MoneyScience News |
- Whatâs a Reputation Worth?
- Blog Post: TheFinancialServicesClub: Bank innovation: this time there's commitment
- Blog Post: TheAlephBlog: Goes Down Double-Speed (Updated)
- Published / Preprint: A note on high-order short-time expansions for ATM option prices under the CGMY model. (arXiv:1305.4719v1 [q-fin.PR])
- Published / Preprint: Reducing the debt : is it optimal to outsource an investment?. (arXiv:1305.4879v1 [math.PR])
- Published / Preprint: Economics 2.0: The Natural Step towards A Self-Regulating, Participatory Market Society
- Published / Preprint: Self-healing networks: redundancy and structure
- Published / Preprint: A framework for the calibration of social simulation models
- Published / Preprint: Modeling self-sustained activity cascades in socio-technical networks
- Published / Preprint: Competition-induced criticality in a model of meme popularity
| Whatâs a Reputation Worth? Posted: 22 May 2013 03:41 AM PDT Private companies exist to make (legal) returns for their shareholders. I think I’m right in saying that capitalists believe that letting these companies do this generates the most wealth; that in turn will lead to the most jobs & therefore the most all round prosperity. Â In this context, of course companies will organise their finances to minimise the tax that they pay – so why... Visit MoneyScience for the Complete Article. |
| Blog Post: TheFinancialServicesClub: Bank innovation: this time there's commitment Posted: 22 May 2013 02:43 AM PDT It was intriguing to see the rise of innovation in banking during the 2000s.read more... Visit MoneyScience for the Complete Article. |
| Blog Post: TheAlephBlog: Goes Down Double-Speed (Updated) Posted: 22 May 2013 01:01 AM PDT A little more than two years ago, I wrote Goes Down Double-Speed. I wrote it after the market had doubled from its lows two years earlier. I want to update the piece and explain we have learned over the past 2+ years, and maybe discuss what could happen over the next 2+ years. Anyway, here is the modified table of bull and bear markets:read more... Visit MoneyScience for the Complete Article. |
| Posted: 21 May 2013 05:39 PM PDT The short-time asymptotic behavior of option prices for a variety of models with jumps has received much attention in recent years. In the present work, a novel third-order approximation for ATM option prices under the CGMY L\'{e}vy model is derived, and extended to a model with an additional independent Brownian component. Our results shed new light on the connection between both the... Visit MoneyScience for the Complete Article. |
| Posted: 21 May 2013 05:39 PM PDT We deal with the problem of outsourcing the debt for a big investment, according two situations: either the firm outsources both the investment (and the associated debt) and the exploitation to a private consortium, or the firm supports the debt and the investment but outsources the exploitation. We prove the existence of Stackelberg and Nash equilibria between the firm and the private... Visit MoneyScience for the Complete Article. |
| Posted: 21 May 2013 09:01 AM PDT Despite all our great advances in science, technology and financial innovations, many societies today are struggling with a financial, economic and public spending crisis, over-regulation, and mass unemployment, as well as lack of sustainability and innovation. Can we still rely on conventional economic thinking or do we need a new approach? I argue that, as the complexity of socio-economic... Visit MoneyScience for the Complete Article. |
| Published / Preprint: Self-healing networks: redundancy and structure Posted: 21 May 2013 09:01 AM PDT We introduce the concept of self-healing in the field of complex networks. Obvious applications range from infrastructural to technological networks. By exploiting the presence of redundant links in recovering the connectivity of the system, we introduce self-healing capabilities through the application of distributed communication protocols granting the "smartness" of the system. We analyze the... Visit MoneyScience for the Complete Article. |
| Published / Preprint: A framework for the calibration of social simulation models Posted: 21 May 2013 09:01 AM PDT Simulation with agent-based models is increasingly used in the study of complex socio-technical systems and in social simulation in general. This paradigm offers a number of attractive features, namely the possibility of modeling emergent phenomena within large populations. As a consequence, often the quantity in need of calibration may be a distribution over the population whose relation with... Visit MoneyScience for the Complete Article. |
| Published / Preprint: Modeling self-sustained activity cascades in socio-technical networks Posted: 21 May 2013 09:01 AM PDT The ability to understand and eventually predict the emergence of information and activation cascades in social networks is core to complex socio-technical systems research. However, the complexity of social interactions makes this a challenging enterprise. Previous works on cascade models assume that the emergence of this collective phenomenon is related to the activity observed in the local... Visit MoneyScience for the Complete Article. |
| Published / Preprint: Competition-induced criticality in a model of meme popularity Posted: 21 May 2013 09:01 AM PDT Heavy-tailed distributions of meme popularity occur naturally in a model of meme diffusion on social networks. Competition between multiple memes for the limited resource of user attention is identified as the mechanism that poises the system at criticality. The popularity growth of each meme is described by a critical branching process, and asymptotic analysis predicts power-law distributions of... Visit MoneyScience for the Complete Article. |
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