MoneyScience News |
- 72% of investment bank and hedge fund staff don't believe there should be quotas for women at board level http://t.co/bwRPKKx8 #tcm
- Blog Post: QFINANCE: City analyst: Barclays' approach to paying Diamond is "just laughable"
- Blog Post: HighFrequencyTradingReview: Latest FPGAs Show Big Gains in Floating Point Performance [HPC Wire]
- RT @QFINANCEnews: Exchanges have much to lose as high frequency traders get emasculated http://t.co/pNM53wuy
- Published / Preprint: Price and Quantity Trajectories: Second-order Dynamics
- Blog Post: RobertPestonBlog: Vodafone, C&WW, and a £5bn tax question
- Blog Post: TheFinancialServicesClub: Bringing light to the shadows
- The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @hgse @ic_business @mcgillu @richlyons
- Blog Post: TheMonetaryFuture: MintChip Misses the Point of Digital Currency
- @Cassinthenews: Cass helps Financial Times launch new digital learning software http://t.co/yLbaolIw
- Blog Post: PsyFiBlog: Dividends Keep You Anchored
- Blog Post: TheReformedBroker: The Last Starfighter
- Blog Post: TalesfromaTradingDesk: Sybase: Web Streaming Acquisition Next?
- Published / Preprint: Identifying financial crises in real time. (arXiv:1204.3136v1 [q-fin.ST])
- Published / Preprint: Price and Quantity Trajectories: Second-order Dynamics. (arXiv:1204.3156v1 [q-fin.GN])
- Published / Preprint: Double Exponential Instability of Triangular Arbitrage Systems. (arXiv:1204.3422v1 [q-fin.GN])
- Published / Preprint: The Variance of Standard Option Returns. (arXiv:1204.3452v1 [q-fin.PR])
- Published / Preprint: The Effects of Prediction Market Design and Price Elasticity on Trading Performance of Users: An Experimental Analysis. (arXiv:1204.3457v1 [cs.SI])
- Published / Preprint: Bayesian logistic betting strategy against probability forecasting. (arXiv:1204.3496v1 [math.PR])
- Published / Preprint: Large deviations for a mean field model of systemic risk. (arXiv:1204.3536v1 [q-fin.RM])
- Published / Preprint: Maximum likelihood approach for several stochastic volatility models. (arXiv:1204.3556v1 [q-fin.CP])
- Blog Post: AllAboutAlpha: Not Just Fire Sales: Contrarian Hedge Funds Find Alpha
- Blog Post: Falkenblog: Millionaire Tax
- @icmacentre: Professor Datuk Rifaat Ahmed Karim http://t.co/67AKvjaX
- Blog Post: EconometricsBeat: Modelling Extremes
- Blog Post: FINalternatives: Robertson Seeds Ex-Norway Sovereign Fund Chief
- Blog Post: NumericalAlgorithmsGroup: NAG on the Cloud
- Published / Preprint: The Proof of Innocence
- "Islamic finance will become a formidable competitor to the current financial system" http://t.co/1YdtQYR9 #tcm
- Cass helps Financial Times launch new digital learning software
- Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @jeffreypeel @waterstech @symphonyfintech @tradeweb
- MoneyScience Daily is out! http://t.co/yz3zw0GO : Top stories today via @ablemarkets @epicureandeal @foxjust @a_biao @fin_tech
- Published / Preprint: Transparency, Tax Pressure and Access to Finance (CEPR DP8939)
| Posted: 17 Apr 2012 04:11 AM PDT moneyscience: 72% of investment bank and hedge fund staff don’t believe there should be quotas for women at board level http://t.co/bwRPKKx8 #tcm Visit MoneyScience for the Complete Article.      |
| Blog Post: QFINANCE: City analyst: Barclays' approach to paying Diamond is "just laughable" Posted: 17 Apr 2012 02:54 AM PDT    |
| Posted: 17 Apr 2012 01:53 AM PDT This is the fourth in a series of HPCwire articles comparing the theoretical floating point performance of Field Programmable Gate Arrays (FPGA) to microprocessors. As shown in the last article, the performance gap continues to expand between these two classes of devices. Comparing theoretical peaks for 64-bit floating point arithmetic, the current generation of Xilinx’s Virtex-7... Visit MoneyScience for the Complete Article.    |
| Posted: 17 Apr 2012 01:52 AM PDT moneyscience: RT @QFINANCEnews: Exchanges have much to lose as high frequency traders get emasculated http://t.co/pNM53wuy Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Price and Quantity Trajectories: Second-order Dynamics Posted: 17 Apr 2012 01:33 AM PDT In two previous papers the author developed a second-order price adjustment (t\^atonnement) process. This paper extends the approach to include both quantity and price adjustments. We demonstrate three results: a analogue to physical energy, called "activity" arises naturally in the model, and is not conserved in general; price and quantity trajectories must either end at a local minimum of a... Visit MoneyScience for the Complete Article.    |
| Blog Post: RobertPestonBlog: Vodafone, C&WW, and a £5bn tax question Posted: 17 Apr 2012 01:21 AM PDT A behind-the-scenes battle to acquire Cable & Wireless Worldwide, owner of one of the UK's largest fibre-optic cable networks, is coming to a head.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Bringing light to the shadows Posted: 17 Apr 2012 12:56 AM PDT Since the financial crisis hit, there has been a regulatory spotlight shining on the whole of the banking sector. That light is now trying to bring vision to the shadow banking sector. Will it succeed? read more... Visit MoneyScience for the Complete Article.    |
| Posted: 17 Apr 2012 12:37 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F â–¸ Top stories today via @hgse @ic_business @mcgillu @richlyons Visit MoneyScience for the Complete Article.    |
| Blog Post: TheMonetaryFuture: MintChip Misses the Point of Digital Currency Posted: 17 Apr 2012 12:05 AM PDT By Jon Matonis Forbes Thursday, April 12, 2012 http://www.forbes.com/sites/jonmatonis/2012/04/12/mintchip-misses-the-point-of-digital-currency/ A new digital currency from the Royal Canadian Mint dubbed MintChip boldly claims to represent "the evolution of currency." However, digital currency is not simply about taking official money and making it useful for online and offline environments in a ... Visit MoneyScience for the Complete Article.    |
| @Cassinthenews: Cass helps Financial Times launch new digital learning software http://t.co/yLbaolIw Posted: 16 Apr 2012 11:56 PM PDT BusinessSchools: @Cassinthenews: Cass helps Financial Times launch new digital learning software http://t.co/yLbaolIw Visit MoneyScience for the Complete Article.    |
| Blog Post: PsyFiBlog: Dividends Keep You Anchored Posted: 16 Apr 2012 11:28 PM PDT Warp Drive Valuations OK, we know that bubbles sometimes form in markets and we also know that sometimes the price of a stock doesn’t so much drift away from a realistic valuation as engage the Warp drive and disappear off into the Outer Limits. There’s also modelling research which also suggests that the way markets behave depends on the balance between short-term chartists and long-term... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheReformedBroker: The Last Starfighter Posted: 16 Apr 2012 06:08 PM PDT I have an idea. Visit MoneyScience for the Complete Article.    |
| Blog Post: TalesfromaTradingDesk: Sybase: Web Streaming Acquisition Next? Posted: 16 Apr 2012 05:31 PM PDT Yesterday we saw the announcement that Software AG had acquired my-Channels. Should we expect Sybase to buy one of the remaining web streaming companies to complement its CEP acquisitions some years ago (Aleri)? read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Identifying financial crises in real time. (arXiv:1204.3136v1 [q-fin.ST]) Posted: 16 Apr 2012 05:31 PM PDT In this work we develop a new measure to study the behavior of stochastic time series, which permits to distinguish events which are different from the ordinary, like financial crises. We identify from the data well known market crashes such as Black Thursday (1929), Black Monday (1987) and Subprime crisis (2008) with clear and robust results. We also show that the analysis has forecasting... Visit MoneyScience for the Complete Article.    |
| Posted: 16 Apr 2012 05:31 PM PDT In two previous papers the author developed a second-order price adjustment (t\^atonnement) process. This paper extends the approach to include both quantity and price adjustments. We demonstrate three results: a analogue to physical energy, called "activity" arises naturally in the model, and is not conserved in general; price and quantity trajectories must either end at a local minimum of a... Visit MoneyScience for the Complete Article.    |
| Posted: 16 Apr 2012 05:31 PM PDT This paper investigates arbitrage chains involving d currencies and d foreign exchange trader-arbitrageurs. The commonly recognized belief in economics and finance is that arbitrage has the effect of causing prices in different markets to converge. This conjecture was recently disproved in Kozyakin et al. (2010); Cross et al. (2012), where was shown that for the case of four currencies arbitrage... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The Variance of Standard Option Returns. (arXiv:1204.3452v1 [q-fin.PR]) Posted: 16 Apr 2012 05:31 PM PDT The vast majority of works on option pricing operate on the assumption of risk neutral valuation, and consequently focus on the expected value of option returns, and do not consider risk parameters, such as variance. We show that it is possible to give explicit formulae for the variance of European option returns (vanilla calls and puts, as well as barrier options), and that for American options... Visit MoneyScience for the Complete Article.    |
| Posted: 16 Apr 2012 05:31 PM PDT We employ a 2x3 factorial experiment to study two central factors in the design of prediction markets (PMs) for idea evaluation: the overall design of the PM, and the elasticity of market prices set by a market maker. The results show that 'multi-market designs' on which each contract is traded on a separate PM lead to significantly higher trading performance than 'single-markets' that handle all... Visit MoneyScience for the Complete Article.    |
| Posted: 16 Apr 2012 05:30 PM PDT We propose a betting strategy based on Bayesian logistic regression modeling for the probability forecasting game in the framework of game-theoretic probability by Shafer and Vovk (2001). We prove some results concerning the strong law of large numbers in the probability forecasting game with side information based on our strategy. We also apply our strategy for assessing the quality of... Visit MoneyScience for the Complete Article.    |
| Posted: 16 Apr 2012 05:30 PM PDT We consider a system of diffusion processes that interact through their empirical mean and have a stabilizing force acting on each of them, corresponding to a bistable potential. There are three parameters that characterize the system: the strength of the intrinsic stabilization, the strength of the external random perturbations, and the degree of cooperation or interaction between them. The... Visit MoneyScience for the Complete Article.    |
| Posted: 16 Apr 2012 05:30 PM PDT Volatility measures the amplitude of price fluctuations. Despite it is one of the most important quantities in finance, volatility is not directly observable. Here we apply a maximum likelihood method which assumes that price and volatility follow a two-dimensional diffusion process where volatility is the stochastic diffusion coefficient of the log-price dynamics. We apply this method to the... Visit MoneyScience for the Complete Article.    |
| Blog Post: AllAboutAlpha: Not Just Fire Sales: Contrarian Hedge Funds Find Alpha Posted: 16 Apr 2012 05:06 PM PDT Although distressed“fire sales†are fewer in some periods than in others, it is true all around the business cycle that mutual fund managers face constraints related to the need “to cater to investors by investing in the hot stocks and by having a strong positive correlation between their flow and the value of the assets in which they invest,†as a new academic paper explains. Hedge... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Millionaire Tax Posted: 16 Apr 2012 03:30 PM PDT The latest from the California governor Jerry Brown:Brown also defended calling his proposal a “millionaires tax’’ on his initiative campaign website, even though the income threshold would be $250,000.“Anybody who makes $250,000 becomes a millionaire very quickly if you save it. You just need four years,’’ Brown said. “It is a millionaires tax. It taxes millionaires, right? And... Visit MoneyScience for the Complete Article.    |
| @icmacentre: Professor Datuk Rifaat Ahmed Karim http://t.co/67AKvjaX Posted: 16 Apr 2012 12:45 PM PDT BusinessSchools: @icmacentre: Professor Datuk Rifaat Ahmed Karim http://t.co/67AKvjaX Visit MoneyScience for the Complete Article.    |
| Blog Post: EconometricsBeat: Modelling Extremes Posted: 16 Apr 2012 11:43 AM PDT Modelling extreme events is a challenging business. By definition, you're dealing with observations that are way out there in the tail(s) of the distribution. But that's where a lot of exciting things happen! I've played around a bit with extreme value theory (EVT) over the past four or five years, applying it to some interesting economic data. In 2009, Guang Bi and I published a piece... Visit MoneyScience for the Complete Article.    |
| Blog Post: FINalternatives: Robertson Seeds Ex-Norway Sovereign Fund Chief Posted: 16 Apr 2012 10:46 AM PDT Tiger Management has seeded a new hedge fund helmed by the former head of Norway's sovereign wealth fund. The New York-based firm is backing Trient, an asset manager bought last year by Knut Kjær and Dag Løtveit, formerly of Norges Bank Investment Management.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: NumericalAlgorithmsGroup: NAG on the Cloud Posted: 16 Apr 2012 10:06 AM PDT I have been at NAG for 3 months now and one of my first tasks here was the topic of cloud computing. Customers have been inquiring as to whether they can utilize the NAG library on the hundreds of cores available on Cloud services like Microsoft's Azure and Amazons EC2. Below you will find a preliminary report of calling the NAG Library for .NET on Windows Azure. I began with Microsoft's Cloud... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The Proof of Innocence Posted: 16 Apr 2012 09:51 AM PDT A way to fight your traffic tickets. The paper was awarded a special prize of $400 that the author did not have to pay to the state of California. Visit MoneyScience for the Complete Article.    |
| Posted: 16 Apr 2012 09:08 AM PDT moneyscience: "Islamic finance will become a formidable competitor to the current financial system" http://t.co/1YdtQYR9 #tcm Visit MoneyScience for the Complete Article.    |
| Cass helps Financial Times launch new digital learning software Posted: 16 Apr 2012 09:00 AM PDT Cass tests MBA Newslinesread more... Visit MoneyScience for the Complete Article.    |
| Posted: 16 Apr 2012 05:52 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jdseecpa â–¸ Top stories today via @jeffreypeel @waterstech @symphonyfintech @tradeweb Visit MoneyScience for the Complete Article.    |
| Posted: 16 Apr 2012 05:47 AM PDT moneyscience: MoneyScience Daily is out! http://t.co/yz3zw0GO â–¸ Top stories today via @ablemarkets @epicureandeal @foxjust @a_biao @fin_tech Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Transparency, Tax Pressure and Access to Finance (CEPR DP8939) Posted: 16 Apr 2012 05:45 AM PDT Transparency, Tax Pressure and Access to Finance Author(s): Andrew Ellul, Tullio Jappelli, Marco Pagano, Fausto Panunzi CEPR Discussion Paper Number 8939 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE) Date of Publication: 01/04/2012 Keyword(s): access to finance, tax pressure, Transparency JEL(s): G31, G32, G38,... Visit MoneyScience for the Complete Article.    |
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