ISDA Issues Invitation To Tender For Determinations Committees Secretary Role
The International Swaps and Derivatives Association, Inc. (ISDA) today announced that it has issued an invitation to tender for the secretarial role on the credit derivatives Determinations Committees...
View ArticlePost-Trade Distributed Ledger (PTDL) Group Appoints Three External Advisers...
The Post-Trade Distributed Ledger (PTDL) Group, which brings together major post-trade industry participants and regulators to share information and ideas about how distributed ledger technologies...
View ArticleFactor Models for Cancer Signatures. (arXiv:1604.08743v1 [q-bio.GN] CROSS...
We present a novel method for extracting cancer signatures by applying statistical risk models (this http URL) from quantitative finance to cancer genome data. Using 1389 whole genome sequenced samples...
View ArticleOn Optimal Retirement (How to Retire Early). (arXiv:1605.01028v1 [q-fin.ST])
We pose an optimal control problem arising in a perhaps new model for retirement investing. Given a control function $f$ and our current net worth as $X(t)$ for any $t$, we invest an amount $f(X(t))$...
View ArticleThe Local Fractional Bootstrap. (arXiv:1605.00868v1 [math.ST])
We introduce a bootstrap procedure for high-frequency statistics of Brownian semistationary processes. More specifically, we focus on a hypothesis test on the roughness of sample paths of Brownian...
View ArticleRevisiting a Theorem of L.A. Shepp on Optimal Stopping. (arXiv:1605.00762v1...
Using a bondholder who seeks to determine when to sell his bond as our motivating example, we revisit one of Larry Shepp's classical theorems on optimal stopping. We offer a novel proof of Theorem 1...
View ArticleSIFMA Executive Vice President Randy Snook Remarks At SIFMA 2016 Operations...
SIFMA Executive Vice President Randy Snook delivered opening remarks at the 43rd Annual Operations Conference in Miami Beach.read more...
View ArticleDalian Commodity Exchange: Notice On Providing the Material For Issuing The...
According to the “Notice on Fully Promoting the Pilot Program for Replacing Business Tax with Value-Added Tax” (Cai-Shui [2016] No. 36) issued by the Ministry of Finance and State Administration of...
View ArticleASIC- Innovation Hub: Regulatory Sandbox Proposal
ASIC today provided a further update on its Innovation Hub (see 15-211MR for our previous update). ASIC’s Innovation Hub has now been operating for just over a year and is continuing to assist...
View ArticleASX Compliance Monthly Activity Report - April 2016
Attached is a copy of the ASX Compliance Monthly Activity Report for April 2016.
View ArticleMNI China Car Purchase Indicator: Chinese Car Buying Sentiment Turns More...
Chinese consumers were increasingly optimistic about the car buying environment in April but were less likely to act on this assessment as plans to buy a car over the next 12 months continued the...
View ArticleASX Group Monthly Activity Report - April 2016
Attached is a copy of the ASX Group Monthly Activity Report for April 2016.
View ArticleDubai Financial Services Authority Hosts Outreach On Corporate Governance And...
The Dubai Financial Services Authority (DFSA), together with Hawkamah, the Dubai International Financial Centre (DIFC) Institute for Corporate Governance, and the Middle East Investor Relations Society...
View ArticleASX Presentation To Macquarie Conference
Attached is a copy of an ASX presentation to investors that will be delivered at the Australian Macquarie Securities Conference held in Sydney on 4 and 5 May 2016.
View ArticleModeling and Simulation of the Economics of Mining in the Bitcoin Market....
In January 3, 2009, Satoshi Nakamoto gave rise to the "Bitcoin Block Chain" creating the first block of the chain hashing on his computers central processing unit (CPU). Since then, the hash...
View ArticleElectoral Systems Used around the World. (arXiv:1605.01343v1 [q-fin.EC])
We give an overview of the diverse electoral systems used in local, national, or super-national elections around the world. We discuss existing methods for selecting single and multiple winners and...
View ArticleArbitrage and hedging with liquid American options. (arXiv:1605.01327v1...
We generalize the fundamental theorem of asset pricing (FTAP) and hedging dualities in \cite{ZZ8} to the case where the investor can short American options. Following arXiv:1502.06681, we assume that...
View ArticleLie symmetries of (1+2) nonautonomous evolution equations in Financial...
We analyse two classes of $(1+2)$ evolution equations which are of special interest in Financial Mathematics, namely the Two-dimensional Black-Scholes Equation and the equation for the Two-factor...
View ArticleRegrets, learning and wisdom. (arXiv:1605.01052v1 [physics.soc-ph])
This contribution discusses in what respect Econophysics may be able to contribute to the rebuilding of economics theory. It focuses on aggregation, individual vs collective learning and functional...
View ArticleThe Accidental Entrepreneur: The Juicy Bits
In The Accidental Entrepreneur, author Janine Allis shares the secrets and skills that took her from housewife to entrepreneur to head of a multi-national corporation. As the founder of Boost Juice,...
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