Implementation monitoring of the PFMI: Fourth update to Level 1 assessment...
IOSCO/MR/19/2017read more...
View ArticleImplementation monitoring of PFMI: Fourth update to Level 1 assessment report
This report provides jurisdictions' updated self-assessments of their progress towards adopting the legislation, regulations and other policies that will enable them to implement the 24 Principles for...
View ArticleWhy Ethereum’s price is dropping
Why is #Ethereum’s price dropping? https://t.co/nHisLXwrW2 — moneyscience (@moneyscience) July 14, 2017
View ArticleHow Artificial Intelligence Will Revolutionize Banking - InformationWeek
How Artificial Intelligence #AI Will Revolutionize #Banking https://t.co/ihtxcrsNn1 via @InformationWeek @amalmerzouk — RiskDataScience (@RiskDataScience) July…
View ArticleSir Ken Robinson: How To Escape Education's Death Valley
Creativity expert Sir Ken Robinson has provided some excellent thinking on the state of education. Â I love listening to him describe how we stifle creativity in our children at times, and how we can...
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The Wiley Blackwell Handbook of the Psychology of Recruitment, Selection and...
 This handbook makes a unique contribution to the fields of organizational psychology and human resource management by providing comprehensive coverage of the contemporary field of employee...
View ArticleArthur Charpentier on Twitter
"Maryam Mirzakhani’s monumental work draws deep connections between topology, geometry and dynamical systems" https://t.co/QclTCQ1kDG…
View ArticleImplementation monitoring of PFMI: Level 2 assessment report for Singapore
Implementation monitoring of PFMI: Level 2 assessment report for Singapore published by the Committee on Payments and Market Infrastructures and the Board of the International Organization of...
View ArticleCorrelations and Flow of Information between The New York Times and Stock...
We use Random Matrix Theory (RMT) and information theory to analyze the correlations and flow of information between 64,939 news from The New York Times and 40 world financial indices during 10 months...
View ArticleNetwork analysis of Japanese global business using quasi-exhaustive...
Network analysis techniques remain rarely used for understanding international management strategies. Our paper highlights their value as research tool in this field of social science using a large set...
View ArticleSequence Classification of the Limit Order Book using Recurrent Neural...
Recurrent neural networks (RNNs) are types of artificial neural networks (ANNs) that are well suited to forecasting and sequence classification. They have been applied extensively to forecasting...
View ArticleLinear and nonlinear correlations in order aggressiveness of Chinese stocks....
The diagonal effect of orders is well documented in different markets, which states that orders are more likely to be followed by orders of the same aggressiveness and implies the presence of...
View ArticleSurplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must be the Sets...
The regulator is interested in proposing a capital adequacy test by specifying an acceptance set for firms' capital positions at the end of a given period. This set needs to be surplus-invariant, i.e.,...
View ArticleImpact and Recovery Process of Mini Flash Crashes: An Empirical Study....
In an Ultrafast Extreme Event (or Mini Flash Crash), the price of a traded stock increases or decreases strongly within milliseconds. We present a detailed study of Ultrafast Extreme Events in stock...
View ArticleWax and wane of the cross-sectional momentum and contrarian effects: Evidence...
This paper investigates the time-varying risk-premium relation of the Chinese stock markets within the framework of cross-sectional momentum and contrarian effects by adopting the Capital Asset Pricing...
View ArticlePower-law tails in the distribution of order imbalance. (arXiv:1707.05550v1...
We investigate the probability distribution of order imbalance calculated from the order flow data of 43 Chinese stocks traded on the Shenzhen Stock Exchange. Two definitions of order imbalance are...
View ArticlePlunges in the Bombay stock exchange: Characteristics and indicators....
We study the various sectors of the Bombay Stock Exchange (BSE) for a period of eight years from January 2006 to March 2014. Using the data of the daily returns of a period of eight years we...
View ArticleSecond order stochastic differential models for financial markets....
Using agent-based modelling, empirical evidence and physical ideas, such as the energy function and the fact that the phase space must have twice the dimension of the configuration space, we argue that...
View ArticleWhat's the "Optimal" Failure Rate at Netflix?
When Orange is the New Black, House of Cards, and Crown became mega-hits for Netflix, many people credited the analytics capabilities of the company. Mining the customer data had enabled the firm to...
View ArticleStarting Your Own Business: Become an Entrepreneur!
Do you have a budding entrepreneur on your hands who's anxious to bring the next great business idea to life? Make their dream come true with the accessible, expert help in Starting Your Own Business....
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