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SEC Charges Global Alcohol Producer with Disclosure Failures

The Securities and Exchange Commission announced charges against alcohol producer Diageo plc for failing to make required disclosures of known trends relating to the shipments of unneeded products by...

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ICO Issuer Settles SEC Registration Charges, Agrees to Return Funds and...

The Securities and Exchange Commission today announced settled charges against blockchain technology startup Enigma MPC for conducting an unregistered offering of securities in the form of an initial...

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Warren Buffett's Rules Nr. 1,2 & 3? In the light of the “THE...

#WarrenBuffett's Rules Nr. 1,2 & 3? In the light of the “THE ERGODICITY PROBLEM IN ECONOMICS" by @ole_b_peters https://t.co/AupabGniAu — Ansgar John…

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Quantum computers put blockchain security at risk

Bitcoin and other cryptocurrencies will founder unless they integrate quantum technologies. https://t.co/2FljPaZT68 — moneyscience (@moneyscience) February 18,…

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MoneyScience: The unreasonable effectiveness of deep learning in artificial...

Resource: The unreasonable effectiveness of deep learning in artificial intelligence https://t.co/GehkLjTCnM — moneyscience (@moneyscience) February 19, 2020

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ONS Research Funding Grant - Office for National Statistics

Research funding from @ONS for postdocs working on key measurement issues https://t.co/d6nwVo0a4C — Diane Coyle (@DianeCoyle1859) February 19, 2020

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Data Update 4: Country Risk and Currency Questions!

In my last post, I looked at the risk premiums in US markets, and you may have found that focus to be a little parochial, since as an investor, you could invest in Europe, Asia, Africa or Latin...

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Executive stock option exercise with full and partial information on a drift...

We analyse the optimal exercise of an American call ESO written on a stock whose drift parameter falls to a lower value at a emph{change point}, an exponentially distributed random time independent of...

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Price impact equilibrium with transaction costs and TWAP trading....

We prove the existence of an equilibrium in a model with transaction costs and price impact where two agents are incentivized to trade towards a target. The two types of frictions -- price impact and...

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AutoAlpha: an Efficient Hierarchical Evolutionary Algorithm for Mining Alpha...

The multi-factor model is a widely used model in quantitative investment. The success of a multi-factor model is largely determined by the effectiveness of the alpha factors used in the model. This...

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Inventory effects on the price dynamics of VSTOXX futures quantified via...

The VSTOXX index tracks the expected 30-day volatility of the EURO STOXX 50 equity index. Futures on the VSTOXX index can, therefore, be used to hedge against economic uncertainty. We investigate the...

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The interconnectedness of the economic content in the speeches of the US...

The speeches stated by influential politicians can have a decisive impact on the future of a country. In particular, the economic content of such speeches affects the economy of countries and their...

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FinTech & CryptoCurrency RegTrends

The latest FinTech & CryptoCurrency RegTrends! https://t.co/ASkxUnIuKQ Thanks to @moneyscience @justingesso — BCMstrategy, Inc. (@BCMstrategy) February 14,…

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On average, women have just three-fourths of the legal rights afforded to men

It was just 50 years ago that women’s role in the economy began to drastically change. Reflecting striking social and industrial movements during the 20th century, they increasingly entered the...

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Which firms benefit from market making?

Abstract From 1998 until 2008, all firms on the JASDAQ exchange could choose and switch between a market-maker method similar to NASDAQ and a continuous auction method similar to NYSE for trading their...

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Market integration and spatial price transmission in grain markets of Turkey

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Noise fit, estimation error and a Sharpe information criterion

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The implied Sharpe ratio

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A revised option pricing formula with the underlying being banned from short...

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Pricing methods for α-quantile and perpetual early exercise options...

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