Evaluating the role of risk networks on risk identification, classification...
Modern society heavily relies on strongly connected, socio-technical systems. As a result, distinct risks threatening the operation of individual systems can no longer be treated in isolation....
View ArticlePart 1: Training Sets & ASG Transforms. (arXiv:1801.05752v1 [q-fin.CP])
In this paper, I discuss a method to tackle the issues arising from the small data-sets available to data-scientists when building price predictive algorithms that use monthly/quarterly macro-financial...
View ArticleA subordinated CIR intensity model with application to Wrong-Way risk CVA....
Credit Valuation Adjustment (CVA) pricing models need to be both flexible and tractable. The survival probability has to be known in closed form (for calibration purposes), the model should be able to...
View ArticleNumerical analysis on quadratic hedging strategies for normal inverse...
The authors aim to develop numerical schemes of the two representative quadratic hedging strategies: locally risk minimizing and mean-variance hedging strategies, for models whose asset price process...
View ArticleThe Stretch to Stray on Time: Resonant Length of Random Walks in a Transien....
First-passage times in random walks have a vast number of diverse applications in physics, chemistry, biology, and finance. In general, environmental conditions for a stochastic process are not...
View ArticleWeiss Announces First Bitcoin and Cryptocurrency Grades by U.S. Rating Agency
PALM BEACH GARDENS, Fla., Jan. 17, 2018 /PRNewswire/ -- Weiss Ratings, the nation's leading independent rating agency of financial institutions, will issue letter grades on cryptocurrencies, including...
View Article3 (Possible) Reasons the Crypto Markets Tanked This Week
What do you get when you mix regulatory threats, an immature market infrastructure and an influx of new investors? Lots of red on the trading screens.
View ArticleBlockchain Bloat: How Ethereum Clients are Tackling Storage Issues
With long-term fixes like sharding a ways off, ethereum developers are making the software run more efficiently to ease growing storage requirements.
View ArticleReport: South Korea Mulls Closure of Domestic Crypto Exchanges
South Korea is considering to ban all cryptocurrency exchanges or just those that have violated the law, and vows to make a decision today.
View ArticleColorado New Bill Encourages State to Adopt Blockchain for Data Security
A new state bill introduced to the Colorado Senate is looking at using blockchain technology to secure private data from cyberattacks.Â
View ArticleEnterprise Blockchain Is Ready to Go Live in 2018
2018 will be the year enterprise blockchain goes live and businesses can move from experimenting to production, says Oracle's Mark Rakhmilevich.
View ArticleCboe Conducts First Settlement Of Cboe Bitcoin Futures
Cboe Global Markets, Inc. (Cboe: CBOE | Nasdaq: CBOE), one of the world's largest exchange holding companies, today announced the settlement of January expiry Cboe bitcoin (XBT) future.read more...
View ArticleSEC Outlines Reasons for Reluctance to List Cryptocurrency ETFs
An SEC letter states there are "significant investor protection issues" to be examined before opening up crypto-ETFs to retail investors.
View ArticleGlobal Securities Watchdog Warns Investors on ICO Risks
An organization of global securities regulators has issued a notice alerting investors to the perceived risks associated with initial coin offerings.
View ArticleStuck at $12K: Bitcoin Price Needs Quick Progress to Avert Further Losses
With its recovery stalled, bitcoin needs a quick break above $12,500 or the tide may turn in favor of the bears.
View ArticleCFTC Charges Colorado Resident Dillon Michael Dean and His Company, The...
The Commodity Futures Trading Commission (CFTC) on January 18, 2018 filed a civil enforcement action in the U.S. District Court for the Eastern District of New York against Defendants Dillon Michael...
View ArticleJoint statement from CFTC and SEC Enforcement Directors Regarding Virtual...
Joint statement from CFTC and SEC Enforcement Directors Regarding Virtual Currency Enforcement Actions
View ArticleRussia's National Settlement Depository Improves Channel For Client Interactions
National Settlement Depository (NSD) has improved the channel for client interactions by implementing the Application Programming Interface (API) for online banking services.read more...
View ArticleDXC Technology Named A 2018 Thomson Reuters Top 100 Global Technology Leader
DXC Technology (DXC: NYSE) has been recognized as a 2018 Top 100 Global Technology Leader by Thomson Reuters. The inaugural program identifies the tech industry’s most operationally sound and...
View ArticleESMA Updates Transparency Calculations For MiFID II/MiFIR
The European Securities and Markets Authority (ESMA) has published today an extended version of the MiFID II/MiFIR transitional transparency calculations (TTC) for equity and bond instruments, adding...
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