MoneyScience News |
- A PhD but no washing machine - US students 'trapped by debts' http://t.co/zPoQfccc
- Blog Post: TheAlephBlog: Of Servants and Robots
- The Financial Education Daily is out! http://t.co/mgDaff68
- Blog Post: TheFinancialServicesClub: How the USA can make bankers feel like Guantanamo Bay
- Blog Post: Falkenblog: Marxism Lives
- Published / Preprint: Generalizations of Functionally Generated Portfolios with Applications to Statistical Arbitrage. (arXiv:1212.1877v1 [q-fin.PM])
- Published / Preprint: Stochastic PDEs and Quantitative Finance: The Black-Scholes-Merton Model of Options Pricing and Riskless Trading. (arXiv:1212.1919v1 [q-fin.PR])
- Published / Preprint: Econophysics in Belgium. The first (?) 15 years. (arXiv:1212.1946v1 [q-fin.GN])
- Published / Preprint: On-Line Portfolio Selection: A Survey. (arXiv:1212.2129v1 [q-fin.CP])
- Published / Preprint: Optimal Stopping under Adverse Nonlinear Expectation and Related Games. (arXiv:1212.2140v1 [math.OC])
- Published / Preprint: Transition in the Waiting-Time Distribution of Price-Change Events in a Global Socioeconomic System. (arXiv:1212.2189v1 [q-fin.ST])
- Blog Post: PatrickBurns: garch and the Algorithmic Trading Conference
- Featured Book: The Future of Private Equity: Beyond the Mega Buyout - Mark Bishop http://t.co/h6gfkK2w @PalMacFinance
- .@icmacentre: ICMA Centre students Christmas party http://t.co/yByV5Wq4
- Vendor News: SS&C Appoints Paul Igoe General Counsel
- Intel and OnX Announce Social Media Hub for the Finteligent Trading Technology Community
- Wiley Finance Newsletter - October
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @nanexllc @moneyscience @hftreview
| A PhD but no washing machine - US students 'trapped by debts' http://t.co/zPoQfccc Posted: 11 Dec 2012 04:32 AM PST BusinessSchools: A PhD but no washing machine - US students 'trapped by debts' http://t.co/zPoQfccc Visit MoneyScience for the Complete Article. |
| Blog Post: TheAlephBlog: Of Servants and Robots Posted: 11 Dec 2012 01:02 AM PST When I read about some of the arguments regarding robots replacing people, and creating more unemployment, I shake my head and say to myself, “Nobody studies history.”read more... Visit MoneyScience for the Complete Article. |
| The Financial Education Daily is out! http://t.co/mgDaff68 Posted: 11 Dec 2012 12:39 AM PST BusinessSchools: The Financial Education Daily is out! http://t.co/mgDaff68 Visit MoneyScience for the Complete Article. |
| Blog Post: TheFinancialServicesClub: How the USA can make bankers feel like Guantanamo Bay Posted: 10 Dec 2012 10:50 PM PST David Bermingham was another recent guest at the Financial Services Club. read more... Visit MoneyScience for the Complete Article. |
| Blog Post: Falkenblog: Marxism Lives Posted: 10 Dec 2012 06:15 PM PST Paul Krugman vaguely implies that productivity is the cause of stagnant wage growth, in that robots are taking over former 'good' jobs. 20 years ago he railed against those kind of theories, but now he notes that for this theory:It has echoes of old-fashioned Marxism â€" which shouldn’t be a reason to ignore facts, but too often is.His insinuation is we are ignoring the rise of the robot elite... Visit MoneyScience for the Complete Article. |
| Posted: 10 Dec 2012 05:33 PM PST The theory of functionally generated portfolios (FGPs) is an aspect of the continuous-time, continuous- path Stochastic Portfolio Theory of Robert Fernholz. FGPs have been formulated to yield a master equation - a description of their return relative to a passive (buy-and-hold) benchmark portfolio serving as the num\'eraire. This description has proven to be analytically very useful, as it is... Visit MoneyScience for the Complete Article. |
| Posted: 10 Dec 2012 05:33 PM PST Differential equations can be used to construct predictive models of a diverse set of real-world phenomena like heat transfer, predator-prey interactions, and missile tracking. In our work, we explore one particular application of stochastic differential equations, the Black-Scholes-Merton model, which can be used to predict the prices of financial derivatives and maintain a riskless, hedged... Visit MoneyScience for the Complete Article. |
| Posted: 10 Dec 2012 05:33 PM PST This reviews the econophysics activities in Belgium from my admittedly biased point of view. Unknown historical notes or facts are presented for the first time explaining the aims, whence evolution of the research papers and friendly connections with colleagues. Comments on endeavors are also provided. The lack of official, academic and private support is outlined. Visit MoneyScience for the Complete Article. |
| Published / Preprint: On-Line Portfolio Selection: A Survey. (arXiv:1212.2129v1 [q-fin.CP]) Posted: 10 Dec 2012 05:33 PM PST On-line portfolio selection is a fundamental problem in computational finance, which has been extensively studied across several research communities, including finance, statistics, artificial intelligence, machine learning, and data mining, etc. This article aims to provide a comprehensive survey and a structural understanding of existing on-line portfolio selection techniques in literature.... Visit MoneyScience for the Complete Article. |
| Posted: 10 Dec 2012 05:33 PM PST We study the existence of optimal actions in a zero-sum game $\inf_\tau \sup_P E^P[X_\tau]$ between a stopper and a controller choosing a probability measure. In particular, we consider the optimal stopping problem $\inf_\tau \mathcal{E}(X_\tau)$ for a class of sublinear expectations $\mathcal{E}(\cdot)$ including the $G$-expectation. We show that the game... Visit MoneyScience for the Complete Article. |
| Posted: 10 Dec 2012 05:33 PM PST The goal of developing a firmer theoretical understanding of inhomogenous temporal processes -- in particular, the waiting times in some collective dynamical system -- is attracting significant interest among physicists. Quantifying the deviations in the waiting-time distribution away from one generated by a random process, may help unravel the feedback mechanisms that drive the underlying... Visit MoneyScience for the Complete Article. |
| Blog Post: PatrickBurns: garch and the Algorithmic Trading Conference Posted: 10 Dec 2012 08:09 AM PST The Imperial College Algorithmic Trading Conference was Saturday.read more... Visit MoneyScience for the Complete Article. |
| Posted: 10 Dec 2012 08:06 AM PST BusinessSchools: Featured Book: The Future of Private Equity: Beyond the Mega Buyout - Mark Bishop http://t.co/h6gfkK2w @PalMacFinance Visit MoneyScience for the Complete Article. |
| .@icmacentre: ICMA Centre students Christmas party http://t.co/yByV5Wq4 Posted: 10 Dec 2012 07:16 AM PST BusinessSchools: .@icmacentre: ICMA Centre students Christmas party http://t.co/yByV5Wq4 Visit MoneyScience for the Complete Article. |
| Vendor News: SS&C Appoints Paul Igoe General Counsel Posted: 10 Dec 2012 06:04 AM PST |
| Intel and OnX Announce Social Media Hub for the Finteligent Trading Technology Community Posted: 24 Oct 2012 04:32 AM PDT TORONTO, Ontario and New York, NY, October 23, 2012 – read more... Visit MoneyScience for the Complete Article. |
| Wiley Finance Newsletter - October Posted: 24 Oct 2012 03:29 AM PDT Finance & Investingread more... Visit MoneyScience for the Complete Article. |
| Posted: 10 Oct 2012 05:53 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @nanexllc @moneyscience @hftreview Visit MoneyScience for the Complete Article. |
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