Statement By Department of Financial Services Superintendent Maria T. Vullo...
Yesterday the Department of Financial Services (DFS) issued a report finding that the New York State Common Retirement Fund (CRF), managed by the New York State Comptroller as sole trustee, for years...
View ArticleApproximate pricing of European and Barrier claims in a local-stochastic...
We derive asymptotic expansions for the prices of a variety of European and barrier-style claims in a general local-stochastic volatility setting. Our method combines Taylor series expansions of the...
View ArticleTwo approaches to modeling the interaction of small and medium price-taking...
The paper presents two new approaches to modeling the interaction of small and medium pricetaking traders with a stock exchange. In the framework of these approaches, the traders can form and manage...
View Article"Butterfly Effect" vs Chaos in Energy Futures Markets....
In this paper we test for the sensitive dependence on initial conditions (the so called "butterfly effect") of energy futures time series (heating oil, natural gas), and thus the determinism of those...
View ArticlePrice Dynamics Via Expectations, and the Role of Money Therein....
Beyond its obvious macro-economic relevance, fiat money has important micro-economic implications. They matter for addressing No. 8 in Smale's "Mathematical Problems for the Next Century": extend the...
View ArticleGeneralization error minimization: a new approach to model evaluation and...
We study model evaluation and model selection from the perspective of generalization ability (GA): the ability of a model to predict outcomes in new samples from the same population. We believe that GA...
View ArticleThe Age Of Ignorance Gives Way To The Age Of Enlightenment (Aquarius)
Iâm literally the only person on this planet who has written about so many things that are unfolding in the world today. And things I was writing about many years ago are now starting to reveal...
View ArticleNetwork reconstruction via density sampling. (arXiv:1610.05494v1...
Reconstructing weighted networks from partial information is necessary in many important circumstances, e.g. for a correct estimation of systemic risk. It has been shown that, in order to achieve an...
View ArticleCentrality measures in networks based on nodes attributes, long-range...
We propose a new method for assessing agents influence in network structures, which takes into consideration nodes attributes, individual and group influences of nodes, and the intensity of...
View ArticleThe Index Revolution: Why Investors Should Join It Now
The Index Revolution argues that active investing is a loser's game, and that a passive approach is more profitable in today's market. By adjusting your portfolio asset weights to match a performance...
View ArticleWhen Execution Isn't Enough: Decoding Inspirational Leadership
When Execution Isn't Enough examines the essential leadership skills that go beyond simply executing strategies well. It examines the leadership skills that inspire excellence and drive growth. Great...
View ArticleEssential Option Strategies: Understanding the Market and Avoiding Common...
Essential Option Strategies is an introductory guide to options trading, designed to help new options traders better understand the market and the potential opportunities that exist. This book is...
View ArticleStock Trader's Almanac 2017
Stock Trader's Almanac 2017 provides the cleanest historical data in the business to give traders and investors an advantage in the market. This 50th Anniversary Edition is consistent with decades of...
View ArticleAligned to Achieve: How to Unite Your Sales and Marketing Teams into a Single...
Aligned to Achieve puts sales and marketing on the same page, creating a revenue 'dream team' that will drive your organization to new heights. Smart, practical explanations, case studies, and tips...
View ArticleCFTC Swaps Report Update
The CFTC Swaps Report provides a detailed weekly snapshot of the gross notional outstanding as of the penultimate Friday prior to the CFTC Swaps Report’s Wednesday publication date, as well as a...
View ArticleColt Commences Construction Of New Tokyo Data Centre - Expansion Of Its...
Colt, a leading international carrier-neutral data centre provider, held an opening ceremony for its second data centre in Inzai, located just east of Tokyo, to commemorate the start of construction....
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FIA And FIA Japan Sign Formal Affiliation Agreement
Walt Lukken, president and CEO of FIA, and Yasuo Mogi, Vice Chairman of FIA Japan (FIAJ) signed a formal agreement affiliating the two organizations today at the 32nd Annual Futures and Options Expo....
View ArticleETFGI Reports Assets Invested In ETFs/ETPs Listed In Europe Reached A New...
ETFGI, the leading independent research and consultancy firm on trends in the global ETF/ETP ecosystem, today reported assets invested in ETFs/ETPs listed in Europe reached a new record high US$567 Bn...
View ArticleGMEX Group Restructures - Exchange Business To Spin-Off From Technology...
GMEX Group today announced a restructuring of the Group by separation of its subsidiary GMEX Technologies (GMEX Tech) from the current company. read more...
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