Do Ban the Box Laws Increase Crime? -- by Joseph J. Sabia, Taylor Mackay,...
Ban-the-box (BTB) laws, which prevent employers from asking prospective employees about their criminal histories at initial job screenings, have been adopted by 25 states and the District of Columbia....
View ArticleDangers of a Double-Bottom Line: A Poverty Targeting Experiment Misses Both...
Two for-profit Philippine social enterprises, aiming to demonstrate corporate social responsibility by increasing microlending to the poor, incorporated a widely-used poverty measurement tool into...
View ArticleAlgorithmic Trading with Partial Information: A Mean Field Game Approach....
Financial markets are often driven by latent factors which traders cannot observe. Here, we address an algorithmic trading problem with collections of heterogeneous agents who aim to perform...
View ArticleMatching distributions: Recovery of implied physical densities from option...
We introduce a non-parametric method to recover physical probability distributions of asset returns based on their European option prices and some other sparse parametric information. Thus the main...
View ArticleCalibration of Local Volatility Model with Stochastic Interest Rates by...
Long maturity options or a wide class of hybrid products are evaluated using a local volatility type modelling for the asset price S(t) with a stochastic interest rate r(t). The calibration of the...
View ArticleReality-check for Econophysics: Likelihood-based fitting of physics-inspired...
The statistical description and modeling of volatility plays a prominent role in econometrics, risk management and finance. GARCH and stochastic volatility models have been extensively studied and are...
View ArticleNZX: Calendar Spread Functionality In Derivatives Market
NZX announces the addition of calendar spreads and implied order functionality on all futures contracts in the dairy derivatives market, effective 19 March 2018.read more...
View ArticleStrict Enforcement Of Measures On Forced Delisting Due To Major Violation Of...
In order to implement China Securities Regulatory Commission’s (“CSRC”) Decision on the Amendment to the Opinions on Reforming, Improving and Strictly Enforcing the Delisting System for Public Company...
View ArticleMonetary Authority Of Singapore And Commercial Affairs Department To Jointly...
The Monetary Authority of Singapore (MAS) and the Commercial Affairs Department (CAD) of the Singapore Police Force announced today that they will extend the Joint Investigations Arrangement to cover...
View Article6 Out Of 10 People Would Consider Cryptocurrency Investment
Six out of 10 people with currently no exposure to cryptocurrencies would consider including cryptocurrencies like Bitcoin into their investment portfolios, reveals a new global poll.read more...
View ArticleFIX Trading Community Announces Release Candidate 3 Of FIX Orchestra â...
FIX Trading Community, the non-profit, industry-driven standards body at the heart of global financial trading, today announced the publication of Release Candidate 3 for FIX Orchestra for public...
View ArticleSDChain: The World's First IoT Public Blockchain To Support ISO/IEC...
SDChain Alliance today officially launched the world's first public blockchain that has truly adopted the blockchain to ensure the reliability of the Internet of Things. This has converged the IoT...
View ArticleWhat's Wrong With John Oliver's Bitcoin-Beanie Baby Comparison
Comedian John Oliver rightly warned his audience about the risks of cryptocurrency, but his comparisons to Beanie Babies and gambling missed the mark.
View ArticleCFTC Moves to Cement Authority Over Crypto Fraud Cases
The CFTC cited a U.S. district judge's recent ruling that cryptocurrencies are commodities to show standing in a separate fraud case it is pursuing.
View ArticleJapan's Third-Largest Electric Provider Is Testing Bitcoin On Lightning
One of Japan's largest electric companies is intrigued by bitcoin's early-stage Lightning Network, so much so they're testing it out.
View ArticleCoinbase Releases Cryptocurrency Tax Calculator
The U.S cryptocurrency exchange is easing the crypto tax procedure with a new automatic gain/loss calculator.
View ArticleChina's IT Ministry Moves to Create National Blockchain Standards
China's information and technology ministry aims to establish a standards committee to boost the development of blockchain in the country.
View ArticleNew Service From Fidessa Solves The MiFID II Block Trading Problem - Provides...
Fidessa group plc (LSE: FDSA) today announced the launch of its new BlockShadow service. The service has been developed closely with one of Fidessa’s longest standing clients, Redburn. This has enabled...
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