Nodal Clear Recognized As Third-Country Central Counterparty By ESMA
Nodal Clear, LLC, the clearing house subsidiary of Nodal Exchange, announced today that it has been recognized by the European Securities and Markets Authority (“ESMA”) as a third-country central...
View ArticleDFM Achieves 100% Compliance In Annual Results Disclosure Of UAE Companies
Dubai Financial Market (DFM) today announced that its UAE listed companies have showed a 100% compliance to disclose their annual results 2016 within the deadline of 3 months from the end of the...
View ArticleDGCX Sees Brisk Trading As Brexit Negotiations And European Election...
The region’s largest derivatives bourse, the Dubai Gold and Commodities Exchange (DGCX), saw brisk trading in the month of March, with volumes aggregrating to 1.4 million contracts, valued at USD $33.5...
View ArticleThe Saudi Stock Exchange Performance Report â First Quarter 2017
At the end of the 1st Quarter 2017 Tadawul All Share Index (TASI) closed at 7,001.63 points, increased by 778.5 points 12.51% over the same period of the previous year. read more...
View ArticleADX Achieves 100% In Disclosure Compliance
Abu Dhabi Securities Exchange (ADX) announced today that it has succeeded in achieving a compliance rate of 100% regarding the disclosure of the annual financial statements of its listed public joint...
View ArticleThe Saudi Stock Exchange (Tadawul) Announces The Quarterly Update (1st...
The Saudi Stock Exchange (Tadawul) announces that the number of free float shares for all companies have been revised for the 1st quarter 2017 (30/03/2017). The revised number of free float shares per...
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Monthly Stock...
The total value of shares traded for the month ending 30 March 2017 amounted to SAR 72.52 billion, decreasing by 4.24% over the previous month; while total stock market capitalization reached SAR...
View ArticleThe Saudi Stock Exchange (Tadawul) Announces The 1st Quarter 2017 Indices...
The Saudi Stock Exchange (Tadawul) announces that Tihama Advertising and Public Relations Co. and AlJazira Mawten REIT Fund have been included to Tadawul All Share Index (TASI), Media and REITs...
View ArticleThe Saudi Stock Exchange Announces The Publication Of The Weekly Stock Market...
The total value of shares traded for the week ending 30 March 2017 amounted to SAR 14.32 billion, decreasing by 5.28% over the previous week; while total stock market capitalization reached SAR...
View ArticleThe Annual Financial Statements Of Listed Companies At The Amman Stock...
The Deputy CEO of the Amman Stock Exchange (ASE), Bassam Abu Abbas, said that according to the Directives for Listing Securities on the Amman Stock Exchange for the year 2016; all companies listed at...
View ArticleOn coherency and other properties of MAXVAR. (arXiv:1703.10981v1 [q-fin.MF])
Consider the MAXVAR risk measure on L^2 space. We present a simple and direct proof of its coherency and aversity. Based on the observation that the MAXVAR measure is a continuous convex combination of...
View ArticleRandom Multi-Unit Assignment with Endogenous Quotas. (arXiv:1703.10897v1...
We study the random multi-unit assignment problem in which the number of goods to be distributed depends on players' preferences, obtaining several results that also apply to its corresponding version...
View ArticleUnderstanding the fundamental dynamics of interbank networks....
The global financial crisis in 2007-2009 demonstrated that systemic risk can spread all over the world through a complex web of financial linkages. In particular, interbank credit networks shape the...
View ArticleQuadratic approximation of slow factor of volatility in a Multi-factor...
In the present work, we propose a new multifactor stochastic volatility model in which slow factor of volatility is approximated by a parabolic arc. We retain ourselves to the perturbation technique to...
View ArticleProbabilistic Mid- and Long-Term Electricity Price Forecasting....
The liberalization of electricity markets and the development of renewable energy sources has led to new challenges for decision makers. These challenges are accompanied by an increasing uncertainty...
View ArticleAgent-Based Model Calibration using Machine Learning Surrogates....
Taking agent-based models (ABM) closer to the data is an open challenge. This paper explicitly tackles parameter space exploration and calibration of ABMs combining supervised machine-learning and...
View Articlejimmahar on Twitter
For (too) many CEOs, it's "Heads I win, Tails I win". Pay4performance is not as easy as described in introductory finance. #useinclassâ¦
View ArticleThis study considers the risk of breaking up Gringotts Wizarding Bank along...
This study considers the risk of breaking up Gringotts Wizarding Bank along the lines of the Glass-Steagall Act https://t.co/4xhG1jAGof…
View ArticleHow Uber Uses Psychological Tricks to Push Its Driversâ Buttons
FASCINATING How Uber Uses Psychological Tricks to Push Its Driversâ Buttons https://t.co/rOLSXX0MaV http://pic.twitter.com/47q8QkNkJz â Barry Ritholtzâ¦
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