Asset Management One Selects FTSE Blossom Japan Index For ESG ETF
FTSE Russell, the global index and data provider, announces the licencing of the FTSE Blossom Japan Index to Asset Management One (AM-One). The ‘One ETF ESG’ (ticker: 1498) was listed on the Tokyo...
View ArticleNew York State Department Of Financial Services Grants Virtual Currency...
Financial Services Superintendent Maria T. Vullo today announced that the New York State Department of Financial Services (DFS) has approved the application of bitFlyer USA, Inc., for a virtual...
View ArticleSTOXX Changes Composition Of Benchmark Indices - Results Of The Fourth...
STOXX Ltd., the operator of Deutsche Boerse Group’s index business, and a global provider of innovative and tradable index concepts, today announced the new composition of STOXX Benchmarks and their...
View ArticleClik here to view.
Conditional cores and conditional convex hulls of random sets....
We define two non-linear operations with random (not necessarily closed) sets in Banach space: the conditional core and the conditional convex hull. While the first is sublinear, the second one is...
View ArticleOptimal Risk Allocation in Reinsurance Networks. (arXiv:1711.10210v1 [q-fin.RM])
In this paper we consider reinsurance or risk sharing from a macroeconomic point of view. Our aim is to find socially optimal reinsurance treaties. In our setting we assume that there are $n$ insurance...
View ArticleComment on Suzuki's rebuttal of Batra and Casas. (arXiv:1711.10138v1 [q-fin.EC])
Batra and Casas (1976) claimed that 'a strong Rybczynski result' arises in the three-factor two-good general equilibrium trade model. In subsequent comments, Suzuki (1983) contended that this could not...
View ArticleThe energy price - commodity output relationship and the commodity price -...
We analyze how energy price and commodity price affect commodity output in a three-factor, two-good general equilibrium trade model with three factors (capital, labor, and imported energy),...
View ArticleValuing Exchange Options Under an Ornstein-Uhlenbeck Covariance Model....
In this paper we study the pricing of exchange options under a dynamic described by stochastic correlation with random jumps. In particular, we consider a Ornstein-Uhlenbeck covariance model with Levy...
View ArticleRemarks At The Third Annual Conference On The Evolving Structure Of The U.S....
Thank you, Michael [Strine], for that kind introduction.[1] I am delighted to join all of you at the Third Annual Conference on the Evolving Structure of the U.S. Treasury Market. I also want to...
View ArticleBlockchains Are Forever? Diamond Giant De Beers Unveils DLT Strategy
One of the world's most well-known diamond companies is getting into blockchain by investing in an asset tracking platform.
View ArticleLoveable Digital Kittens Are Clogging Ethereum's Blockchain
Can a crypto app be too easy and fun? That might be the case on ethereum, where one project is proving so popular it's putting pressure on the network's technology. Best thought of as a decentralized...
View ArticleMoscow Government Open-Sources Blockchain Voting Tool
The government of Moscow is pushing ahead with plans to test blockchain for use in its municipal elections.
View ArticleAlleged ICO Fraudster Pleads Not Guilty in New York Court
A New York businessman charged with defrauding investors in two initial coin offerings (ICOs) plead not guilty in court last week.
View ArticleInferring agent objectives at different scales of a complex adaptive system....
We introduce a framework to study the effective objectives at different time scales of financial market microstructure. The financial market can be regarded as a complex adaptive system, where...
View ArticleA particle model for the herding phenomena induced by dynamic market signals....
In this paper, we study the herding phenomena in financial markets arising from the combined effect of (1) non-coordinated collective interactions between the market players and (2) concurrent...
View ArticleA Numerical Method for Pricing Discrete Double Barrier Option by Lagrange...
In this paper, a rapid and high accurate numerical method for pricing discrete single and double barrier knock-out call options is presented. According to the well-known Black-Scholes framework, the...
View ArticleThe balance of growth and risk in population dynamics. (arXiv:1712.00979v1...
Essential to each other, growth and exploration are jointly observed in populations, be it alive such as animals and cells or inanimate such as goods and money. But their ability to move, crucial to...
View ArticleTemporal Attention augmented Bilinear Network for Financial Time-Series Data...
Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market. In the High-Frequency Trading (HFT), forecasting for trading...
View ArticleAn Inverse Problem Study: Credit Risk Ratings as a Determinant of Corporate...
Credit risk rating is shown to be a relevant determinant in order to estimate good corporate governance and to self-optimize capital structure. The conclusion is argued from a study on a selected (and...
View Article