Thursday, October 16, 2014

MoneyScience News

MoneyScience News


Blog Post: TheAlephBlog: Even with Good Managers, Volatility Matters

Posted: 16 Oct 2014 12:58 AM PDT

Photo Credit: sea turtleread more...

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Blog Post: TheFinancialServicesClub: You might believe you can change the system (but it's far more likely the system will change you)

Posted: 16 Oct 2014 12:28 AM PDT

I got into a great discussion yesterday about the wild, Wild West of cryptocurrencies and bitcoin. read more...

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Published / Preprint: An Econophysical dynamic approach of expenditure and income distribution in the UK. (arXiv:1410.3851v1 [q-fin.GN])

Posted: 15 Oct 2014 05:38 PM PDT

We extend the exploration regarding dynamic approach of macroeconomic variables by tackling systematically expenditure using Statistical Physics models (for the first time to the best of our knowledge). Also, using polynomial distribution which characterizes the behavior of dynamic systems in certain situations, we extend also our analysis to mean income data from the UK that span for a time...

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Published / Preprint: An econophysical approach of polynomial distribution applied to income and expenditure. (arXiv:1410.3860v1 [q-fin.GN])

Posted: 15 Oct 2014 05:38 PM PDT

Polynomial distribution can be applied to dynamic systems in certain situations. Macroeconomic systems characterized by economic variables such as income and wealth can be modelled similarly using polynomials. We extend our previous work to data regarding income from a more diversified pool of countries, which contains developed countries with high income, developed countries with middle income,...

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Published / Preprint: A statistical physics analysis of expenditure in the UK. (arXiv:1410.3865v1 [q-fin.GN])

Posted: 15 Oct 2014 05:38 PM PDT

Most papers which explored so far macroeconomic variables took into account income and wealth. Equally important as the previous macroeconomic variables is the expenditure or consumption, which shows the amount of goods and services that a person or a household purchased. Using statistical distributions from Physics, such as Fermi-Dirac and polynomial distributions, we try to fit the data...

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Blog Post: iMFdirect: A Mirage, Not An Oasis: Easy Money and Financial Markets

Posted: 15 Oct 2014 08:19 AM PDT

By Fabio Cortes, David Jones and Evan Papageorgiouread more...

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Published / Preprint: 15Oct/Recovery of financial market infrastructures, final report issued by CPMI-IOSCO

Posted: 15 Oct 2014 07:09 AM PDT

Press release about the CPMI and IOSCO issuing a final report on the recovery of financial market infrastructures (15 October 2014)

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