RT @tickbot: High speed traders square up for a fight - Financial News...
RT @tickbot: High speed traders square up for a fight - Financial News http://bit.ly/ksiJn0
View ArticleThe Stability of the Constrained Utility Maximization Problem - A BSDE...
This article studies the sensitivity of the power utility maximization problem with respect to the investor's relative risk aversion, the statistical probability measure, the investment constraints and...
View ArticleBSDEs in Utility Maximization with BMO Market Price of Risk....
This article studies quadratic semimartingale BSDEs arising in power utility maximization when the market price of risk is of BMO type. In a Brownian setting we provide a necessary and sufficient...
View ArticleRevenue diversification in emerging market banks: implications for financial...
Shaped by structural forces of change, banking in emerging markets has recently experienced a decline in its traditional activities, leading banks to diversify into new business strategies. This paper...
View ArticleOne-yea reserve risk including a tail factor : closed formula and bootstrap...
In this paper, we detail the main simulation methods used in practice to measure one-year reserve risk, and describe the bootstrap method providing an empirical distribution of the Claims Development...
View ArticleCan We Learn to Beat the Best Stock. (arXiv:1107.0036v1 [cs.AI])
A novel algorithm for actively trading stocks is presented. While traditional expert advice and "universal" algorithms (as well as standard technical trading heuristics) attempt to predict winners or...
View ArticleShadow banking and leaking SIVs
Henry Tabe, 4 July 2011In the aftermath of the global crisis and as the turmoil in the sovereign debt market continues, this column argues that policymakers need to get the shadow-banking sector in...
View ArticleTiger fights Australia grounding
Tiger Airways will hold crisis talks with Australian regulators to try and counter safety claims and resume domestic operations.
View ArticleQuant Developer Risk Management - #Charlotte , NC...
Quant Developer Risk Management - #Charlotte , NC (http://tinyurl.com/66oaacd) Get Quant Jobs #Quant #jobs #job #GetAllJobs
View Article@linguajinks For correlated predictors also try a random forest analysis with...
@linguajinks For correlated predictors also try a random forest analysis with "party" package in R, and do conditional permutation #Rstats
View ArticleTake away Mid East instability, short term traders at hedge funds, and high...
Take away Mid East instability, short term traders at hedge funds, and high frequency algorithms: crude should be trading at $50/barrel.
View ArticleDirect Edge changes pricing to boost trading: âWith stock prices a bit...
Direct Edge changes pricing to boost trading: âWith stock prices a bit higher, different dynamics by retail... http://bit.ly/kHtT6O #hft
View ArticleAustralian sales in surprise drop
Australian sales of retail goods such as clothes and shoes fall unexpectedly in May suffering the biggest drop in seven months.
View ArticleHigh Frequency Trading | HPC â Solarflare Server Adapters Cut Through...
High Frequency Trading | HPC â Solarflare Server Adapters Cut Through I/O Bottlenecks http://dlvr.it/YrJ7F
View ArticleHPC -- Solarflare Server Adapters Cut Through I/O Bottlenecks...
HPC -- Solarflare Server Adapters Cut Through I/O Bottlenecks http://tinyurl.com/3n7wzak
View ArticleHigh Frequency Trading | HPC â Solarflare Server Adapters Cut Through...
High Frequency Trading | HPC â Solarflare Server Adapters Cut Through I/O Bottlenecks http://dlvr.it/YrJgL
View ArticleHigh Frequency Trading | HPC â Solarflare Server Adapters Cut Through...
High Frequency Trading | HPC â Solarflare Server Adapters Cut Through I/O Bottlenecks http://dlvr.it/YrJgN
View ArticleHigh Frequency Trading | HPC â Solarflare Server Adapters Cut Through...
High Frequency Trading | HPC â Solarflare Server Adapters Cut Through I/O Bottlenecks http://dlvr.it/YrJgM
View ArticleHigh Frequency Trading | HPC â Solarflare Server Adapters Cut Through...
High Frequency Trading | HPC â Solarflare Server Adapters Cut Through I/O Bottlenecks http://dlvr.it/YrJgP
View ArticleHigh Frequency Trading | HPC â Solarflare Server Adapters Cut Through...
High Frequency Trading | HPC â Solarflare Server Adapters Cut Through I/O Bottlenecks http://dlvr.it/YrJgR
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