Demand for Health Insurance Marketplace Plans Was Highly Elastic in 2014-2015...
A major provision of the Affordable Care Act was the creation of Health Insurance Marketplaces, which began operating for the 2014 plan year. Although enrollment initially grew in these markets,...
View ArticleOn the Structure of General Mean-Variance Hedging Strategies....
We provide a new characterization of mean-variance hedging strategies in a general semimartingale market. The key point is the introduction of a new probability measure $P^{\star}$ which turns the...
View ArticleStatistical properties and multifractality of Bitcoin. (arXiv:1707.07618v1...
Using 1-min high frequency returns of Bitcoin prices, we investigate statistical properties and multifractality of a Bitcoin time series. We find that the 1-min return distribution is fat-tailed and...
View ArticleStock Prediction: a method based on extraction of news features and recurrent...
This paper proposed a method for stock prediction. In terms of feature extraction, we extract the features of stock-related news besides stock prices. We first select some seed words based on...
View ArticleAgent Inspired Trading Using Recurrent Reinforcement Learning and LSTM Neural...
With the breakthrough of computational power and deep neural networks, many areas that we haven't explore with various techniques that was researched rigorously in past is feasible. In this paper, we...
View ArticleExtended Gini-type measures of risk and variability. (arXiv:1707.07322v1...
The main of this paper is to introduce a family of risk measures which generalizes the Gini-type measures of risk and variability, by taking into consideration the psychological behavior. Our risk...
View ArticleOptimal Trade Execution Under Endogenous Pressure to Liquidate: Theory and...
We study optimal liquidation of a trading position (so-called block order or meta-order) in a market with a linear temporary price impact (Kyle, 1985). We endogenize the pressure to liquidate by...
View ArticleLagrange regularisation approach to compare nested data sets and determine...
Inspired by the question of identifying the start time $\tau$ of financial bubbles, we address the calibration of time series in which the inception of the latest regime of interest is unknown. By...
View ArticleThe Lessons School Forgot: How to Hack Your Way Through the Technology...
REBOOT YOUR ENTREPRENEURIAL SPIRIT AND EXCEL IN THE DIGITAL AGEread more...
View ArticleFederal Court in North Carolina Orders Tracy Lee Thomas and His Company,...
The U.S. Commodity Futures Trading Commission (CFTC) announced that the U.S. District Court for the Middle District of North Carolina entered an Order of Final Judgment by Default against Defendants...
View ArticleCFTC Enters into Non-Prosecution Agreements with Former Citigroup Global...
The U.S. Commodity Futures Trading Commission (CFTC) announced today that it entered into non-prosecution agreements with Jeremy Lao (Lao) of New York, New York, Daniel Liao (Liao) of Minato-Ku, Japan,...
View ArticleCFTC Orders Rosenthal Collins Capital Markets LLC, Now Known as DV Trading...
The U.S. Commodity Futures Trading Commission (CFTC) filed and simultaneously settled charges against Rosenthal Collins Capital Markets, LLC, now known as DV Trading LLC, of Chicago, Illinois, for...
View ArticleCFTC Charges New York Resident Daniel Winston LaMarco and His Company,...
The U.S. Commodity Futures Trading Commission (CFTC) filed a civil enforcement action in the U.S. District Court for the Eastern District of New York against Defendants Daniel Winston LaMarco and his...
View ArticleFederal Court in Florida Orders Anthony J. Klatch II, Lindsey Heim, and their...
The U.S. Commodity Futures Trading Commission (CFTC) announced that Judge Susan C. Bucklew of the U.S. District Court for the Middle District of Florida entered an Order of Final Judgment by Default...
View ArticleCFTC Charges California Resident Jason B. Scharf, His Worldwide Web of...
The Commodity Futures Trading Commission (CFTC) today announced that a federal district court has unsealed a civil CFTC Complaint with the Middle District of Florida on July 10, 2017, charging Jason B....
View ArticleCFTC Orders Atlanta Resident Arthur Toole III and His Companies to Pay...
The U.S. Commodity Futures Trading Commission (CFTC) settled charges against Arthur Toole III of Atlanta, Georgia, and his companies, Billionaire Investor Group, a Texas limited liability company, The...
View ArticleCFTC Chairman Timothy Massad Announces Resignation as Chairman
Chairman Timothy G. Massad today said he has tendered to President Obama his resignation as Chairman of the U.S. Commodity Futures Trading Commission, effective on January 20, 2017.
View ArticleCFTC Issues Order of Registration for ICE Endex Markets B.V. to Permit...
The U.S. Commodity Futures Trading Commission (CFTC) announced today that it has issued an Order of Registration to ICE Endex Markets B.V. (ICE Endex), a Foreign Board of Trade (FBOT) in Amsterdam,...
View ArticleCFTC Unanimously Approves Proposal to Amend Recordkeeping Requirements
The U.S. Commodity Futures Trading Commission (CFTC) today unanimously approved proposed amendments to Regulation 1.31.
View ArticleCFTC Unanimously Approves Proposals on Swaps Data and Other Amendments
The U.S. Commodity Futures Trading Commission (Commission) today unanimously approved proposed changes to swap data rules that implement Congressional action to remove indemnification requirements for...
View Article