SEC Proposes Rules to Implement the Statutory Mandate to Adopt Resource...
Following a series of Commission actions, court proceedings and Congressional action, the Securities and Exchange Commission today voted to propose rules that would require resource extraction issuers...
View ArticleSEC Proposes to Update Accredited Investor Definition to Increase Access to...
The Securities and Exchange Commission voted to propose amendments to the definition of accredited investor, one of the principal tests for who is eligible to participate in our private capital...
View ArticleMoneyScience: MoneyScience's post: Call for Papers: The Journal of Machine...
Call for Papers: The Journal of Machine Learning in Finance https://t.co/JDPD5cmRHi â moneyscience (@moneyscience) December 18, 2019
View ArticleIndustry Events take on the Technology Impact of the Libor Replacement |...
How will industry participants cope with the end of Libor as it relates to their technology? FINCADâs Denys Usynin fills us in: https://t.co/R9RxPMHmm5â¦
View ArticleSEC Approves 2020 PCAOB Budget and Accounting Support Fee
The Securities and Exchange Commission voted today to approve the 2020 budget of the Public Company Accounting Oversight Board (PCAOB) and the related annual accounting support fee. The 2020 PCAOB...
View ArticleIssuer Settles Unregistered ICO Charges, Agrees to Return Funds and Register...
The Securities and Exchange Commission today announced settled charges against blockchain technology company Blockchain of Things Inc. (BCOT) for conducting an unregistered initial coin offering (ICO)...
View ArticleSEC Charges Broker-Dealers With Illicitly Profiting in Partial Tender Offer
The Securities and Exchange Commission today announced settled charges against two registered broker-dealers, Bluefin Trading LLC and Critical Trading LLC, for violating the so-called âshort tender...
View ArticleMetLife to Pay $10 Million for Longstanding Internal Control Failures
The Securities and Exchange Commission today charged MetLife, Inc. with violating the books and records and internal accounting controls provisions of the federal securities laws relating to two errors...
View ArticleEconomics of disagreement -- financial intuition for the R'enyi divergence....
Disagreement is an essential element of science and life in general. The language of probabilities and statistics is often used to describe disagreements quantitatively. In practice, however, we want...
View ArticleExtremal dependence and spatial risk measures for insured losses due to...
A meticulous assessment of the risk of impacts associated with extreme wind events is of great necessity for populations, civil authorities as well as the insurance industry. Using the concept of...
View ArticleForecasting significant stock price changes using neural networks....
Stock price prediction is a rich research topic that has attracted interest from various areas of science. The recent success of machine learning in speech and image recognition has prompted...
View ArticleFour-factor model of Quanto CDS with jumps-at-default and stochastic...
In this paper we modify the model of Itkin, Shcherbakov and Veygman, (2019) (ISV2019), proposed for pricing Quanto Credit Default Swaps (CDS) and risky bonds, in several ways. First, it is known since...
View ArticleA Dynamic Default Contagion Model: From Eisenberg-Noe to the Mean Field....
In this work we introduce a model of default contagion that combines the approaches of Eisenberg-Noe interbank networks and dynamic mean field interactions. The proposed contagion mechanism provides an...
View ArticleClik here to view.
After 2008, the reputation of bankers took a nosedive, but are bankers really...
âHonesty is the first chapter in the book of wisdom.â Thatâs what Thomas Jefferson, Founding Father and third president of the United States, once said. If thatâs true, then you might think...
View Article