Quantcast
Channel: MoneyScience: All news items
Browsing all 8034 articles
Browse latest View live

Irish Stock Exchange Receives GLEIF Accreditation For LEI Services

The Irish Stock Exchange (ISE) has been accredited by Global Legal Entity Identifier Foundation (GLEIF) as a provider for Legal Entity Identifier (LEI) services. The ISE operates its LEI services...

View Article


EU Commissioner to Host 'High Level Roundtable' on Cryptocurrencies

A European Union commissioner plans to hold a meeting of public and private sector stakeholders to discuss the impact of cryptocurrencies.

View Article


Payment Processor Stripe to End Support for Bitcoin

Payments processor Stripe announced it would end support for bitcoin in April, citing rising transaction costs and times as two reasons for the move.

View Article

Amazon User Orders Bitcoin Miner, Gets 'Boss Baby' DVD Instead

An Amazon UK customer is relieved after finally receiving a refund for an Antminer S9 which he paid for but never received.

View Article

Launch Of Research Project âThe Quantum Countdown: Quantum Computing...

The Distributed Futures research programme is pleased to announce the launch of a project entitled, “The Quantum Countdown: Quantum Computing And The Future Of Distributed Ledger Encryption.” This is...

View Article


Sarcasm As Best Precaution Against Crisis, By Kelvin To, Founder And...

Central bankers around the world shifted priorities in a last minute notice. They postponed deadlines for FRTB revised market risk framework, CVA, IRB, operational risk SMA and others to 2022 and...

View Article

Gaussian Approximation of a Risk Model with Stationary Hawkes Arrivals of...

We consider a classical risk process with arrival of claims following a stationary Hawkes process. We study the asymptotic regime when the premium rate and the baseline intensity of the claims arrival...

View Article

Alonso and the Scaling of Urban Profiles. (arXiv:1801.07512v1 [physics.soc-ph])

The scaling of urban characteristics with total population has become an important research field since one needs to better understand the challenges of urban densification. Yet urban scaling research...

View Article


Capital allocation under Fundamental Review of Trading Book....

The Fundamental Review of Trading Book (FRTB) from the Basel Committee overhauls the regulatory framework for minimum capital requirements for market risk. Facing the tightened regulation, banks need...

View Article


Numeraire markets. (arXiv:1801.07309v1 [q-fin.MF])

In a stock market, the numeraire portfolio, if it exists, is the portfolio with the highest expected logarithmic growth rate at all times. A numeraire market is a stock market for which the market...

View Article

MakerDAO and More: The Quest for a Stable Stablecoin Continues

Even with a tumultuous past and harsh critics, stablecoin projects keep popping up, aiming to relieve some of the volatility in the crypto markets.

View Article

Hongshi Holding Group Issues B&R Construction Corporate Bond On Shanghai...

On January 19, Hongshi Holding Group Co., Ltd. successfully issued the "Belt and Road" (B&R) construction corporate bond on the Shanghai Stock Exchange (SSE), which was also the first B&R...

View Article

UK Government Lures Distributed Ledger Projects With $26 Million Fund

Innovate UK, the United Kingdom's innovation arm, plans to invest more than $26 million in emerging tech projects, including distributed ledgers.

View Article


CFTC Charges Randall Crater, Mark Gillespie, And My Big Coin Pay, Inc. With...

The Commodity Futures Trading Commission (CFTC) today announced the filing of a federal court enforcement action under seal on January 16, 2018, charging commodity fraud and misappropriation related to...

View Article

Decentralization vs Scale: Studies Explore Crypto's Growing Struggle

New academic papers dive into just how decentralized the most popular blockchains are, and how resistant they'd be to takeover by controlling force.

View Article


Financial density forecasts: A comprehensive comparison of risk-neutral and...

We investigate the forecasting ability of the most commonly used benchmarks in financial economics. We approach the usual caveats of probabilistic forecasts studies -small samples, limited models and...

View Article

Stock returns forecast: an examination by means of Artificial Neural...

The validity of the Efficient Market Hypothesis has been under severe scrutiny since several decades. However, the evidence against it is not conclusive. Artificial Neural Networks provide a model-free...

View Article


Spurious seasonality detection: a non-parametric test proposal....

This paper offers a general and comprehensive definition of the day-of-the-week effect. Using symbolic dynamics, we develop a unique test based on ordinal patterns in order to detect it. This test...

View Article

Generalised Lyapunov Functions and Functionally Generated Trading Strategies....

This paper investigates the dependence of functional portfolio generation, introduced by Fernholz (1999), on an extra finite variation process. The framework of Karatzas and Ruf (2017) is used to...

View Article

Protecting Target Zone Currency Markets from Speculative Investors....

We consider a stochastic game between a trader and the central bank on target zone markets. In this type of markets the price process is modeled as a diffusion which is reflected at one or more...

View Article
Browsing all 8034 articles
Browse latest View live