A Mean Field Game of Optimal Stopping. (arXiv:1605.09112v1 [math.OC])
We formulate a stochastic game of mean field type where the agents solve optimal stopping problems and interact through the proportion of players that have already stopped. Working with a continuum of...
View ArticleWhat does past correlation structure tell us about the future? An answer from...
We discovered that past changes in the market correlation structure are significantly related with future changes in the market volatility. By using correlation-based information filtering networks we...
View ArticleModelling Trading Networks and the Role of Trust. (arXiv:1605.08899v1...
We present a simple dynamical model for describing trading interactions between agents in a social network by considering only two dynamical variables, namely money and goods or services, that are...
View ArticleShenzhen Stock Exchange Market Bulletin 30 May, 2016, Issue18
Fang Xinghai, the vice chairman of the CSRC, said on 25 May that China will gradually open up commodity futures markets, starting from internationally-traded products such as crude oil, iron ore, and...
View ArticleASIC Releases Its Third Licensing Activity Report
ASIC today published its third report on its approach to licence applications.read more...
View ArticleSGX Welcomes Xandar Capital As Catalist Full Sponsor
Singapore Exchange (SGX) is pleased to welcome Xandar Capital as a Full Sponsor on Catalist, its sponsor-supervised board for growth companies.read more...
View ArticleDeutsche Börse And Taiwan Futures Exchange Enter Into Market...
Taiwan Futures Exchange (TAIFEX) and Deutsche Börse Market Data + Services signed a market data partnership agreement, under which Deutsche Börse will act as the licensor of TAIFEX market data and...
View ArticleQatar Stock Exchanges Stresses The Importance Of Disclosure And Transparency...
Qatar Stock Exchange (QSE) today held the 2nd Annual Consultative Meeting on Disclosure Procedures with the participation of representatives from the Qatar Financial Markets Authority (QFMA) and the...
View ArticleFinansinspektionenâs Response To Proposed New Requirement For Banks To...
The newly implemented Resolution Act introduces new rules and requirements, including requirements about loss absorbing liabilities. In its response to the Debt Office’s proposal, FI says it is...
View ArticleWeekly Announcements â May 31, 2016
La Trobe University Re-Joins LSN Legal Studies Research Papers Seriesread more...
View ArticleStock Markets Steering Committee Of Hellenic Exchanges, Athens Stock Exchanges
The Stock Markets Steering Committee, during today's session, approved the application of price fluctuation limits of ±10%, for June 2016, for the low turnover velocity Stocks of the Main Market...
View ArticleCoca-Cola European Partners Celebrates First Day Of Trading On Euronext
Coca-Cola European Partners (ticker symbol: CCE), a major European fast-moving consumer goods company and the world’s largest independent Coca-Cola bottler based on net sales, began trading today on...
View ArticleIIROC Publishes Guidance And Resources To Help Protect Senior Investors
In conjunction with Seniors' Month in June, the Investment Industry Regulatory Organization of Canada (IIROC) is publishing guidance for IIROC-regulated firms as well as educational materials for...
View ArticleS&P Dow Jones Indices Market Attributes: Europe Index Dashboard
Download this month's dashboardread more...
View ArticleU.S. Department Of The Treasury: Report On Foreign Portfolio Holdings Of U.S....
The final results from the annual survey of foreign portfolio holdings of U.S. securities at the end of June 2015 were released today on the Treasury website at...
View ArticleStatement of Chairman Timothy Massad on No-Action Letter Shanghai Clearing House
Statement of Chairman Timothy Massad on No-Action Letter Shanghai Clearing House
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