MoneyScience News |
- MoneyScience Daily is out! http://t.co/yz3zw0GO : Top stories today via @portfolioprobe @wellertimothy @stanleyepstein @charlie_flowers
- Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @magicsoftwareuk @niemanncapital @lowlatency @nanexllc
- Blog Post: HighFrequencyTradingReview: Datacom Systems Introduces New Network Monitoring device targeted at Proximity Hosting Service Providers in the High Speed Trading Environment
- Blog Post: TheReformedBroker: Using IBD's Accumulation/Distribution Ratings
- Event - From Data to Knowledge: Machine-Learning with Real-time and Streaming Applications, May 7-11 2012 http://t.co/Ye9KeLlL @UCBerkeley
- Blog Post: FINalternatives: Veritas Asset Management Adds To Team
- Published / Preprint: Derivatives and Credit Contagion in Interconnected Networks
- Published / Preprint: Agent-based Versus Macroscopic Modeling of Competition and Business Processe 8ec s in Economics and Finance
- Published / Preprint: A simple microstructure return model explaining microstructure noise and Epps effects
- Published / Preprint: Scaling Laws in Human Language
- Published / Preprint: Correlated dynamics in egocentric communication networks
- Blog Post: TheFinancialServicesClub: Complexity versus simplicity
- Published / Preprint: On the distribution of time-to-proof of mathematical conjectures
- Blog Post: RobertPestonBlog: Lloyds: £2m in bonuses taken back
- The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @iesebs @cornell_univ @thunderbird @warwickbschool
- Published / Preprint: Iterated risk measures for risk-sensitive Markov decision processes with discounted cost. (arXiv:1202.3755v1 [cs.GT])
- Published / Preprint: A simple microstructure return model explaining microstructure noise and Epps effects. (arXiv:1202.3915v1 [q-fin.TR])
- Published / Preprint: Utility Based Pricing in the Large Claim, Nearly Complete Limit. (arXiv:1202.4007v1 [q-fin.PR])
- RT @TandF_Economics Don't forget to enter our Social Media Week competition for the chance to win an Ipad2! All ... http://t.co/72uIXCPZ
- RT @QFINANCEnews: Greek deal is probably undeliverable, warns Pimco http://t.co/vZZBXfRJ
- Blog Post: EconometricsBeat: Tables or Graphs?
- Blog Post: ThreeToedSloth: "From Data to Knowledge: Machine-Learning with Real-time & Streaming Applications" (Dept. of Signal Amplification)
- Blog Post: reszatonline: Rummaging through the treasure box I: Hong Kong 1959
- Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @mfdvbrokers @techandtrading
- MiFID II algo proposals âno issueâ â Knight Capital
| Posted: 20 Feb 2012 04:56 AM PST moneyscience: MoneyScience Daily is out! http://t.co/yz3zw0GO â–¸ Top stories today via @portfolioprobe @wellertimothy @stanleyepstein @charlie_flowers Visit MoneyScience for the Complete Article.      |
| Posted: 20 Feb 2012 04:55 AM PST fin_tech: Financial Technology News Report is out! http://t.co/Jdseecpa â–¸ Top stories today via @magicsoftwareuk @niemanncapital @lowlatency @nanexllc Visit MoneyScience for the Complete Article.    |
| Posted: 20 Feb 2012 04:00 AM PST SYRACUSE NY, Feb 17th, 2012. Datacom Systems Inc. announces the availability of a new matrix switch designed for co-location operators and service providers within the high frequency trading environment. The network device, known as the SingleStreamTM 2222, allows service providers (or major high frequency traders) to passively tap up to 10, 10G or 1G communication links with only minimal... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheReformedBroker: Using IBD's Accumulation/Distribution Ratings Posted: 20 Feb 2012 03:59 AM PST At my shop, money flow and accumulation are fairly important variables when we look at stocks and sectors. Visit MoneyScience for the Complete Article.    |
| Posted: 20 Feb 2012 03:21 AM PST BusinessSchools: Event - From Data to Knowledge: Machine-Learning with Real-time and Streaming Applications, May 7-11 2012 http://t.co/Ye9KeLlL @UCBerkeley Visit MoneyScience for the Complete Article.    |
| Blog Post: FINalternatives: Veritas Asset Management Adds To Team Posted: 20 Feb 2012 03:01 AM PST Veritas Asset Management has appointed Ramesh Narayanaswamy as global industrials analyst. read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Derivatives and Credit Contagion in Interconnected Networks Posted: 20 Feb 2012 01:17 AM PST The importance of adequately modeling credit risk has once again been highlighted in the recent financial crisis. Defaults tend to cluster around times of economic stress due to poor macro-economic conditions, {\em but also} by directly triggering each other through contagion. Although credit default swaps have radically altered the dynamics of contagion for more than a de 89d cade, models... Visit MoneyScience for the Complete Article.    |
| Posted: 20 Feb 2012 01:17 AM PST We present examples of agent-based and stochastic models of competition and business processes in economics and finance. We start from as simple as possible models, which have microscopic, agent-based, versions and macroscopic treatment in behavior. Microscopic and macroscopic versions of herding model proposed by Kirman and Bass diffusion of new products are considered in this contribution as... Visit MoneyScience for the Complete Article.    |
| Posted: 20 Feb 2012 01:17 AM PST We present a simple microstructure model of financial returns that combines (i) the well-known ARFIMA process applied to tick-by-tick returns, (ii) the bid-ask bounce effect, (iii) the fat tail structure of the distribution of returns and (iv) the non-Poissonian statistics of inter-trade intervals. This model allows us to explain both qualitatively and quantitatively important stylized facts... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Scaling Laws in Human Language Posted: 20 Feb 2012 01:17 AM PST Zipf's law on word frequency is observed in English, French, Spanish, Italian, and so on, yet it does not hold for Chinese, Japanese or Korean characters. A model for writing process is proposed to explain the above difference, which takes into account the ef 73f fects of finite vocabulary size. Experiments, simulations and analytical solution agree well with each other. The results show that the... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Correlated dynamics in egocentric communication networks Posted: 20 Feb 2012 01:17 AM PST We investigate the communication sequences of millions of people through two different channels and analyze the fine grained temporal structure of 857 correlated event trains induced by single individuals. By focusing on correlations between the heterogeneous dynamics and the topology of egocentric networks we find that the bursty trains usually evolve for pairs of individuals rather than for the... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Complexity versus simplicity Posted: 20 Feb 2012 01:03 AM PST I often find myself buying the latest gadgets, only to be disappointed.read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: On the distribution of time-to-proof of mathematical conjectures Posted: 20 Feb 2012 12:57 AM PST What is the productivity of Science? Can we measure an evolution of the production of mathematicians over history? Can we predict the waiting a0d time till the proof of a challenging conjecture such as the P-versus-NP problem? Motivated by these questions, we revisit a suggestion published recently and debated in the "New Scientist" that the historical distribution of time-to-proof's, i.e., of... Visit MoneyScience for the Complete Article.    |
| Blog Post: RobertPestonBlog: Lloyds: £2m in bonuses taken back Posted: 20 Feb 2012 12:40 AM PST One of the important reforms insisted on by regulators after the 2008 banking crisis was that bankers should have to give back some of their bonuses, if their bank performed worse than expected.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 19 Feb 2012 11:41 PM PST BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F â–¸ Top stories today via @iesebs @cornell_univ @thunderbird @warwickbschool Visit MoneyScience for the Complete Article.    |
| Posted: 19 Feb 2012 05:35 PM PST We demonstrate a limitation of discounted expected utility, a standard approach for representing the preference to risk when future cost is discounted. Specifically, we provide an example of the preference of a decision maker that appears to be rational but cannot be represented with any discounted expected utility. A straightforward modification to discounted expected utility leads to... Visit MoneyScience for the Complete Article.    |
| Posted: 19 Feb 2012 05:35 PM PST We present a simple microstructure model of financial returns that combines (i) the well-known ARFIMA process applied to tick-by-tick returns, (ii) the bid-ask bounce effect, (iii) the fat tail structure of the distribution of returns and (iv) the non-Poissonian statistics of inter-trade intervals. This model allows us to explain both qualitatively and quantitatively important stylized facts... Visit MoneyScience for the Complete Article.    |
| Posted: 19 Feb 2012 05:35 PM PST This paper provides approximations to utility indifference prices for a contingent claim in the large position size limit. Results are valid for general utility functions and semi-martingale models. It is shown that as the position size approaches infinity, all utility functions with the same rate of decay for large negative wealths yield the same price. Practically, this means an investor should... Visit MoneyScience for the Complete Article.    |
| Posted: 19 Feb 2012 02:02 PM PST moneyscience: RT @TandF_Economics Don't forget to enter our Social Media Week competition for the chance to win an Ipad2! All ... http://t.co/72uIXCPZ Visit MoneyScience for the Complete Article.    |
| RT @QFINANCEnews: Greek deal is probably undeliverable, warns Pimco http://t.co/vZZBXfRJ Posted: 19 Feb 2012 11:09 AM PST moneyscience: RT @QFINANCEnews: Greek deal is probably undeliverable, warns Pimco http://t.co/vZZBXfRJ Visit MoneyScience for the Complete Article.    |
| Blog Post: EconometricsBeat: Tables or Graphs? Posted: 19 Feb 2012 11:09 AM PST Should I present my results in a table or in a graph? Both have their place, of course. A recent post, titled "Some Notes on Making Effective Tables", on the Cross Validated Community Blog, makes some interesting points and provides some good advice. The CVCB is, by the way, an overflow blog for Cross Validated Stack Exchange, ".... a collaboratively edited question and answer site... Visit MoneyScience for the Complete Article.    |
| Posted: 19 Feb 2012 10:12 AM PST Attention conservation notice: Intellectuals gathering in Berkeley to argue about "knowledge" and "revolution". This looks like fun, and if I didn't have conflicting obligations I'd definitely be there. From Data to Knowledge: Machine-Learning with Real-time & Streaming Applications May 7-11 2012 On the Campus of the University of California, Berkeley We are experiencing a revolution in the... Visit MoneyScience for the Complete Article.    |
| Blog Post: reszatonline: Rummaging through the treasure box I: Hong Kong 1959 Posted: 19 Feb 2012 09:44 AM PST When I was a little girl, neighbors and friends of the family used to bring me coins from their travels which I kept in a small wooden box. For no special reason, I still have the box. Over the years, my treasure grew from my own travels, and in this occasional series I would like to share it with you.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 19 Feb 2012 04:52 AM PST fin_tech: Financial Technology News Report is out! http://t.co/Jdseecpa â–¸ Top stories today via @mfdvbrokers @techandtrading Visit MoneyScience for the Complete Article.    |
| MiFID II algo proposals âno issueâ â Knight Capital Posted: 07 Feb 2012 12:48 AM PST Via: The Trade Newsread more... Visit MoneyScience for the Complete Article.    |
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