Learning zero-cost portfolio selection with pattern matching....
We consider and extend the adversarial agent-based learning approach of Gy{\"o}rfi {\it et al} to the situation of zero-cost portfolio selection implemented with a quadratic approximation derived from...
View ArticleOn the Optimal Dividend Problem in the Dual Model with Surplus-Dependent...
This paper concerns the dual risk model, dual to the risk model for insurance applications, where premiums are surplus-dependent. In such a model premiums are regarded as costs, while claims refer to...
View ArticleKnight--Walras Equilibria. (arXiv:1605.04385v1 [q-fin.EC])
Knightian uncertainty leads naturally to nonlinear expectations. We introduce a corresponding equilibrium concept with sublinear prices and establish their existence. In general, such equilibria lead...
View ArticleDalian Commodity Exchange: Notice On Adjusting The Trading Fees Of Soybean...
It is decided upon discussion that starting from the trading on May 16, 2016 (the after-hours trading on the evening of May 13): 1. The intra-day trading fees for the same contract of the Soybean...
View ArticleJapan Exchange Group: Addition Of Candidate For Director
Japan Exchange Group, Inc. (JPX) has nominated anadditional candidate for director. JPX will put forth the director candidates for approvalat the annual general shareholders meeting to be held on June...
View ArticleASIC Accepts Enforceable Undertaking From HSBC Bank Australia Following...
ASIC has accepted an enforceable undertaking (EU) from HSBC Bank Australia Ltd (HSBC) that requires HSBC to review and remediate clients who received potentially deficient advice on retail structured...
View ArticleColt Adds New Asian Market Data Feeds To Global Offering - Continued...
Colt announced today the expansion of its Asia coverage by adding three new data feeds to its low-latency MarketPrizm Market Data service:read more...
View ArticleGBP 700m European Investment Bank Backing For Thames Tideway Tunnel
The European Investment Bank has agreed to provide a GBP 700 million loan for the GBP 4.2 billion Thames Tideway Tunnel, the biggest infrastructure project ever undertaken by the UK water industry....
View ArticleMoscow Exchange Announces Results For The First Quarter 2016
Moscow Exchange (MOEX) today announces its financial results under International Financial Reporting Standards (IFRS) for the first quarter (1Q) 2016. The quarter saw a significant increase in fee and...
View ArticleApril 2016: Turnover Almost 10% Higher - The Statistical Monthly Report...
Trading turnover on SIX Swiss Exchange and SIX Structured Products Exchange Ltd increased by 9.7% month-on-month in April 2016 to CHF 127.0 billion. However, the number of trades declined by 12.0%...
View ArticleNasdaq, Inc. Announces Proposed Senior Notes Offering
Nasdaq, Inc. (the “Company”) (Nasdaq:NDAQ) today announced that it plans to commence a public offering of Euro-denominated senior notes pursuant to an effective shelf registration statement filed with...
View ArticleBorsa Ä°stanbul Newsletter - May 16, 2016
Click here to download Borsa Ä°stanbul Markets monthly bulletin – April 2016 issue.
View ArticleDubai Financial Market Achieves 98% Compliance In Q1, 2016 Results Disclosure...
Dubai Financial Market (DFM) today announced that its UAE listed companies have showed a 98% compliance to disclose their Q1- 2016 results within the deadline of 45 days from the end of the first...
View ArticleNasdaq BWise GRC Platform Selected By Bank ABC For Risk, Compliance And Audit
Nasdaq BWise (Nasdaq:NDAQ), a global leader in enterprise Governance, Risk Management and Compliance (GRC), announced today that it has been selected by Bank ABC, an international bank headquartered in...
View ArticleAdvice for College Graduates As Commencement Approaches
For the past several years, I have re-run this old post with some advice for new college graduates. I hope my students at Bryant University, and seniors at other institutions, will read and ponder...
View ArticleBank Of Palestine Marks Entry Into International Markets With First Overseas...
Bank of Palestine, the largest financial institution in Palestine, has set up its first international representative office worldwide at the Dubai International Financial Centre (DIFC), the global...
View ArticleSingaporeâs 30th REIT, Manulife US REIT, Scheduled To List On Friday...
Real Estate Investment Trusts (REITs) raise capital to purchase primarily real estate assets, usually established with a view to generating income for unit holders of the fund. This allows individual...
View ArticleHKEX: Scrip Dividend Scheme In Relation To The Final Dividend For The Year...
At HKEX’s annual general meeting held on 28 April 2016, the Shareholders approved the payment of the Final Dividend, as recommended by the Board, which will be payable in cash with a scrip alternative...
View ArticleFESE European Equity Market Report â April 2016 Figures
The European Equity Market Report is a piece of analysis that allows for an accurate comparison of trading statistics across European trading venues.read more...
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