A functional convergence theorem for interpolated Markov chains to an...
This paper is concerned with the derivation of a functional scaling limit theorem for a certain class of discrete time Markov chains, each consisting of a one dimensional reference process and an...
View ArticleMNI India Consumer Sentiment Indicator: India Consumer Confidence Loses...
Indian consumer sentiment fell in July in a broad based deterioration which saw lower optimism towards personal finances, the business environment, employment and the real estate market. The MNI India...
View ArticleGreenKey Kicks Off Design Partner Program Led By Interdealer Brokers...
GreenKey<http://www.greenkeytech.com/>, creator of an award-winning digital telephony platform for global financial market participants, today announced the launch of a Design Partner Program...
View ArticleASIC's Enforcement Report Highlights Key Enforcement Outcomes For...
ASIC has today released its enforcement report for the period 1 January 2016 to 30 June 2016.read more...
View ArticleOverfitting In Mathematical Optimization (IT Best Kept Secret Is...
Overfitting In Mathematical Optimization: Have you ever heard of overfitting? I bet you... https://t.co/M53cDnzZcV via @moneyscience — Jonathan Trenn…
View Article[1607.03161] A mathematical model for a gaming community
A mathematical model for a gaming community https://t.co/2IAm8tsgtx via @moneyscience — D. Geromichalos ScD (@dg_risk) July 28, 2016
View ArticleFIX Trading Community Announces New Recommended Guidelines For The Use Of FIX...
FIX Trading Community, the non-profit, industry-driven standards body at the heart of global financial trading, today announced the release of new guidelines for the use of FIX in post-trade processing...
View ArticleInternational Commodities and Derivatives Association (ICDA) Announces New...
The International Commodities and Derivatives Association (ICDA) is pleased to announce the appointment of two new members to its Board of Directors. Dr. Stéphane Graber, Secretary General of the Swiss...
View ArticleWhat if intelligent machines could learn from each other?
"What if intelligent machines could learn from each other?" https://t.co/Oe7jDGHrXH — Arthur Charpentier (@freakonometrics) August 7, 2016
View ArticleFinancial Stability Board (FSB) Launches Peer Review Of The G20/OECD...
The Financial Stability Board (FSB) has launched a peer review on the implementation of the G20/Organisation for Economic Co-Operation and Development (OECD) Principles of Corporate Governance...
View ArticleCFTC Announces Enhancements To Protect Customer Funds - Commission Grants...
The U.S. Commodity Futures Trading Commission (CFTC) today announced three separate measures that are designed to enhance the protection of customer funds. The CFTC approved an order to exempt Federal...
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World Gold Council, LME and key market participants to launch LMEprecious
The World Gold Council and the London Metal Exchange (LME), together with Goldman Sachs, ICBC Standard Bank, Morgan Stanley, Natixis, OSTC and Societe Generale, today announce their intention to...
View ArticleA time of ruin constrained optimal dividend problem for spectrally one-sided...
We consider the dividends problem for both de Finetti's and Dual models for spectrally one-sided L\'evy processes subject to a constraint on the time of ruin. We introduce the dual problem and show...
View ArticleThe Role of Intensive and Extensive Variables in a Soup of Firms in Economy...
We review production function and the hypothesis of equilibrium in the neoclassical framework. We notify that in a soup of sectors in economy while capital and labor resemble extensive variables, wage...
View ArticleWho would invest only in the risk-free asset?. (arXiv:1608.02446v1 [q-fin.MF])
Within the setup of continuous-time semimartingale financial markets, we show that a multiprior Gilboa-Schmeidler minimax expected utility maximizer forms a portfolio consisting only of the riskless...
View ArticleEvidence That Our Opioid Epidemic Is Only Weakly Correlated with Provider...
The majority of Medicare opioid prescriptions come from family practice and internal medicine providers. I show that the tendency of these providers to prescribe opioids has only a very small...
View ArticleAllocation of risk capital in a cost cooperative game induced by a modified...
The standard theory of coherent risk measures fails to consider individual institutions as part of a system which might itself experience instability and spread new sources of risk to the market...
View ArticleArbitrage and utility maximization in market models with an insider....
We study arbitrage opportunities, market viability and utility maximization in market models with an insider. Assuming that an economic agent possesses from the beginning an additional information in...
View ArticlePath-dependent option pricing with explicit solutions, stochastic...
New simulation approaches to evaluating path-dependent options without matrix inversion issues nor Euler bias are evaluated. They employ three main contributions: Stochastic approximation replaces...
View ArticleWorld Gold Council, LME And Key Market Participants To Launch LMEprecious
The World Gold Council and the London Metal Exchange (LME), together with Goldman Sachs, ICBC Standard Bank, Morgan Stanley, Natixis, OSTC and Societe Generale, today announce their intention to...
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