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 ArticleEU 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 ArticlePayment 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 ArticleAmazon 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 ArticleLaunch 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 ArticleSarcasm 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 ArticleGaussian 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 ArticleAlonso 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 ArticleCapital 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 ArticleNumeraire 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 ArticleMakerDAO 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 ArticleHongshi 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 ArticleUK 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 ArticleCFTC 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 ArticleDecentralization 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 ArticleFinancial 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 ArticleStock 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 ArticleSpurious 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 ArticleGeneralised 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 ArticleProtecting 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...
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