Kyber Network Opens Its Decentralized Crypto-Exchange To The Public - At A...
Kyber Network, a highly anticipated decentralized cryptocurrency exchange who conducted one of the most successful crowdfunding events of 2017, has today announced that their public beta is open to the...
View ArticleIsraeli Regulator: Utility Tokens Shouldn't Be Deemed Securities
The Israel Securities Authority also proposed an ICO sandbox in a recent report now in the hands of the agency's chair, who will decide how to proceed
View Article14 Thai Banks Back Blockchain Platform to Digitize Contracts
Fourteen Thai banks will cooperate in the Thailand Blockchain Community Initiative, which will digitize letters of guarantee on a shared blockchain.
View ArticleSpatial risk measures and rate of spatial diversification....
An accurate assessment of the risk of extreme environmental events is of great importance for populations, authorities and the banking/insurance industry. Koch (2017) introduced a notion of spatial...
View ArticleJumping VaR: Order Statistics Volatility Estimator for Jumps Classification...
This paper proposes a new integrated variance estimator based on order statistics within the framework of jump-diffusion models. Its ability to disentangle the integrated variance from the total...
View ArticleApproximation of Some Multivariate Risk Measures for Gaussian Risks....
Gaussian random vectors exhibit the loss of dimension phenomena, which relate to their joint survival tail behaviour. Besides, the fact that the components of such vectors are light-tailed complicates...
View ArticleUniversal features of price formation in financial markets: perspectives from...
Using a large-scale Deep Learning approach applied to a high-frequency database containing billions of electronic market quotes and transactions for US equities, we uncover nonparametric evidence for...
View ArticleLarge-Scale Dynamic Predictive Regressions. (arXiv:1803.06738v1 [stat.ME])
We develop a novel "decouple-recouple" dynamic predictive strategy and contribute to the literature on forecasting and economic decision making in a data-rich environment. Under this framework,...
View ArticleModeling stock markets through the reconstruction of market processes....
There are two possible ways of interpreting the seemingly stochastic nature of financial markets: the Efficient Market Hypothesis (EMH) and a set of stylized facts that drive the behavior of the...
View ArticleMean Reverting Portfolios via Penalized OU-Likelihood Estimation....
We study an optimization-based approach to con- struct a mean-reverting portfolio of assets. Our objectives are threefold: (1) design a portfolio that is well-represented by an Ornstein-Uhlenbeck...
View ArticleBME: Changes To The Technical Advisory Committee Of The IBEX Indices - Mikel...
The Board of Directors of Sociedad de Bolsas has agreed to modify the composition of the Technical Advisory Committee of the IBEX indices following the death, in February, of Blas Calzada.read more...
View ArticleHigh Risks Persist For European Securities Markets And Investors, ESMA Says
European securities markets, infrastructures and investors remain at risk, the European Securities and Markets Authority (ESMA) said today in its latest Trends, Risks, and Vulnerabilities (TRV) Report...
View ArticleHong Kong Stock Exchange Looks to ASX for Blockchain Equity Settlement
The Hong Kong Stock Exchange is looking to follow its Australian counterpart in developing a blockchain settlement system.
View ArticleRipple's XRP Just Might Be the Next Big Crypto Futures Market
A little-known British crypto company has already turned XRP futures into a budding business worth over $30 million a month.
View ArticleBelow $500? Ether Price Seeks Floor After 40% Decline
Ether's long-term price floor looks to have dropped to $300, courtesy of a bearish head-and-shoulders breakdown.
View ArticleSGX To Report 3Q FY2018 Results On 20 April
Singapore Exchange (SGX) is reporting its third-quarter (3Q) results for Financial Year 2018 (FY2018) after the market closes on 20 April 2018.read more...
View ArticleTokyo Commodity Exchange: Rollover Of Leading Contract Month For Three-Month...
Tokyo Financial Exchange has decided to shift the leading contract month for Euroyen futures from the current June 2018 contracts to the September 2018 contracts, effective from 19 Mar 2018.For...
View ArticleAxioma Names Former MSCI Executive Jason Connelly As Managing Director,...
Axioma announced today the appointment of Jason Connelly as Managing Director, Business Strategy and Execution. He was previously Global Head of Analytics Managed Services at MSCI, Inc.read more...
View ArticleDTCC:New White Paper Calls For Expanding Cross-Industry Coordination To...
As cyber-threats against the financial sector become more frequent, complex and sophisticated, cross-industry coordination around response and recovery mechanisms are essential to mitigating the...
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