Friday, October 17, 2014

MoneyScience News

MoneyScience News


Blog Post: TheAlephBlog: Meeting the 'Bond Kingâ

Posted: 17 Oct 2014 04:07 AM PDT

Photo Credit: ~Sage~ || King of the Beasts, eh?read more...

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Vendor News: Fidessa takes Best Execution Management System crown in Financial News Awards

Posted: 17 Oct 2014 04:06 AM PDT

Blog Post: TheFinancialServicesClub: My head is in the clouds

Posted: 17 Oct 2014 03:39 AM PDT

Like a few other speakers and writers, I get around a little.read more...

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algorithm-spotted-ebola-outbreak-9-days-who-announced-it-263875

Posted: 17 Oct 2014 02:13 AM PDT

RT @Geopolitics2020 "An Algorithm Spotted the Ebola Outbreak Nine Days Before WHO Announced It" http://t.co/le6CuyFHQE — Arthur Charpentier (@freakonometrics)…

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Behavioural economics in policymaking: Andrew Leigh

Posted: 17 Oct 2014 02:13 AM PDT

RT @hormetic Very nice article on applications of #behavioraleconomics http://t.co/gWUpF60acb ht @JustinWolfers @ALeighMP — Dennis A V Dittrich (@davdittrich)…

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Consistency of internal risk measure estimates. (arXiv:1410.4382v1 [q-fin.RM]) - Quantitative Finance at arXiv's blog - MoneyScience

Posted: 17 Oct 2014 02:13 AM PDT

Research: Consistency of internal risk measure estimates. (arXiv:1410.4382v1 [q-fin.RM]) http://t.co/Fjh4af2GOH — moneyscience (@moneyscience) October 17,…

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Regret and economic decision-making | vox

Posted: 17 Oct 2014 02:13 AM PDT

"Regret and economic decision-making" http://t.co/ZMSbFRk3hd by http://t.co/402YlBB6Iq — Arthur Charpentier (@freakonometrics) October 16, 2014

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Published / Preprint: Consistency of internal risk measure estimates. (arXiv:1410.4382v1 [q-fin.RM])

Posted: 16 Oct 2014 05:38 PM PDT

This paper concerns the computation of risk measures for financial data and asks how, given a risk measurement procedure, we can tell whether the answers it produces are correct. We draw the distinction between `external' and `internal' risk measures and concentrate on the latter, where we observe data in real time, make predictions and observe outcomes. It is argued that evaluation of such...

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Blog Post: iMFdirect: Good Governance Curbs Excessive Bank Risks

Posted: 16 Oct 2014 09:28 AM PDT

By Luis Brandão-Marques, Gaston Gelos, and Erik Oppers read more...

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