A Simple Model of Credit Expansion. (arXiv:1609.05055v1 [q-fin.GN])
The proposed model is aimed to reveal important patterns in the behavior of a simplified financial system. The patterns could be detected as regular cycles consisting of debt bubbles and crises....
View ArticleExport dynamics as an optimal growth problem in the network of global...
We analyze export data aggregated at world global level of 219 classes of products over a period of 39 years. Our main goal is to set up a dynamical model to identify and quantify plausible mechanisms...
View ArticleSpatial firm competition in two dimensions with linear transportation costs:...
Models of spatial firm competition assume that customers are distributed in space and transportation costs are associated with their purchases of products from a small number of firms that are also...
View ArticleAsset Pricing in a Semi-Markov Modulated Market with Time-dependent...
This project attempts to address the problem of asset pricing in a financial market, where the interest rates and volatilities exhibit regime switching. This is an extension of the Black-Scholes model....
View ArticleMicroscopic Understanding of Cross-Responses between Stocks: a Two-Component...
We construct a price impact model between stocks in a correlated market. For the price change of a given stock induced by the short-run liquidity of this stock itself and of the information about other...
View ArticleShenzhen Stock Exchange Signed A Strategic Cooperation Agreement With Inner...
On September 12, 2016, Shenzhen Stock Exchange (‘SZSE’) signed a strategic cooperation agreement with Inner Mongolia Autonomous Region in Hohhot, both parties reported their own recent development...
View ArticleTokyo Commodity Exchange: Go-Live Date Of Next Generation Derivatives Trading...
TOCOM has been preparing for the go-live of new trading system, which is developed to expand market liquidity and further improve reliability and convenience for investors, trading participants, and...
View ArticleASIC Reports On Review Of Marketing Practices In IPOs
ASIC has warned firms and issuers involved in initial public offerings (IPOs) in Australia to ensure their marketing campaigns comply with the letter and spirit of the law, particularly when using...
View ArticleSGX And ICBC Sign MOU To Enhance Capital Market Links Between Singapore And...
Singapore Exchange (SGX) and Industrial and Commercial Bank of China Limited (ICBC) today signed a memorandum of understanding (MOU) to collaborate on a range of areas that will enhance the links...
View ArticleReplica Analysis for the Duality of the Portfolio Optimization Problem....
In the present paper, the primal-dual problem consisting of the investment risk minimization problem and the expected return maximization problem in the mean-variance model is discussed using replica...
View ArticlePredicting Future Shanghai Stock Market Price using ANN in the Period...
Predicting the prices of stocks at any stock market remains a quest for many investors and researchers. Those who trade at the stock market tend to use technical, fundamental or time series analysis in...
View ArticleFrom quantum mechanics to finance: Microfoundations for jumps, spikes and...
We present an agent behavior based microscopic model that induces jumps, spikes and high volatility phases in the price process of a traded asset. We transfer dynamics of thermally activated jumps of...
View ArticleTOCOM New System Goes Live Today
The Tokyo Commodity Exchange, Inc. (TOCOM) announced today the launch of a new trading and clearing system residing on J-GATE and the JPX Clearing System, both of which are operated by the Japan...
View ArticleJapan Exchange Group: Latest Update Of Deliverable Bonds And Conversion...
Deliverable bonds and conversion factors of JGB Futures (5-year, 10-year & 20-year)read more...
View ArticleStatement From ASIC Regarding Yesterday's Securities Markets Trading
ASIC closely monitors all trading activity on the securities markets run by our licensed market operators. Consistent with that, we will examine the cause and any effects of yesterday as a priority and...
View ArticleDion Global Solutions Supports Hargreave Hale Growth
Dion Global Solutions (Dion | BSE: 526927) announced that its clients, Hargreave Hale, have implemented the full suite of Dion Wealth Management technology, assisting them to surpass the £6bn FuM level...
View ArticleLuup Selects Contego’s Identity Verification And Fraud Reduction...
Contego, the multi-source fraud reduction platform, today announced that Luup, a leading provider of merchant services for internet and e-commerce businesses, specialising in cross-border payments, has...
View Articleitarle AG Algorithms Available Through Celer - Driven By Multi-Asset Demand...
itarle AG (itarle), the leading independent provider of multi-asset algorithmic trading, Smart Order Routing (SOR) and Transaction Cost Analysis (TCA) services, today announced the availability of...
View ArticleItiviti Wins Technology Innovator Award By CV Magazine
Itiviti, world-leading technology provider for the capital markets industry, has been named a winner of the 2016 Technology Innovator Awards, presented by Corporate Vision (CV) Magazine. Tbricks by...
View Article20Sep/Global inflation forecasts
Inflation co-moves across countries and several papers have shown that lags of this common inflation can help to forecast country inflation. This paper constructs forecasts of common (or 'global')...
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