Extracting Predictive Information from Heterogeneous Data Streams using...
Financial markets are notoriously complex environments, presenting vast amounts of noisy, yet potentially informative data. We consider the problem of forecasting financial time series from a wide...
View ArticleSwitching Economics for Physics and the Carbon Price Inflation: Problems in...
Integrated Assessment Models (IAMs) are mainstay tools for assessing the long-term interactions between climate and the economy and for deriving optimal policy responses in the form of carbon prices....
View ArticleRisk-Constrained Kelly Gambling. (arXiv:1603.06183v1 [q-fin.PM])
We consider the classic Kelly gambling problem with general distribution of outcomes, and an additional risk constraint that limits the probability of a drawdown of wealth to a given undesirable level....
View ArticleTukey's Transformational Ladder for Portfolio Management. (arXiv:1603.06050v1...
Recently, the authors of (\cite{Ernst}) empirically showed that over the 1958-2014 horizon, the returns of the MaxMedian S\&P 500 portfolio (see \cite{thomp2}) substantially exceed both those of...
View ArticleThe Circle of Investment. (arXiv:1603.06047v1 [q-fin.PM])
We will look at the entire cycle of the investment process relating to all aspects of, formulating an investment hypothesis, constructing a portfolio based on that, executing the trades to implement...
View ArticleSolving Society's Big Ills, A Small Step. (arXiv:1603.06034v1 [q-fin.GN])
We look at a collection of conjectures with the unifying message that smaller social systems, tend to be less complex and can be aligned better, towards fulfilling their intended objectives. We touch...
View ArticleDalian Commodity Exchange: Notice On Collecting Annual Membership Fees For 2016
According to the relevant provisions of the “Bylaws of Dalian Commodity Exchange” and the “Measures of Dalian Commodity Exchange for Management of Members”, DCE will collect the annual membership fees...
View ArticleKRX: Global Construction Equipment Maker, Doosan Bobcat May Join KOSPI Market
The KRX (Chairman and CEO: Kyungsoo Choi) said that Doosan Bobcat, global construction equipment maker signed a principal underwriting agreement for listing on KOSPI Market with Korea Investment %amp;...
View ArticleJapan Exchange Group: 2nd Medium-Term Management Plan For FY2016 To FY2018
JPX achieved targeted JPY 8.5 bil. cost reductions from business integration synergies, and final results are expected to be well clear of initial targets.read more...
View ArticleHorizon Extends Warrants & Structured Products Functionality As Issuer...
Horizon Software, the leading global technology provider for electronic trading and investment management, today announced a new version of its trading platform which extends functionality for...
View ArticleCME Group And Thomson Reuters To Enhance LBMA Silver Price Benchmark
CME Group, the world's leading and most diverse derivatives marketplace, in its capacity as joint administrator and calculation agent for the LBMA Silver Price, and Thomson Reuters, the world's leading...
View ArticleCFTC Orders Payment Of Penalties Totaling $665,000 By Credit Suisse...
The U.S. Commodity Futures Trading Commission (CFTC) today issued an Order filing and settling charges that Credit Suisse International (CSI) of London, U.K., exceeded the CFTC all-months speculative...
View ArticleLondon Stock Exchange Group Plc Annual Report And Accounts, Notice Of Annual...
The Annual Report and Accounts of the London Stock Exchange Group plc (the "Group") for the year ended 31 December 2015 (the "Annual Report"), Notice of Annual General Meeting 2016 (the "AGM Notice")...
View ArticleUBS MTF Market Notice Connectivity Change Reminder
This notice is to remind you that as previously communicated via two UBS MTF Trading Notices on 8 September 2015 and 30 October 2015 all UBS MTF Members must connect to the UBS MTF trading platform in...
View ArticleMandatory Notification Of Trades - Oslo Børs VPS Holding ASA
In connection with a monthly share savings plan for employees of subsidiaries, Oslo Børs VPS Holding has sold a total of 2049 shares. New holding is 5007 shares. Employees paid a share price of NOK...
View ArticleEBA: Consultation On Guidelines On Corrections To Modified Duration For Debt...
Related documents:read more...
View ArticleESMA Publishes Translations Of Its Guidelines For The Assessment Of Knowledge...
The European Securities and Markets Authority (ESMA) has published translations of its Guidelines for the assessment of knowledge and competence.read more...
View ArticleShaping The Future Of Europeâs Financial â¨Market...
In my opening remarks I want to address three issues. First, I will set out the main drivers of change that have been shaping Europe’s financial market infrastructure in general and the RTGS system in...
View ArticleCFTC: Federal Court Orders Former Alabama Resident John David Stroud And His...
The U.S. Commodity Futures Trading Commission (CFTC) announced today that newly assigned Judge John A. Jarvey of the U.S. District Court for the Southern District of Iowa, sitting by designation,...
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