NZX Governance Roadshow Presentation 2018
NZX will be giving the attached presentation at a series of investor meetings during March and April 2018.read more...
View ArticleBritish And Australian Regulators Strengthen Cooperation On FinTech Through...
The United Kingdom’s Financial Conduct Authority ('FCA') and ASIC have signed an Enhanced Cooperation Agreement between their Innovation Hubs to extend their existing agreement of cooperation and...
View ArticleScaling properties of extreme price fluctuations in Bitcoin markets....
Detection of power-law behavior and studies of scaling exponents uncover the characteristics of complexity in many real world phenomena. The complexity of financial markets has always presented...
View ArticleLarge large-trader activity weakens the long memory of limit order markets....
Using more than 6.7 billions of trades, we explore how the tick-by-tick dynamics of limit order books depends on the aggregate actions of large investment funds on a much larger (quarterly) timescale....
View ArticleSmart TWAP Trading in Continuous-Time Equilibria. (arXiv:1803.08336v1...
This paper presents a continuous-time equilibrium model of liquidity provision in a market with multiple strategic investors with intraday trading targets. We show analytically that there are...
View ArticleMislearning from Censored Data: Gambler's Fallacy in a Search Problem....
In the context of a sequential search problem, I explore large-generations learning dynamics for agents who suffer from the "gambler's fallacy" - the statistical bias of anticipating too much...
View ArticleFinancial Contagion in a Generalized Stochastic Block Model....
We extend analytic large network results on default contagion in random graphs to capture a pronounced Block Model structure. This includes as a special case the Core-Periphery network structure, which...
View ArticleOptimal price management in retail energy markets: an impulse control problem...
We consider a retailer who buys energy in the wholesale market and resells it to final consumers. The retailer has to decide when to intervene to change the price he asks to his customers, in order to...
View ArticleAn Economic Bubble Model and Its First Passage Time. (arXiv:1803.08160v1...
We introduce a new diffusion process Xt to describe asset prices within an economic bubble cycle. The main feature of the process, which differs from existing models, is the drift term where a...
View ArticleReport: JPMorgan Considers Spinoff of Quorum Blockchain Division
JPMorgan Chase is reportedly considering a proposal to split its Quorum blockchain project into its own independent entity.
View ArticleThe US Postal Service Is Looking at Backing Up Data With Blockchain
The U.S. Postal Service is eyeing blockchain as part of a system for establishing digital trust, newly published patent documents indicate.
View ArticleJapan Warns Binance Exchange Over Licensing
The Japanese financial regulator has issued a warning to Binance over its operation legitimacy in Japan.
View ArticleCoinbase In Talks to Buy Bitcoin Startup Earn.com
U.S. crypto exchange provider Coinbase is in talks to purchase Earn.com, formerly 21.
View ArticleTSX Group Subsidiary to Launch Cryptocurrency Brokerage
The TMX Group announced Shorcan Digital Currency, a brokerage exclusively for cryptocurrencies on Thursday.
View ArticleMandatory Notification Of Trades - Oslo Børs VPS Holding ASA
In connection with a monthly share savings plan for employees of subsidiaries and in connection with the groups arrangement for variable salary, Oslo Børs VPS Holding has sold a total of 2975 shares....
View ArticleCyprus Stock Exchange Bulletin February 2018
Click here to download the Februaru 2018 bulletin of the Cyprus Stock Exchange.
View ArticleHow 'molecular scissors' can cut our DNA
This BBC report demo's the latest in DNA storage tech and suggests that it will be available to the consumer market in 15-20 years, earlierâ¦
View ArticleMOEX Free Float Methodology Change
On 2 April 2018, a new version of the Moscow Exchange Free Float Methodology will come into force.read more...
View ArticleWarning: The Blockchain Could Rot Your Brain
As we move toward trusting everything recorded in a blockchain, consider the societal impact, e.g. on our ability to think critically and skeptically.
View ArticleBlockchain Remittances Face Efficiency Hurdle, Says Taiwan Central Bank
A trialed blockchain system for interbank clearance was not as efficient as the current centralized system, says a central bank report.
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