Remarks To The Fixed Income Market Structure Advisory Committee, SEC...
Good morning. I want to welcome everyone to the inaugural meeting of our new Fixed Income Market Structure Advisory Committee.read more...
View ArticleFIA Tech Goes Live With MiFID II Position Limits Databank And Spot Month...
FIA Tech is pleased to announce the expansion of its Position Limits Databank service to encompass position limits for commodity derivatives as set by European regulators under MiFID II. Â The enhanced...
View ArticleThis is what a 50-qubit quantum computer looks like
This is what a 50-qubit quantum computer looks like https://t.co/lV00mOIgly — moneyscience (@moneyscience) January 11, 2018
View ArticleU.S. State Regulators Hit BitConnect With Second Cease-And-Desist
North Carolina became the second state to halt BitConnect's ICO after issuing a temporary cease-and-desist.
View ArticleArizona Lawmakers Want to Let People Pay Taxes in Bitcoin
A new bill submitted to the Arizona Senate would, if approved, allow people to pay their state tax liabilities using bitcoin or other cryptocurrencies.
View ArticleUkraine Forms Cryptocurrency Oversight Working Group
Ukraine's national defense chief called for legislation regulating cryptocurrencies at a recent meeting on cybersecurity.
View ArticleRobert Jackson And Hester Peirce Sworn In As SEC Commissioners
Robert J. Jackson Jr. and Hester M. Peirce were sworn into office as SEC Commissioners this morning by SEC Chairman Jay Clayton.read more...
View ArticleTesting for Common Breaks in a Multiple Equations System. (arXiv:1606.00092v2...
The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as...
View ArticleFrom Az\'ema supermartingales of finite honest times to optional...
Given a finite honest time, we derive representations for the additive and multiplicative decomposition of it's Az\'ema supermartingale in terms of optional supermartingales and its running supremum....
View ArticleViable Insider Markets. (arXiv:1801.03720v1 [q-fin.MF])
We consider the problem of optimal inside portfolio $\pi(t)$ in a financial market with a corresponding wealth process $X(t)=X^{\pi}(t)$ modelled by \begin{align}\label{eq0.1} \begin{cases}...
View ArticleThe time interpretation of expected utility theory. (arXiv:1801.03680v1...
Decision theory is the model of individual human behavior employed by neoclassical economics. Built on this model of individual behavior are models of aggregate behavior that feed into models of...
View ArticleIs there a housing bubble in China. (arXiv:1801.03678v1 [q-fin.RM])
There is a growing concern in recent years over the potential formation of bubbles in the Chinese real estate market. This paper aims to conduct a series of bubble diagnostic analysis over nine...
View ArticleRobust martingale selection problem and its connections to the no-arbitrage...
We analyze the martingale selection problem of Rokhlin (2006) in a pointwise (robust) setting. We derive conditions for solvability of this problem and show how it is related to the classical...
View ArticleGenerative Models for Stochastic Processes Using Convolutional Neural...
The present paper aims to demonstrate the usage of Convolutional Neural Networks as a generative model for stochastic processes, enabling researchers from a wide range of fields (such as quantitative...
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Managing Promotions Effectively
How do you maximize employee productivity? To answer that question, many companies focus a great deal on the extrinsic reward system. Others recognize, rightfully, that intrinsic motivation matters...
View ArticleChina's Internet Finance Association Warns on 'Initial Miner Offerings'
The National Internet Association of China warned against "initial miner offerings," referring to them as "disguised ICOs" on Friday.
View ArticleFormer Customers Sue Crypto Exchange Vircurex Over Frozen Funds
Former Vircurex customers are suing the exchange, four years after it first froze their funds and allegedly failed to repay them.
View ArticleTennessee Might Also Recognize Blockchain Data Through Proposed Law
A lawmaker in Tennessee has filed a new bill that recognizes a blockchain signature as a kind of legal electronic record.
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