In modern financial markets, one of the key concerns of large market participants is how to trade in significant size without creating an adverse effect on price. Solutions have included technical ...

(Reuters) -The U.S. Securities and Exchange Commission cleared the way for Dimensional Fund Advisors to launch an exchange-traded fund share class on 13 of its existing mutual funds, according to a ...

We propose stringing, a class of methods where one views high-dimensional observations as functional data. Stringing takes advantage of the high dimension by representing such data as discretized and ...