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- Blog Post: TheFinancialServicesClub: How many mbank users are there in Europe and who are they?
- Blog Post: TheAlephBlog: Book Review: The Physics of Wall Street
- Published / Preprint: CORN: Correlation-Driven Nonparametric Learning Approach for Portfolio Selection -- an Online Appendix. (arXiv:1306.1378v1 [q-fin.CP])
- Blog Post: WealthandCapitalMarketsBlog: Equities trading in focus: radical cost restructuring is on the agenda
| Blog Post: TheFinancialServicesClub: How many mbank users are there in Europe and who are they? Posted: 07 Jun 2013 04:20 AM PDT I said I would move away from EFMA Week, but the brain washing achieved a true immersion as I realised there’s one last bit that was missed: EFMA’s Research.read more... Visit MoneyScience for the Complete Article. |
| Blog Post: TheAlephBlog: Book Review: The Physics of Wall Street Posted: 06 Jun 2013 09:48 PM PDT read more... Visit MoneyScience for the Complete Article. |
| Posted: 06 Jun 2013 05:37 PM PDT This appendix proves CORN's universal consistency. One of Bin's PhD thesis examiner (Special thanks to Vladimir Vovk from Royal Holloway, University of London) suggested that CORN is universal and provided sketch proof of Lemma 1.6, which is the key of this proof. Based on the proof in Gy\"prfi et al. [2006], we thus prove CORN's universal consistency. Note that the notations in this appendix... Visit MoneyScience for the Complete Article. |
| Posted: 06 Jun 2013 10:36 AM PDT While our capital markets group has been focusing on derivatives and fixed income of late, due to regulatory and technology drivers, the businesses supporting equities markets continue to go through their own wrenching changes. With the equities business having persistently low revenue growth, stubbornly high costs, and capacity challenges, a new wave of thinking is required to get the business... Visit MoneyScience for the Complete Article. |
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