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 Driversâ 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...
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 ArticleOpus Simplifies KYC With New Out-Of-The-Box SaaS Solution
Compliance and Risk Management SaaS technology leader Opus announced today the launch of Alacra Compliance Professional (ACP), the new plug-and-play KYC (Know Your Customer) compliance solution. ACP is...
View ArticleLondon Stock Exchange Welcomes Fidelity International As New ETF Issuer
London Stock Exchange today welcomes Fidelity International as the latest ETF issuer on its market. The two ETFs* listed today in London are the first Fidelity International has issued in Europe and...
View ArticleBats Europe Expands BXTR To Offer Buy-Side Trade Reporting Services
Bats Europe, a CBOE Holdings, Inc. company and the region’s largest equities exchange operator, today announced it has expanded its trade reporting facility, BXTR, to offer a new service that enables...
View ArticleEuronext And Intercontinental Exchange Sign Agreement For Derivatives Clearing
Euronext, the leading pan-European exchange in the Eurozone, announces it has signed a binding heads of terms with ICE Clear Netherlands, a subsidiary of Intercontinental Exchange (NYSE: ICE) for the...
View ArticleIntesa Sanpaolo Selects Bloomberg IFRS 9 SPPI Data To Streamline Adoption Of...
Bloomberg announced today that Intesa Sanpaolo, the Italian banking group, is using accounting data from Bloomberg to comply with the International Financial Reporting Standard 9, known as IFRS 9, an...
View ArticleAl Mawared Amman Stock Exchange Weekly Report March 26 â March 30, 2017
Market Summary read more...
View ArticleMoscow Exchange Index Committee Decisions
On 24 March 2017, the Index Committee of Moscow Exchange decided to recommend that the Exchange set the following free float coefficients:read more...
View ArticleNew Blockchain Research Firm Chain Business Insights Publishes Debut eBook:...
Chain Business Insights, an independent research firm focused on the application of blockchain for supply chain management and trade finance, has announced the launch of its membership services. It has...
View ArticleUnderestimating the Real Growth of GDP, Personal Income and Productivity --...
The problems involved in estimating real output that I discuss in this paper cause the official government statistics to underestimate of the rates of growth of real GDP, real personal income, and...
View ArticleAsset Allocation in Bankruptcy -- by Shai Bernstein, Emanuele Colonnelli, Ben...
This paper investigates the consequences of liquidation and reorganization on the allocation and subsequent utilization of assets in bankruptcy. Using the random assignment of judges to bankruptcy...
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