A rank based mean field game in the strong formulation. (arXiv:1603.06312v1...
We discuss a natural game of competition and solve the corresponding mean field game with \emph{common noise} when agents' rewards are \emph{rank dependent}. We use this solution to provide an...
View ArticleExtracting 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 ArticleInvestment Professionals Pick United Kingdom's Top CEOs, CFOs & IR...
Institutional Investor has announced the winners of the 2016 All-Europe Executive Team, II's annual ranking of the region's corporate leaders. II asked portfolio managers, buy-side analysts and...
View ArticleClik here to view.
Fly Away From Helicopter Money
Photo Credit: Shiny Things || Apologies, this was the best I could find at Flickr with a Creative Commons Licenseread more...
View ArticleThailand Futures Exchange Welcomes SBITO As A New Member
Thailand Futures Exchange PCL (TFEX) welcomes SBI Thai Online Securities Co., Ltd. (SBITO) as a member company of TFEX to operate as derivatives brokerage and clearing services, effective from March...
View ArticleClik here to view.
China Exchanges Services Company Announces Launch Date For Gaming Index
Further to the announcement on 29 February 2016, China Exchanges Services Company Limited (CESC) today (Wednesday) announces the launch of the CES Gaming Top 10 Index (CES G10) will be on 18 April...
View ArticleSenvion S.A. IPO On Frankfurt Stock Exchange - Deutsche Börse...
Senvion S.A. (ISIN: LU1377527517) has been listed in the Prime Standard of the Frankfurt Stock Exchange since 23 March 2016. The private placement involved a total of around 18.7 million shares. The...
View ArticleESM/EFSF Investor Newsletter No. 19 March 2016
Click here to download the March 2016 European Stability Mechanism/European Financial Stability Facility Investor Newsletter.
View ArticleHKEX And Shanghai Gold Exchange Sign MOU
Hong Kong Exchanges and Clearing Limited (HKEX) and Shanghai Gold Exchange (SGE) have signed a non-binding Memorandum of Understanding (MOU) to consider various potential areas of mutual interest,...
View ArticleEEX Exchange Council Welcomes Plans For Additional Trading Platforms And...
On 16 March, the first Exchange Council of the European Energy Exchange (EEX) meeting for 2016 took place in Paris, chaired by Peter Heydecker, Vitol SA. The meeting focused on the announcement by EEX...
View ArticleManual Trade Reporting On The Moscow Exchange
Moscow Exchange has clarified how manual trade reports (MTRs) are processed and counted so that it is in-line with Exchanges in other jurisdictions. read more...
View ArticleClinical Trial Records Move To Blockchain
The Computerised Life Events Assessment Record (CLEAR) project announced that it has begun recording information relevant to clinical trials on the MetroGnomo mutual distributed ledger (aka...
View ArticleDeveloping Payments Solutions Is No Longer The Main Focus Of FinTech...
A recent explosion in startups focused on the investment management industry now lead the pack, according to the report, “Accelerating change: London FinTech 2015 - 2016”. Launched today (23rd March...
View ArticleBank Of Cyprus UK Chooses Lombard Risk To Replace Existing Regulatory...
Lombard Risk Management plc (AIM:LRM.L), a leading provider of integrated collateral management and regulatory reporting solutions for the financial services industry, is pleased to announce that Bank...
View ArticleHKEX: Arrangements For Adjustment Of Digital China Structured Products And...
Hong Kong Exchanges and Clearing Limited (HKEX) has announced the arrangements for the adjustment to Digital China Holdings Ltd (Digital China) futures to account for Digital China's special...
View ArticleHKEX; Arrangements For Adjustment Of Henderson Land Structured Products,...
Hong Kong Exchanges and Clearing Limited (HKEX) has announced the arrangements for the adjustment to Digital China Holdings Ltd (Digital China) futures to account for Digital China's special...
View ArticleHong Kong's Securities And Futures Commission Welcomes Appointment Of...
The Securities and Futures Commission (SFC) welcomes the appointment by the Financial Secretary of Mr Thomas Atkinson as Executive Director of Enforcement for a three-year term effective from 3 May...
View Article