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Part 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...

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A 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...

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Numerical 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...

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The 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...

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Weiss 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...

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3 (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.

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Blockchain 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.

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Report: 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.

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Colorado 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. 

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Enterprise 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.

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Cboe 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...

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Bermuda Monetary Authority - Risks Of Initial Coin Offerings (ICOs)

The Bermuda Monetary Authority issued a press release today entitled Risks of Initial Coin Offerings (ICOs). The article stated:Bermuda Monetary Authority (BMA) is committed to providing a regulatory...

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Contego Chosen By Open Banking To Help Kickstart Retail Banking Revolution

Contego, the RegTech and compliance specialist, has been chosen by The Open Banking Implementation Entity (the ‘OBIE’), the body created by the UK’s largest personal and small business current account...

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Deutsche Börse AG: Bank Markazi Filed Complaint Against Deutsche...

In the context of the ongoing disputes regarding assets of the Central Bank of Iran ("Bank Markazi"), Clearstream Banking S.A., Luxembourg ("Clearstream"), a 100 per cent subsidiary of Deutsche Börse...

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ESMA Consults On Potential CFD And Binary Options Measures To Protect Retail...

The European Securities and Markets Authority (ESMA) has published a call for evidence on potential product intervention measures relating to the provision of contracts for differences (CFDs),...

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ETFGI Reports Assets Invested In ETFs And ETPs Listed Globally Increased By...

Summaryread more...

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Weiss Announces First Bitcoin and Cryptocurrency Grades by U.S. Rating Agency...

Weiss Announces First #Bitcoin and #Cryptocurrency Grades by U.S. Rating Agency https://t.co/yQFgMm8wEq @WeissRatings — moneyscience (@moneyscience) January…

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Dept of Veterans Affairs Wants Industry to Propose Use Cases for Blockchain

The Department of Veterans Affairs will consider any blockchain use cases that can help solve its problems, its CTO said Tuesday.

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Hardware Wallet Maker Ledger Nets $75 Million in Series B Funding

Ledger, the maker of hardware cryptocurrency wallets, has raised $75 million in Series B funding.

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Korean Regulator Investigating Staff Insider Trading of Cryptocurrencies

A Korean financial regulator has reportedly indicated it is investigating possible insider trading of cryptocurrencies by its own staff.

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