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Re-Shaping The Regulatory Landscape Through Big Data Analytics - New Research...
A new paper from the SWIFT Institute published today highlights the many uses of big data analytics by financial organisations to meet evolving regulatory and compliance requirements. read more...
View ArticleAbu Dhabi Securities Exchange Performs Technical Improvements On The...
In a step through which it aims to enhance its status on the local and regional level, Abu Dhabi Securities Exchange will apply the developed version of the Circuit Breaker System starting from...
View ArticleSEC Charges Biopesticide Company And Former Executive With Accounting Fraud
The Securities and Exchange Commission today charged biopesticide company Marrone Bio Innovations and a former executive with inflating financial results to meet projections it would double revenues in...
View ArticleUS Department Of Justice: Former Chief Operating Officer Of Davis...
Hector Absi, 47, of Las Vegas, Nevada, was arrested today by FBI agents at his home in Las Vegas. He is charged in a 16-count indictment, unsealed today, that was returned by a federal grand jury in...
View ArticleCFTC Swaps Report Update
CFTC's Weekly Swaps Report has been updated, and is now available.read more...
View ArticleDaniel Kahl Named As Chief Counsel Of National Exam Program
The Securities and Exchange Commission today announced that Daniel S. Kahl has been named Chief Counsel of its Office of Compliance Inspections and Examinations (OCIE). In this role Mr. Kahl will...
View ArticleCBOE Holdings Declares First-Quarter 2016 Dividend - Announces Increase In...
CBOE Holdings, Inc. (NASDAQ: CBOE) announced today that its Board of Directors has declared a quarterly cash dividend of $0.23 per share and increased its share repurchase authorization by $100...
View ArticleAlpha-CIR Model with Branching Processes in Sovereign Interest Rate...
We introduce a class of interest rate models, called the $\alpha$-CIR model, which gives a natural extension of the standard CIR model by adopting the $\alpha$-stable L{\'e}vy process and preserving...
View ArticleDo co-jumps impact correlations in currency markets?. (arXiv:1602.05489v1...
We study how co-jumps influence covariance and correlation in currency markets. We propose a new wavelet-based estimator of quadratic covariation that is able to disentangle the continuous part of...
View ArticleRobust Mean-Variance Hedging via G-Expectation. (arXiv:1602.05484v1 [q-fin.MF])
In this paper we study mean-variance hedging under the G-expectation framework. Our analysis is carried out by exploiting the G-martingale representation theorem and the related probabilistic tools, in...
View ArticleIs comonotonicity a good property for risk measures?. (arXiv:1602.05477v1...
We study comonotonicity of regulatory risk measures in terms of the primitives of the theory of risk measures: acceptance sets and eligible assets. We show that comonotonicity cannot be characterized...
View ArticleRobust Financial Bubbles. (arXiv:1602.05471v1 [q-fin.MF])
We study the concept of financial bubble in a market model endowed with a set of probability measures, typically mutually singular to each other. In this setting we introduce the notions of robust...
View ArticlePower-law cross-correlations estimation under heavy tails....
We examine the performance of six estimators of the power-law cross-correlations -- the detrended cross-correlation analysis, the detrending moving-average cross-correlation analysis, the height...
View ArticleStudies on Regional Wealth Inequalities: the case of Italy....
The paper contains a short review of techniques examining regional wealth inequalities based on recently published research work but is also presenting unpublished features. read more...
View ArticleFilterbased Stochastic Volatility in Continuous-Time Hidden Markov Models....
Regime-switching models, in particular Hidden Markov Models (HMMs) where the switching is driven by an unobservable Markov chain, are widely-used in financial applications, due to their tractability...
View ArticleHong Kong's Securities And Futures Commission Issues Third-Quarter Report
The Securities and Futures Commission (SFC) today published its Quarterly Report summarising key developments from October to December 2015.read more...
View ArticleCHAIN-FINANCE To Debut Blockchain Finance Workshop In London 16 March, 2016 -...
CHAIN-FINANCE, a provider of news, research & workshops on blockchain technologies for global financial services, today announced the debut of its first Blockchain-Finance Workshop in London on...
View ArticleEuropean Commission: Speech By Commissioner Jonathan Hill At The European...
Ladies and Gentlemen,read more...
View ArticleHKEx: Stock Exchange Participants' Market Share Report
Updated: 18/02/2016 read more...
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