SEC Charges Adviser for Running Ponzi Scheme Targeting Haitian Community
The Securities and Exchange Commission today filed charges against a New York investment adviser for operating a multimillion-dollar investment club that was actually a fraudulent Ponzi scheme...
View ArticleWhat You Don’t Know Can Hurt You
What You Don’t Know Can Hurt You Keynote Remarks at the 2019 SEC Regulation Outside the United States Conference London, England November 5, 2019 Division of Enforcement Co-Director Stephanie Avakian
View ArticleSEC Issues Agenda for Nov. 12 Meeting of Small Business Capital Formation...
The Securities and Exchange Commission today released the agenda for the Tuesday, Nov. 12 meeting of its Small Business Capital Formation Advisory Committee. The committee provides the Commission with...
View ArticleFirm capital dynamics in centrally cleared markets
Abstract We develop a tractable continuous time model of multifirm capital dynamics in a centrally cleared market. Our framework jointly models the strategic interactions between business operations...
View ArticleDeep Learning for Stock Selection Based on High Frequency Price-Volume Data....
Training a practical and effective model for stock selection has been a greatly concerned problem in the field of artificial intelligence. Even though some of the models from previous works have...
View ArticleScaling in Income Inequalities and its Dynamical Origin. (arXiv:1911.02449v1...
Individual level and exhaustive income data for Romania (Cluj county) is analysed for several consecutive years. The income distributions collapse on a master-curve when a properly normalised income is...
View ArticleCollectivised Pension Investment with Exponential Kihlstrom--Mirman...
In a collectivised pension fund, investors agree that any money remaining in the fund when they die can be shared among the survivors. We give a numerical algorithm to compute the optimal...
View ArticleModelling bid-ask spread conditional distributions using hierarchical...
While we would like to predict exact values, available incomplete information is rarely sufficient - usually allowing only to predict conditional probability distributions. This article discusses...
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