MoneyScience News |
- Blog Post: TheReformedBroker: Mish on Conflict and Bias
- Blog Post: HighFrequencyTradingReview: CFTC Targets Rapid Trades [Wall Street Journal]
- Blog Post: QFINANCE: QFINANCE: News Briefing (March 9' 15, 2012)
- AXA Private Equity Foundation signs £100,000 sponsorship deal with Cass Business School http://t.co/tut8Jenu @cassinthenews
- Blog Post: TheFinancialServicesClub: Contactless payments are already past their sell-by date
- The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @HofstraU @SimonSchool @Booth_Insider
- Winifred Edgerton Merrill (1862-1951) was the first woman to receive a PhD in mathematics in the US http://t.co/G481YJIr #tcm
- @Cassinthenews: AXA Private Equity Foundation signs £100,000 sponsorship deal with Cass http://t.co/Tn87scD1
- Blog Post: Debtwatch: Advanced Political Economy Lectures
- Blog Post: EconometricsBeat: Grad. School Rankings for Econometrics
- Published / Preprint: Two kinds of Phase transitions in a Voting model
- Blog Post: Falkenblog: Derman Rambles on Risk
- Blog Post: AllAboutAlpha: Axioma to Quants: Beware of Cherry Picking by Optimizers
- Published / Preprint: Regularity of the Optimal Stopping Problem for Jump Diffusions. (arXiv:0902.2479v6 [math.OC] UPDATED)
- Blog Post: MoneyManagersLive: The First Break?
- Blog Post: mathfinance: Yield Curve Prediction Week in Review 150312
- RT @TandF_Economics We are offering 7 days FREE ACCESS to 4 top Finance Journals! Sign in / register to start yo... http://t.co/HPCClNhw
- RT @QFINANCEnews: Greed Is Indeed Good at Goldman? http://t.co/d1fWgedL
- Blog Post: iMFdirect: Avoiding a Lost Generation
- Blog Post: FinanceClippings: An open letter to Goldman Sachs
- RT @LenCosta3rd: @CFAInstitute Take 15 Video Podcast: Trends in Algorithmic #Trading and Developments in #Asia http://t.co/NTifHiDP #quant
- Blog Post: substructural: Garbage Collection in JavaScript
- Blog Post: InstituteforNewEconomicThinking: Overwhelming Response to Call for YSI in Berlin: INET's Class of 2012
- ICMA Centre News: Brochure Request http://t.co/60oEhnKf
- Blog Post: TimingLogic: Intellectual Dishonesty & Rationalizations - Are Stephen Roach's Comments About China His Irving Fisher Moment?
- Blog Post: CLANSMAN2: Progressive Credit Risk Management (CRM) Improving The Cost and Availability Of Corporate Credit
- Published / Preprint: Enhancing network robustness for malicious attacks
- Blog Post: ThreeToedSloth: Milestones
- Blog Post: FINalternatives: Dai, Capula Quant Head, Out
- MoneyScience Daily is out! http://t.co/yz3zw0GO : Top stories today via @historysquared @TonyFratto @BusinessSchools
- AXA Private Equity Foundation signs £100,000 sponsorship deal with Cass
| Blog Post: TheReformedBroker: Mish on Conflict and Bias Posted: 16 Mar 2012 03:50 AM PDT Nothing heats up the financial web like when Michael Shedlock gets pissed off. Visit MoneyScience for the Complete Article.      |
| Blog Post: HighFrequencyTradingReview: CFTC Targets Rapid Trades [Wall Street Journal] Posted: 16 Mar 2012 03:44 AM PDT By Scott Patterson read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: QFINANCE: QFINANCE: News Briefing (March 9' 15, 2012) Posted: 16 Mar 2012 03:17 AM PDT    |
| Posted: 16 Mar 2012 02:24 AM PDT BusinessSchools: AXA Private Equity Foundation signs £100,000 sponsorship deal with Cass Business School http://t.co/tut8Jenu @cassinthenews Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Contactless payments are already past their sell-by date Posted: 16 Mar 2012 01:56 AM PDT Spent most of this week at a payments conference.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 16 Mar 2012 12:30 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F â–¸ Top stories today via @HofstraU @SimonSchool @Booth_Insider Visit MoneyScience for the Complete Article.    |
| Posted: 16 Mar 2012 12:29 AM PDT moneyscience: Winifred Edgerton Merrill (1862-1951) was the first woman to receive a PhD in mathematics in the US http://t.co/G481YJIr #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 15 Mar 2012 11:26 PM PDT BusinessSchools: @Cassinthenews: AXA Private Equity Foundation signs £100,000 sponsorship deal with Cass http://t.co/Tn87scD1 Visit MoneyScience for the Complete Article.    |
| Blog Post: Debtwatch: Advanced Political Economy Lectures Posted: 15 Mar 2012 11:07 PM PDT These are the first two lectures of my Advanced Political Economy class at the University of Western Sydney. The class offers an in depth critique of the failures of neoclassical theories, as well as detailing my approach to a new economics. Click on the links to download the Powerpoint slides for the lectures. Lecture 01: Part […] ↓ Read the rest of this entry... Visit MoneyScience for the Complete Article.    |
| Blog Post: EconometricsBeat: Grad. School Rankings for Econometrics Posted: 15 Mar 2012 09:59 PM PDT If you're interested in how U.S. graduate economics programs rank when it comes to econometrics, check here. © 2012, David E. Giles Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Two kinds of Phase transitions in a Voting model Posted: 15 Mar 2012 09:09 PM PDT In this paper, we discuss a voting model with two candidates, C_1 and C_2. We 731 consider two types of voters--herders and independents. The voting of independents is based on their fundamental values; on the other hand, the voting of herders is based on the number of previous votes. We can identify two kinds of phase transitions. One is information cascade transition similar to a phase... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Derman Rambles on Risk Posted: 15 Mar 2012 06:48 PM PDT I generally find Emmanuel Derman to be a very thoughtful, but this interview with Russ Roberts made little sense. They were talking about Derman's latest book Models Behaving Badly, and they had these little riffs on financial theory:Derman: But I think Black-Scholes is much better than CAPM. Although it is based on the same idea. Because different stocks really have such different risk... Visit MoneyScience for the Complete Article.    |
| Blog Post: AllAboutAlpha: Axioma to Quants: Beware of Cherry Picking by Optimizers Posted: 15 Mar 2012 05:43 PM PDT Reliance on optimization tools that in turn rely on standard “user risk factors†will make factor alignment worse, caution three executives of Axioma. An optimizer will cherry pick “the aspects of the model of expected returns that it deems desirable when gauged on the yardstick of marginal contribution to systemic risk.†This amounts to making, and betting on, the erroneous assumption... Visit MoneyScience for the Complete Article.    |
| Posted: 15 Mar 2012 05:30 PM PDT The value function of an optimal stopping problem for jump diffusions is known to be a generalized solution of a variational inequality. Assuming that the diffusion component of the process is nondegenerate and a mild assumption on the singularity of the L\'{e}vy measure, this paper shows that the value function of this optimal stopping problem on an unbounded domain with finite/infinite... Visit MoneyScience for the Complete Article.    |
| Blog Post: MoneyManagersLive: The First Break? Posted: 15 Mar 2012 04:13 PM PDT Is this the first move in the long awaited end to the bond bull market or just a short-term blip? Treasury yields shot up yesterday after comments by the Federal Reserve seemed to indicate that since the economy is picking up there would not be a need for another round of bond purchases. Interest rates have been pushed to historic lows due to slow economic growth, central bank purchases, flight... Visit MoneyScience for the Complete Article.    |
| Blog Post: mathfinance: Yield Curve Prediction Week in Review 150312 Posted: 15 Mar 2012 04:08 PM PDT Consistent Long-Term Yield Curve Prediction: an arbitrage-free non-parametric yield curve prediction model which takes the full (discretized) yield curve as state variable, allowing us to separate clearly the tasks of estimating the volatility structure and of calibrating market prices of risk.An Introduction to 6 Machine Learning Models: a high level summary of underlying algorithmic... Visit MoneyScience for the Complete Article.    |
| Posted: 15 Mar 2012 03:18 PM PDT moneyscience: RT @TandF_Economics We are offering 7 days FREE ACCESS to 4 top Finance Journals! Sign in / register to start yo... http://t.co/HPCClNhw Visit MoneyScience for the Complete Article.    |
| RT @QFINANCEnews: Greed Is Indeed Good at Goldman? http://t.co/d1fWgedL Posted: 15 Mar 2012 03:18 PM PDT moneyscience: RT @QFINANCEnews: Greed Is Indeed Good at Goldman? http://t.co/d1fWgedL Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Avoiding a Lost Generation Posted: 15 Mar 2012 03:09 PM PDT By Nemat Shafikread more... Visit MoneyScience for the Complete Article.    |
| Blog Post: FinanceClippings: An open letter to Goldman Sachs Posted: 15 Mar 2012 02:01 PM PDT The Epicurean Dealmaker pens an awesome open letter to Goldman Sachs. And yet your firm still pretends that you put your clients’ interests first. Bullshit. You are a giant f***ing hedge fund which has been trading for its own account for years. The rot has even extended into one of the last presumed bastions of client service left at your organization: M&A advisory. You don’t have... Visit MoneyScience for the Complete Article.    |
| Posted: 15 Mar 2012 01:35 PM PDT moneyscience: RT @LenCosta3rd: @CFAInstitute Take 15 Video Podcast: Trends in Algorithmic #Trading and Developments in #Asia http://t.co/NTifHiDP #quant Visit MoneyScience for the Complete Article.    |
| Blog Post: substructural: Garbage Collection in JavaScript Posted: 15 Mar 2012 12:33 PM PDT A recent post on Scirra claimed that reusing long-lived objects was an ingredient to good JavaScript garbage collection behavior. That made me curious. This claim is generally true when the garbage collector in question is a generational one. Generational garbage collectors split the heap (memory from where all non-stack allocated things are allocated from) into several "generations". The... Visit MoneyScience for the Complete Article.    |
| Posted: 15 Mar 2012 12:15 PM PDT We reserved 25 slots, but we got 563 applications. Something had to be done.read more... Visit MoneyScience for the Complete Article.    |
| ICMA Centre News: Brochure Request http://t.co/60oEhnKf Posted: 15 Mar 2012 12:06 PM PDT BusinessSchools: ICMA Centre News: Brochure Request http://t.co/60oEhnKf Visit MoneyScience for the Complete Article.    |
| Posted: 15 Mar 2012 11:05 AM PDT Before Roach became a shill for what clearly is rationalized intellectual-dishonesty, I commented on here often that I appreciated his surly views as a contrarian. That said, Roach has never been shown to be an authority on money or the dynamics behind globalization and China’s role in those dynamics. But, since Roach is no longer involved in economics day-to-day... Visit MoneyScience for the Complete Article.    |
| Posted: 15 Mar 2012 10:48 AM PDT read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Enhancing network robustness for malicious attacks Posted: 15 Mar 2012 09:40 AM PDT In a recent work [Proc. Natl. Acad. Sci. USA 108, 3838 (2011)], the authors proposed a simple measure for network robustness under malicious attacks on nodes. With a greedy algorithm, they found the optimal stru 8d5 cture with respect to this quantity is an onion structure in which high-degree nodes form a core surrounded by rings of nodes with decreasing degree. However, in real networks the... Visit MoneyScience for the Complete Article.    |
| Blog Post: ThreeToedSloth: Milestones Posted: 15 Mar 2012 08:33 AM PDT My paper with Aaron Clauset and Mark Newman on power laws has just passed 1000 citations on Google Scholar, slightly ahead of schedule. (Actually, the accuracy of Aaron's prediction is a little creepy.) I am spending the day reading over my student Daniel McDonald's dissertation draft. The calendar tells me that I was in the middle of writing up my own dissertation in mid-March 2001. But this... Visit MoneyScience for the Complete Article.    |
| Blog Post: FINalternatives: Dai, Capula Quant Head, Out Posted: 15 Mar 2012 08:25 AM PDT Capula Investment Management has lost its brainy systematic trading chief, Qiang Dai.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 15 Mar 2012 06:58 AM PDT moneyscience: MoneyScience Daily is out! http://t.co/yz3zw0GO â–¸ Top stories today via @historysquared @TonyFratto @BusinessSchools Visit MoneyScience for the Complete Article.    |
| AXA Private Equity Foundation signs £100,000 sponsorship deal with Cass Posted: 15 Mar 2012 06:08 AM PDT AXA Private Equity has signed a £100,000 sponsorship agreement with Cass's M&A Research Centre.read more... Visit MoneyScience for the Complete Article.    |
| You are subscribed to email updates from The Complete MoneyScience Reloaded To stop receiving these emails, you may unsubscribe now. | Email delivery powered by Google |
| Google Inc., 20 West Kinzie, Chicago IL USA 60610 | |