Optimal Stochastic Desencoring and Applications to Calibration of Market...
Typically flat filling, linear or polynomial interpolation methods to generate missing historical data. We introduce a novel optimal method for recreating data generated by a diffusion process. The...
View ArticleInverse Reinforcement Learning for Marketing. (arXiv:1712.04612v1 [q-fin.CP])
Learning customer preferences from an observed behaviour is an important topic in the marketing literature. Structural models typically model forward-looking customers or firms as utility-maximizing...
View ArticleQLBS: Q-Learner in the Black-Scholes(-Merton) Worlds. (arXiv:1712.04609v1...
This paper presents a discrete-time option pricing model that is rooted in Reinforcement Learning (RL), and more specifically in the famous Q-Learning method of RL. We construct a risk-adjusted Markov...
View ArticleFederal Reserve Board And Federal Open Market Committee Release Economic...
The attached table and charts released on Wednesday summarize the economic projections and the target federal funds rate projections made by Federal Open Market Committee participants for the December...
View ArticleB3 Announces New Ticker: B3SA3 - Ticker Symbol Enters Into Force On March 26,...
B3 announces that the company’s stock is to be assigned the new ticker symbol B3SA3, which will replace BVMF3 on March 26, 2018. The company will trade under the name B3 instead of BMFBOVESPA from next...
View ArticleJapanese Shipping Giant, IBM to Trial Blockchain in Cross-Border Trade
Japanese shipping firm Mitsui OSK Lines and partners including IBM are to undertake a blockchain trial aimed to streamline international trade flows.
View ArticleCourt Approves U.S. Extradition for Alleged BTC-e Operator
A Greek court has given the green light for the U.S. extradition of Alexander Vinnik, the alleged former operator of bitcoin exchange BTC-e.
View ArticleBitcoin Looks Lower In Chase for 'Small Cap' Gains
Soon after an all-time-high above $17,630 on the CoinDesk's price index, bitcoin prices are starting to look towards sub-$16,000 levels.
View ArticleIt's Time for Governments to Embrace Blockchain
Governments haven't typically been thought of as early blockchain adopters. That could soon change, writes IBM's Marie Wieck.
View ArticleUp 50%: Ripple's XRP Sets Price Record Amid Overstretched Rally
Ripple's XRP cryptocurrency is scaling new heights today, but the rally looks overbought, according to price chart analysis.
View ArticleGibraltar to Launch License Scheme for Blockchain Startups
Gibraltar will publish guidance explaining how to apply its new blockchain legislation to startups on Friday.
View ArticleMajor Financial Institutions To Connect To Deutsche Börse’s...
Deutsche Börse Group continues to welcome major sell- and buy-side institutions as users of its Regulatory Reporting Hub service. With MiFID II becoming effective on 3 January 2018, the Regulatory...
View ArticleHow a Dorm Room Minecraft Scam Brought Down the Internet
âMirai was originally developed to help them corner the Minecraft market, but then they realized what a powerful tool they built..." https://t.co/AN7CKoNus3 ââ¦
View ArticleJim Simons, the Numbers King
Profile: Jim Simons, Algorithms made him a Wall Street billionaire. His new research center helps scientists mine data for the common good.â¦
View ArticleYellowing Paper: What's Delaying a Crucial Ethereum Update?
The paper that's meant to provide the rules for computers running ethereum's software is out of date, and agreeing an update may not be so easy.
View ArticleDenmark Could Tap Blockchain For Foreign Aid Delivery, Says Report
Denmark's Ministry of Foreign Affairs has released a new report on the applicability of blockchain to foreign aid.
View ArticleIntel Sees Role for 'Blockchain Mining' in Genetic Sequencing
In a newly released patent application, Intel describes how it could run genetic sequencing operations on a blockchain.
View ArticleMalaysia's Central Bank Releases Draft Rules for Cryptocurrency Exchanges
Bank Negara Malaysia published draft guidelines for cryptocurrency exchanges to report their usage statistics to prevent illicit transactions.
View ArticleCFTC Seeks Public Comment On Proposed Changes To Chicago Mercantile Exchange...
The Commodity Futures Trading Commission (CFTC) is requesting public comment on proposed rule changes submitted by Chicago Mercantile Exchange Inc. (CME) under CFTC Regulation 40.10. Comments regarding...
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