Stock market as temporal network. (arXiv:1712.04863v1 [q-fin.ST])
Financial networks have become extremely useful in characterizing the structure of complex financial systems. Meanwhile, the time evolution property of the stock markets can be described by temporal...
View ArticleOptimal 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 ArticleFederal Reserve Issues FOMC Statement
Information received since the Federal Open Market Committee met in November indicates that the labor market has continued to strengthen and that economic activity has been rising at a solid rate....
View ArticleCME Group Inc. Changes Payment Date For Annual Variable Dividend
CME Group Inc. (NASDAQ: CME) today announced that it changed the payment date for its annual variable dividend, amounting to $3.50 per share, to January 16 from the previously announced date of January...
View ArticleCFTC Swaps Report Update
CFTC's Weekly Swaps Report has been updated, and is now available.read more...
View ArticleMIAX Options Business Continuity And Disaster Recovery Plans Testing - Member...
As required by Regulation Systems Compliance and Integrity and MIAX Options Rule 321, certain Members of MIAX Options will have mandatory participation requirements in the annual SIFMA Business...
View ArticleCorporations Are Frequently Shuffling Their Law Firm Lineup â Thomson...
More than half (58 percent) of corporate legal departments surveyed say they shift their legal work among law firms at least once every two years. Nearly one in five (18 percent) change how their work...
View ArticleSEC Division Of Trading And Markets Deputy Director Gary Barnett To Retire
The Securities and Exchange Commission today announced that Gary Barnett, Deputy Director in the Division of Trading and Markets, will retire from the agency at the end of the year.read more...
View ArticleWorkforce Development In Today's Economy, Federal Reserve Governor Lael...
I would like to thank the staff at the Federal Reserve Bank of New York for inviting me to attend this awards ceremony.1 As many of you may already know, the Leading the Way campaign is a joint effort...
View ArticleFSB RCG For The Americas Discusses Financial Stability In The region,...
The Financial Stability Board (FSB) Regional Consultative Group (RCG) for the Americas met in Nassau today.read more...
View ArticleIntegrative Advisory Services: Expanding Your Accounting Services Beyond the...
Integrative Advisory Services is the CPA, accounting professional and bookkeeper's guide to the future. As technology paves the way for increased self-reliance and DIY financial services, much of the...
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Private Foundations: Tax Law and Compliance, Fourth Edition 2017 Cumulative...
Private Foundations provides an authoritative reference and extensive analysis of tax law and compliance in the private foundations arena, with a wealth of practical tools to streamline applications,...
View ArticleHong Kong's Securities And Futures Commission And China Securities Regulatory...
The Securities and Futures Commission (SFC) and the China Securities Regulatory Commission (CSRC) recently held the fifth regular high-level meeting on enforcement cooperation since the establishment...
View ArticleESMA Consults On Draft RTS For Prospectuses
The European Securities and Markets Authority (ESMA) today launches a consultation on draft Regulatory Technical Standards (RTS) under the new Prospectus Regulation (Regulation (EU) 2017/1129). read...
View ArticleBank Of Russia Accredits NSD's Valuation Center
After considering a request to assess the quality of NSD's Valuation Center’s performance when determining the value of ruble-denominated bonds, the Bank of Russia, guided by the criteria specified in...
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