The use of the multi--cumulant tensor analysis for the algorithmic search for...
The cumulant analysis plays an important role in non Gaussian distributed data analysis. The shares' prices returns are good example of such data. The purpose of this research is to develop the...
View ArticleA Mean Field Game of Optimal Stopping. (arXiv:1605.09112v1 [math.OC])
We formulate a stochastic game of mean field type where the agents solve optimal stopping problems and interact through the proportion of players that have already stopped. Working with a continuum of...
View ArticleWhat does past correlation structure tell us about the future? An answer from...
We discovered that past changes in the market correlation structure are significantly related with future changes in the market volatility. By using correlation-based information filtering networks we...
View ArticleModelling Trading Networks and the Role of Trust. (arXiv:1605.08899v1...
We present a simple dynamical model for describing trading interactions between agents in a social network by considering only two dynamical variables, namely money and goods or services, that are...
View ArticleShenzhen Stock Exchange Market Bulletin 30 May, 2016, Issue18
Fang Xinghai, the vice chairman of the CSRC, said on 25 May that China will gradually open up commodity futures markets, starting from internationally-traded products such as crude oil, iron ore, and...
View ArticleASIC Releases Its Third Licensing Activity Report
ASIC today published its third report on its approach to licence applications.read more...
View ArticleSGX Welcomes Xandar Capital As Catalist Full Sponsor
Singapore Exchange (SGX) is pleased to welcome Xandar Capital as a Full Sponsor on Catalist, its sponsor-supervised board for growth companies.read more...
View ArticleDeutsche Börse And Taiwan Futures Exchange Enter Into Market...
Taiwan Futures Exchange (TAIFEX) and Deutsche Börse Market Data + Services signed a market data partnership agreement, under which Deutsche Börse will act as the licensor of TAIFEX market data and...
View Article30May/Mobile collateral versus immobile collateral
The pre-crisis financial architecture was a system of mobile collateral. Safe debt, whether government bonds or privately produced bonds, ie asset-backed securities, could be traded, posted as...
View Article30May/Expectations and investment
Using micro data from the Duke University quarterly survey of Chief Financial Officers, we show that corporate investment plans as well as actual investment are well explained by CFOs' expectations of...
View Article30May/Who supplies liquidity, how and when?
Who provides liquidity in modern, electronic limit order book, markets? While agency trading can be constrained by conflicts of interest and information asymmetry between customers and traders, prop...
View ArticleTokyo Commodity Exchange: Final Settlement Price Of Dubai Crude Oil For May...
Final settlement price of Dubai Crude Oil for May 2016 contract is 30,380 yen.read more...
View ArticleMNI China Car Purchase Indicator: Chinese Car Buying Sentiment Slips - Plans...
The continued recovery in oil prices and heightened uncertainty about the economy left Chinese consumer sentiment towards the car market lower in May, relinquishing all of the gains notched in the...
View ArticleCyprus Stock Exchange Bulletin For April 2016
On the last trading session of April 2016 the General Index reached 66,97 points, representinga relative decrease of 0,79% from the previous month. The value of shares traded exhibited a decrease of...
View ArticleSETL Launches Blockchain-Powered OpenCSD Platform - SETL OpenCSD Enables...
SETL, the institutional payment and settlement infrastructure based on blockchain technology, has today announced the launch of its blockchain-powered OpenCSD platform. The OpenCSD platform, SETL’s...
View ArticleDriven By Demand For Independent Algorithmic Trading At SIX Swiss Exchange...
itarle AG (itarle), a leading provider of multi asset algorithmic trading and analytics services for the sell-side, today announced it has established an algorithmic trading service bureau at the...
View ArticleThomson Reuters Launches 2pm WM/Reuters FX Benchmark For Corporates Valuing...
Thomson Reuters today launches the WM/Reuters 2pm CET benchmark, a new FX benchmark service designed for corporates looking to value, hedge and settle cross-border transactions. The Thomson Reuters 2pm...
View ArticleCyber Security Vulnerabilities Of FTSE 100 Companies Exposed - Threat...
Anomali, provider of market-leading threat intelligence platforms, has today revealed the prevalence of suspicious brand spoofing and mass compromised credential exposures of the Financial Times Stock...
View Article01Jun/The Collateral Trap
Active wholesale financial markets help reallocate deposits across heterogeneous banks. Because of incentive problems, these flows are constrained and collateral is needed. Both the volume, the value,...
View ArticleBritish Success And Innovation Prove Attractive To Investors Joining Zenos...
British sports car brand Zenos has attracted a broad range of investors, since launching an equity crowdfunding campaign earlier this month. Investors have been drawn to the brand’s British identity...
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