The Value of Machine Learning: Benefits and Best Practices - DATAVERSITY
The Value of Machine Learning: Benefits and Best Practices via @Dataversity https://t.co/NjWcZBnav8 http://pic.twitter.com/WFDSx6JAUP â RapidMinerâ¦
View ArticleJorge Santos on Twitter
#Pyhton #QuantFinance #api https://t.co/gzUEXuImAk â Yves Hilpisch (@dyjh) July 4, 2017
View ArticleWhy Traders Are Worrying About Low Volatility
This is why traders are worrying about low volatility https://t.co/56216TqvEq http://pic.twitter.com/qnYr7WT1a3 â Bloomberg (@business) July 4, 2017
View ArticleBloomberg on Twitter
Hedge fund Man Group has shut a quantitative trading unit to focus on other strategies, source says https://t.co/2dZWE6iZ8s http://pic.twitter.com/Aov4eGdjVP ââ¦
View ArticleInternational committees complete the April 2015 workplan on central...
Press release about FSB, CPMI, IOSCO and BCBS on "International committees complete the April 2015 workplan on central counterparty resilience, recovery and resolvability", 5 July 2017
View ArticleRecovery of financial market infrastructures - Revised report
CPMI and IOSCO are publishing a joint report on "Recovery of financial market infrastructures", July 2017
View ArticleResilience of central counterparties (CCPs): Further guidance on the PFMI -...
CPMI and IOSCO are publishing a joint report on "Resilience of central counterparties (CCPs): Further guidance on the PFMI", July 2017
View ArticleAnalysis of Central Clearing Interdependencies
BCBS, CPMI, FSB and IOSCO are publishing a joint report on "Analysis of Central Clearing Interdependencies", July 2017
View ArticleChairs' Report on the Implementation of the Joint Workplan for Strengthening...
Chairs' report on the "Chairs' Report on the Implementation of the Joint Workplan for Strengthening the Resilience, Recovery and Resolvability of Central Counterparties", joint publication by CPMI,...
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User/Subscriber Economics: Value Dynamics
In my last post, I tried valuing Uber by estimating how much an existing user was worth to the company and then using that number to extrapolate to the value of all existing users and the value added...
View ArticleYou are in a drawdown. When should you start worrying?. (arXiv:1707.01457v1...
Trading strategies that were profitable in the past often degrade with time. Since unlucky streaks can also hit "healthy" strategies, how can one detect that something truly worrying is happening? It...
View ArticleNonlinear Parabolic Equations arising in Mathematical Finance....
This survey paper is focused on qualitative and numerical analyses of fully nonlinear partial differential equations of parabolic type arising in financial mathematics. The main purpose is to review...
View ArticleGini estimation under infinite variance. (arXiv:1707.01370v1 [stat.ME])
Under infinite variance, the Gini coefficient cannot be reliably estimated using conventional nonparametric methods. read more...
View ArticleThe Bitcoin price formation: Beyond the fundamental sources....
Much significant research has been done to investigate various facets of the link between Bitcoin price and its fundamental sources. This study goes beyond by looking into least to most influential...
View ArticleOption Pricing in a Regime Switching Stochastic Volatility Model....
In the classical model of stock prices which is assumed to be Geometric Brownian motion, the drift and the volatility of the prices are held constant. However, in reality, the volatility does vary. In...
View ArticleBuy-and-Hold Property for Fully Incomplete Markets when Super-replicating...
We show that when the price process $S$ represents a fully incomplete market, the optimal super-replication of any Markovian claim $g(S_T)$ with $g(\cdot)$ being nonnegative and lower semicontinuous is...
View ArticleInstantaneous order impact and high-frequency strategy optimization in limit...
We propose a limit order book (LOB) model with dynamics that account for both the impact of the most recent order and the shape of the LOB. We present an empirical analysis showing that the type of the...
View ArticleThe Leadership Challenge Workbook Revised, 3rd Edition
The Leadership Challenge Workbook offers practical tools for applying The Five Practices of Exemplary Leadership® in real-life business situations. As the companion to The Leadership Challenge, this...
View ArticleUnlocking the Property Market: The 7 Keys to Property Investment Success
Brimming with fresh content designed to suit current trends in the market, Unlocking the Property Market shares expert property market analyst John Lindeman's tips and techniques on where to buy, what...
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