Understanding the fundamental dynamics of interbank networks....
The global financial crisis in 2007-2009 demonstrated that systemic risk can spread all over the world through a complex web of financial linkages. In particular, interbank credit networks shape the...
View ArticleQuadratic approximation of slow factor of volatility in a Multi-factor...
In the present work, we propose a new multifactor stochastic volatility model in which slow factor of volatility is approximated by a parabolic arc. We retain ourselves to the perturbation technique to...
View ArticleProbabilistic Mid- and Long-Term Electricity Price Forecasting....
The liberalization of electricity markets and the development of renewable energy sources has led to new challenges for decision makers. These challenges are accompanied by an increasing uncertainty...
View ArticleAgent-Based Model Calibration using Machine Learning Surrogates....
Taking agent-based models (ABM) closer to the data is an open challenge. This paper explicitly tackles parameter space exploration and calibration of ABMs combining supervised machine-learning and...
View Articlejimmahar on Twitter
For (too) many CEOs, it's "Heads I win, Tails I win". Pay4performance is not as easy as described in introductory finance. #useinclassâ¦
View ArticleThis study considers the risk of breaking up Gringotts Wizarding Bank along...
This study considers the risk of breaking up Gringotts Wizarding Bank along the lines of the Glass-Steagall Act https://t.co/4xhG1jAGof…
View ArticleHow Uber Uses Psychological Tricks to Push Its Drivers’ Buttons
FASCINATING How Uber Uses Psychological Tricks to Push Its Driversâ Buttons https://t.co/rOLSXX0MaV http://pic.twitter.com/47q8QkNkJz â Barry Ritholtzâ¦
View ArticleNasdaq Dubai Welcomes EU Recognition Of Its Central Counterparty Framework -...
Nasdaq Dubai has welcomed a ruling by the European Union that grants recognition to the exchange’s clearing infrastructure. The decision opens the door for overseas banks and investors to play a larger...
View ArticleDeutsche Börse Welcomes Fidelity International As New ETF Issuer On...
Smart beta ETFs issued by Fidelity International are tradable on Xetra and Börse Frankfurt as of today, constituting Fidelity's first ETF offering in Europe.read more...
View ArticleSenior Risk Appointment At MarketInvoice - Shaun Alexander Joins As Head Of...
MarketInvoice, the world’s largest peer-to-peer online invoice finance marketplace, has today announced the appointment of Shaun Alexander as Head of Risk. He is a highly regarded senior management...
View ArticleBME To Launch Its Funds Trading Segment On 27 June
BME today announced that its trading segment dedicated to the subscription, redemption and transfer of investment funds - to be called BME Fondos - will start on June 27.read more...
View ArticleToronto Stock Exchange And TSX Venture Exchange Launch U.S. Public Venture...
Toronto Stock Exchange (TSX) and TSX Venture Exchange (TSXV) are kicking off a five-city U.S. Public Venture Capital (VC) Roadshow today in Santa Monica, California. Hosted today by Expert DOJO, one of...
View ArticleIPC And TransFICC Announce Collaboration On Fixed Income And Derivatives...
IPC, a leading global provider of secure, compliant communications and networking solutions for the financial markets community, today announced its collaboration with TransFICC, the financial...
View ArticlePEGAS: Consultation Paper On The Self-Evaluation Of Austria’s Eastern...
The pan-European gas trading platform PEGAS, operated by Powernext, has published a new position paper in response to the study initiated by E-Control on the performance of the Austrian gas market and...
View ArticleTASE Launches Two New Indices: TA-SME150 And TA-Rimon - The New Indices...
At its March 30th, 2017 board meeting, the Tel Aviv Stock Exchange (TASE) Board of Directors approved the launch of two new Equity indices: the TA-SME150 and the TA-Rimon indices. Both indices include...
View ArticleLondon Stock Exchange Group Plc Transaction In Own Shares
London Stock Exchange Group plc (the "Company") announces that it has purchased through Barclays Capital Securities Limited, in accordance with the authority granted by shareholders at the Company's...
View ArticleUnieuro Debuts Today On The STAR Segment Of Borsa Italiana - The Company...
Today Unieuro debuts on the STAR segment of Borsa Italiana. It is the 7th listing since the beginning of the year and the first on the Main Market. Unieuro is one of the largest Italian chains of...
View ArticleESMA Publishes Responses To TR Portability Consultation
The European Securities and Markets Authority (ESMA) has published today the responses it received to its public consultation on future guidelines on the transfer of data between trade repositories...
View ArticleCanadian Securities Regulators Seek Input On Proposed Business Conduct Rules...
The Canadian Securities Administrators (CSA) today published for comment Proposed National Instrument 93-101Derivatives: Business Conduct and a related proposed companion policy. The proposed...
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