securities and Markets Authority (ESMA) latest research piece on market liquidity published in its recent report on trends, risks and vulnerabilities (TRV) finds improved liquidity in...
View ArticleUS Banking Agencies Issue Joint Report To Congress Under The Economic Growth...
Continuing their efforts to reduce regulatory burdens while ensuring the safety and soundness of the nation's financial institutions, member agencies of the Federal Financial Institutions Examination...
View ArticleGPW Extends Fee Reductions For Market Makers
The Warsaw Stock Exchange extends the fee reduction for Market Makers of WIG20 futures until 30 September 2017.read more...
View ArticleLondon Stock Exchange Group Plc Annual Report And Accounts, Notice Of Annual...
The Annual Report and Accounts of the London Stock Exchange Group plc (the "Group") for the year ended 31 December 2016 (the "Annual Report"), Notice of Annual General Meeting 2017 (the "AGM Notice")...
View ArticleCFTC Refuses Registrations Of Georgia-Based Zero Chaos Advisors, LLC And...
The U.S. Commodity Futures Trading Commission (CFTC) today issued an Opinion and Order (Order) refusing registration with the CFTC for Zero Chaos Advisors, LLC (Zero Chaos) and Ronald Edward Fisher....
View ArticleBats Welcomes Saba Capital Management As A New Issuer To The Bats ETF...
Bats, a CBOE Holdings, Inc. company, and a leading market for exchange-traded fund (ETF) trading globally, today welcomed Saba Capital Management, L.P., (‘Saba’) as a new issuer to the Bats ETF...
View ArticleBecoming More Resilient
Maria Konnikova wrote a terrific article for The New Yorker last year, focusing on the research on resilience over the past few decades. Konnikova describes the research conducted by developmental...
View ArticleMIAX Options - New Order Functionality For Simple And Complex Orders
MIAX Options will introduce new Order functionality as detailed below:read more...
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