Stochastic Portfolio Theory: A Machine Learning Perspective....
In this paper we propose a novel application of Gaussian processes (GPs) to financial asset allocation. Our approach is deeply rooted in Stochastic Portfolio Theory (SPT), a stochastic analysis...
View ArticleRobust framework for quantifying the value of information in pricing and...
We pursue the robust approach to pricing and hedging of financial derivatives. We investigate when the pricing--hedging duality for a regular agent, who only observes the stock prices, extends to...
View ArticleGeneralized semi-Markovian dividend discount model: risk and return....
The article presents a general discrete time dividend valuation model when the dividend growth rate is a general continuous variable. The main assumption is that the dividend growth rate follows a...
View ArticleMean-correction and Higher Order Moments for a Stochastic Volatility Model...
In an efficient stock market, the log-returns and their time-dependent variances are often jointly modelled by stochastic volatility models (SVMs). Many SVMs assume that errors in log-return and latent...
View ArticleCoherence and incoherence collective behavior in financial market....
Financial markets have been extensively studied as highly complex evolving systems. In this paper, we quantify financial price fluctuations through a coupled dynamical system composed of phase...
View ArticleForecasting time series with structural breaks with Singular Spectrum...
This study extends and evaluates the forecasting performance of the Singular Spectrum Analysis (SSA) technique using a general non-linear form for the re- current formula. In this study, we consider 24...
View ArticleTMX Group Limited Reports Results For The First Quarter 2016
TMX Group Limited [TSX:X] (“TMX Group”) today announced results for the first quarter ended March 31, 2016.read more...
View ArticleThe Innovation Formula: The 14 Science-Based Keys for Creating a Culture...
The Innovation Formula delivers strategies for building a culture where innovation can thrive, based on actual scientific research. Author Amantha Imber holds a PhD in organisational psychology, and...
View ArticleMNI India Consumer Sentiment Indicator: India Consumer Confidence Edges...
Consumer confidence rose to the highest since November last year, led by more optimistic expectations for future business conditions while sentiment towards spending took a backseat. The MNI India...
View ArticleTMX Group Limited Declares Dividend Of $0.40 Per Common Share
The Board of Directors of TMX Group Limited declared a dividend of $0.40 on each common share outstanding, payable on June 10, 2016 to shareholders of record at the close of business on May 27,...
View ArticleEBF, GFMA And ISDA Agree Common Principles To Promote Effective Global Policy...
The European Banking Federation (EBF), the Global Financial Markets Association (GFMA, comprised of ASIFMA, AFME and SIFMA) and the International Swaps and Derivatives Association (ISDA) today...
View ArticleDalian Commodity Exchange: Notice On Adjusting The Trading Fee Rate Of The...
It is decided upon discussion that starting from May 10, 2016, the trading fee rate of the futures products of metallurgical coke, coking coal, iron ore and PP will be adjusted to 0.006% of the...
View ArticleDTCC Signs Memorandum Of Understanding On Cooperation With KRX
The Depository Trust & Clearing Corporation (DTCC), the premier post-trade market infrastructure for the global financial services industry, and the Korea Exchange (KRX), the sole securities and...
View ArticleSR Labs Launches New Superfeed Compressed Data Feed - Data Compression...
S R Labs, LLC, a global leader in trading and market data technology, today announced the launch of the SuperFeed Compressed Data Feed. The new offering is the latest innovation in the development of...
View ArticleNew OMX Copenhagen Benchmark Portfolio Selected - The New Portfolio Of The...
Nasdaq (Nasdaq:NDAQ) announces today the results of the semi-annual review of the OMX Copenhagen Benchmark Index, (Nasdaq Copenhagen: OMXCB), which will become effective with the market open on...
View ArticleSecurities Commission Malaysia: Audit Oversight Board Annual Report 2015:...
The Audit Oversight Board (AOB) has urged audit firms to embrace a quality-oriented culture as the tone at the top will positively influence partners and audit engagement teams’ behaviour and their...
View ArticleNew OMX Helsinki Benchmark Portfolio Selected - The New Portfolio Of The OMX...
Nasdaq (Nasdaq:NDAQ) announces today the results of the semi-annual review of the OMX Helsinki Benchmark Index, (Nasdaq Helsinki: OMXHB), which will become effective with the market open on Wednesday,...
View ArticleTokyo Commodity Exchange: Good Delivery Material Price Differential For May...
The price differential of the Good Delivery material for the May 2016 contract month in the Rubber market has be determined as follows,read more...
View ArticleNew OMX Stockholm Benchmark Portfolio Selected - The New Portfolio Of The OMX...
Nasdaq (Nasdaq:NDAQ) announces today the results of the semi-annual review of the OMX Stockholm Benchmark Index, (Nasdaq Stockholm: OMXSB), which will become effective with the market open on...
View ArticleLondon Stock Exchange Group To Host Extent 2016 Software Testing Conference
On 22 June 2016, London Stock Exchange Group will host the EXTENT Software Testing and Trading Technology Trends conference at its London headquarters in Paternoster Square.read more...
View Article
