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CFTC Orders Citibank, N.A. and London-based Citigroup Global Markets Limited...

The U.S. Commodity Futures Trading Commission (CFTC) issued an Order filing and simultaneously settling charges against Citibank, N.A. and Citigroup Global Markets Limited, for failing to report Legal...

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Weekly Top 5 Papers â September 25th, 2017

1. The 7 Reasons Most Machine Learning Funds Fail (Presentation Slides) by Marcos Lopez de Prado (Guggenheim Partners, LLC)read more...

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CFTCâs Division of Market Oversight Extends Existing Relief and...

The U.S. Commodity Futures Trading Commission’s (CFTC) Division of Market Oversight (DMO) today issued a no-action letter (CFTC Staff Letter 17-45) that extends current relief and provides additional...

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Russian Government Seeks Cryptocurrency Researchers, Will Pay 2.5 Million...

The Russian State Duma is holding a tender for a detailed study on cryptocurrency, blockchain technology & ICOs https://t.co/FNuNfvDjNP — Financial Technology…

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This Cable Will Boggle Your Mind With the Highest Data Capacity Ever to Cross...

The highest-capacity subsea cable to ever cross the Atlantic, can shuttle a bewildering 160 Tb of data per second. https://t.co/A0AZ8VjPWB — Financial…

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What Is âFintechâ?

What is “fintech”? Well, there’s the literal and easy answer: An industry that integrates finance and technology. But then there’s this question, What do we really mean by “fintech”? It has...

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Fear of Fintech & Cybersecurity

It goes without saying that the world has witnessed a significant spike in cyber attacks over the last few years, with no institution seeming to be immune. Cyber threats are evolving at a rapid pace...

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Market Delay and G--expectations. (arXiv:1709.09442v1 [q-fin.MF])

We study super-replication of contingent claims in markets with delay. This can be viewed as a stochastic target problem with delayed filtration. First, we establish a duality result for this setup....

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A default system with overspilling contagion. (arXiv:1709.09255v1 [q-fin.MF])

In classical contagion models, default systems are Markovian conditionally on the observation of their stochastic environment, with interacting intensities. This necessitates that the environment...

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Some No-Arbitrage Rules For Converging Asset Prices under Short-Sales...

Under short sales prohibitions, no free lunch with vanishing risk (NFLVR-S) is known to be equivalent to the existence of an equivalent supermartingale measure for the price processes (Pulido [22])....

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AICPA Audit and Accounting Guide State and Local Governments

With all the recent changes in state and local government audit and accounting, including changes to some of the more complex areas such as pensions and postemployment benefits other than pensions...

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Attestation Engagements on Sustainability Information (Including Greenhouse...

New Authoritative Guide for SSAE No. 18 and Sustainabilityread more...

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Microsoft Develops New Programming Language For Quantum Computers

Microsoft announces that it will preview a new programming language for quantum computers by the end of the year. https://t.co/Crtgk0Wy3o — Financial…

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Introducing dYdX â dydxderivatives â Medium

dYdX is a protocol for short selling and derivatives built on the Ethereum blockchain. https://t.co/bGDApWgiI8 — Financial Technology (@fin_tech) September 27,…

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This Massive Hedge Fund Is Betting on AI

This massive hedge fund is betting on AI https://t.co/dUeSUzAKAU via @markets — moneyscience (@moneyscience) September 28, 2017

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Spice VC is the first to use blockchain to solve the liquidity problem

Spice VC is the first to use blockchain to solve the liquidity problemhttps://t.co/Xy5zxhR8Z2 — moneyscience (@moneyscience) September 28, 2017

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Harmonisation of the Unique Product Identifier (UPI) - guidance issued by...

Press release about CPMI and IOSCO issuing a report on "Harmonisation of the Unique Product Identifier - Technical Guidance", 28 September 2017.

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Harmonisation of the Unique Product Identifier - Technical Guidance

Harmonisation of the Unique Product Identifier - Technical Guidance published by CPMI and IOSCO, September 2017. This report is one part of the CPMI-IOSCO Harmonisation Group's response to its mandate....

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CFTC Chairman Giancarlo Appoints Brian A. Bussey as Director of the Division...

U.S. Commodity Futures Trading Commission (CFTC) Chairman J. Christopher Giancarlo announced today the appointment of Brian A Bussey as the new Director of the agency’s Division of Division of...

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CFTC Orders Connecticut-Based Tillage Commodities, LLC to Pay a $150,000...

The Commodity Futures Trading Commission (CFTC) issued an Order filing and simultaneously settling charges against Connecticut-based Tillage Commodities, LLC, for failure to supervise its fund...

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