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    Some victims of the Ashley Madison hack are now receiving blackmail letters, demanding cash under threat of exposure.

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    Britain's busiest and quietest railway stations are revealed by the rail regulator, with one having just 22 entries and exits across the whole of last year.

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    The Bank of England again expresses concerns about the UK's buy-to-let property market.

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    The Office of Financial Research (OFR) unveiled its first annual Financial Stability Report today, saying threats to the stability of the U.S. financial system have edged higher over the past year.read more...

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    Mobile phone chipmaker Qualcomm has decided against an idea, rekindled earlier this year by activist hedge fund Jana Partners, to split into separate chipmaking and technology licensing businesses.read more...

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    PNC Asset Management Group has promoted Thomas Melcher to chief investment officer. read more...

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    The Credit Suisse Hedge Fund Index gained 0.20% for the month of November, continuing October’s strong result and bringing the measure’s year to date performance back into the green at +0.14%.read more...

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    Private equity company Thompson Street Capital Partners has closed its latest fund vehicle with $640 million in commitments gathered in under four months. read more...

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    Nearly sixty percent of global institutional investors believe the U.S. Federal Reserve will hike interest rates three or more times over the next twelve months, according to the latest Bank of America Merrill Lynch Fund Manager Survey.read more...

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    Attendances at professional sports events in the UK topped 70 million this year, up 5% on 2014, according to Deloitte's sports business group.

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    Great Rock Capital Partners and Two Sigma Private Investments have announced a new specialty lending platform that will provide asset-based and asset-backed loans for middle market companies.read more...

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    The damaging global 'stigma' against vocational education

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    Can a smartphone change the world?

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    Would ordinary Americans be affected by a rate rise?

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    What is the World Trade Organization?

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    Dutch start-up Fairphone explains its vision of an 'ethical' mobile phone.

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    As the US Federal Reserve decides what do about interest rates, BBC News looks at how life has changed since the last rise.

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    We have applied the Long Short-Term Memory neural network to model S&P 500 volatilities incorporating Google domestic trends as indicators of the public mood and macroeconomic factors. In the 30% testing data, our Long Short-Term Memory model gives a mean absolute percentage error of 24.2%, outperforming linear Ridge/Lasso and autoregressive Garch benchmarks by at least 31%. This evaluation is done on the optimal observation and normalization scheme which maximizes the mutual information. Our preliminary investigation shows strong potential to better understand stock behaviors using deep learning neural network structures. read more...

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    The Multi Variate Mixture Dynamics model is a tractable, dynamical, arbitrage-free multivariate model characterized by transparency on the dependence structure, since closed form formulae for terminal correlations, average correlations and copula function are available. It also allows for complete decorrelation between assets and instantaneous variances. Each single asset is modelled according to a lognormal mixture dynamics model, and this univariate version is widely used in the industry due to its flexibility and accuracy. The same property holds for the multivariate process of all assets, whose density is a mixture of multivariate basic densities. This allows for consistency of single asset and index/portfolio smile. In this paper, we generalize the MVMD model by introducing shifted dynamics and we propose a definition of implied correlation under this model. We investigate whether the model is able to consistently reproduce the implied volatility of FX cross rates, once the single components are calibrated to univariate shifted lognormal mixture dynamics models. We compare the performance of the shifted MVMD model in terms of implied correlation with those of the shifted Simply Correlated Mixture Dynamics model where the dynamics of the single assets are connected naively by introducing correlation among their Brownian motions. Finally, we introduce a model with uncertain volatilities and correlation. The Markovian projection of this model is a generalization of the shifted MVMD model. read more...

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    In this paper, we study the Edgeworth expansion for a pre-averaging estimator of quadratic variation in the framework of continuous diffusion models observed with noise. More specifically, we obtain a second order expansion for the joint density of the estimators of quadratic variation and its asymptotic variance. Our approach is based on martingale embedding, Malliavin calculus and stable central limit theorems for continuous diffusions. Moreover, we derive the density expansion for the studentized statistic, which might be applied to construct asymptotic confidence regions. read more...

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