MoneyScience News |
- Blog Post: TheReformedBroker: Asia is the Key to Apple Hitting 1000
- RT @GokhanKula: The Credit Suisse derivative on its own derivatives, which Credit Suisse wrote to itself http://t.co/hodz08io
- Why Business Schools Should Teach Business Intelligence http://t.co/lIpC0cn8
- Choosing A Business School: More Confusion, More Questions & Very Few Answers - http://t.co/FxLW1Fau
- 4 grad students from Daniels College of Business win $20k in Aspen Institute 2012 Business & Society Competition http://t.co/8bGTy9ea
- Managing Scandal: Business School Experts Weigh In http://t.co/rnqyLmNs
- Top Business Schools which Donât Teach #SocialMedia / Business - http://t.co/2qpHZgBw
- A Literature Review of Volatility and Option Pricing - http://t.co/vQcjXg08 #tcm
- Published / Preprint: Challenges in Complex Systems Science
- Published / Preprint: Value matters: Predictability of Stock Index Returns
- Published / Preprint: Study of statistical correlations in intraday and daily financial return time series
- Published / Preprint: Transmission of distress in a bank credit network
- Published / Preprint: The potential approach in practice
- Published / Preprint: A Tunable Mechanism for Identifying Trusted Nodes in Large Scale Distributed Networks
- Blog Post: TheMonetaryFuture: Bitcoinica Registers in New Zealand for Bitcoin Margin Trading
- The Economics of Part-time Drug Dealing - http://t.co/q2mMBgAn #tcm
- Efficiency May Be Special Case of Adaptation @AllAboutAlpha on Lo's Paper Adaptive Markets and the New World Order http://t.co/Ng456MkM #tcm
- Blog Post: HighFrequencyTradingReview: SIX Financial, LINZ AG and Oxford University find a Diamond in OneTick
- Movie Trailer: Travelling Salesman - A Movie About P=NP
- Robert Shiller's Mission to Redeem #Finance http://t.co/ruuJh6l7 #tcm
- Blog Post: FINalternatives: Hedge Funds Care To Raffle $100K Electric Car At Chicago Gala
- The Financial Education Daily is out! http://t.co/TYlzia3F ⸠Top stories today via @wsbegrad @hofstrau @uconnbusiness
- Blog Post: RobertPestonBlog: Boardroom 'coup' at AstraZeneca
- Blog Post: TheFinancialServicesClub: Let the mobile wallet wars begin
- Blog Post: PsyFiBlog: Your Self-Inflicted 6% Trading Tax
- The wisdom of retail traders
- Blog Post: FinanceProfessor: A Home in the Colonias | The New York Times
- Blog Post: Falkenblog: Average is Bad
- Published / Preprint: Transmission of distress in a bank credit network. (arXiv:1204.5661v1 [q-fin.GN])
- Published / Preprint: Libor model with expiry-wise stochastic volatility and displacement. (arXiv:1204.5698v1 [q-fin.PR])
- Published / Preprint: The potential approach in practice. (arXiv:1204.5718v1 [q-fin.CP])
- Published / Preprint: Investment/consumption problem in illiquid markets with regime-switching. (arXiv:1107.4210v2 [q-fin.PM] UPDATED)
- Blog Post: AllAboutAlpha: Credit Suisse: Making Fat Tails Work for You
- Blog Post: EconometricsBeat: LeaRning R
- Blog Post: TalesfromaTradingDesk: Architecting for Failure
- #Bitcoin Mining Startup Gets $500k In Venture Capital http://t.co/7RzB6Ocz #tcm
- Blog Post: iMFdirect: Spring Is in the Air in Parts of Latin America
- Blog Post: TheAlephBlog: Redacted Version of the April 2012 FOMC Statement
- The publication imperative - Research Advice for Post-Docs http://t.co/ifGSU5cv @NewScientist #tcm
- Algorithmic incentives: A new type of mathematical game suggests new ways to structure incentives in contracts
- Research Library: Corporate Political Donations: Investment or Agency?
- Research suggests that corporate political donations do not boost stock performance
- Video: Money, Power and Wall Street - FRONTLINE tells the inside story of the global financial crisis
- Research Library: Challenges in Complex Systems Science
- Financial Technology News Report is out! http://t.co/Jdseecpa : Top stories today via @fintechsteph @davecliff @tradeweb @geonetworks
- Blog Post: QFINANCE: A Good Time for Healthcare Stocks
| Blog Post: TheReformedBroker: Asia is the Key to Apple Hitting 1000 Posted: 26 Apr 2012 05:04 AM PDT "Branding is extremely important in Asia. And Apple has unparalleled brand loyalty among its users. Translating that over here where there is that desire for things American and/or European it only makes sense that Apple would evoke such a strong response." Visit MoneyScience for the Complete Article.      |
| Posted: 26 Apr 2012 04:21 AM PDT moneyscience: RT @GokhanKula: The Credit Suisse derivative on its own derivatives, which Credit Suisse wrote to itself http://t.co/hodz08io Visit MoneyScience for the Complete Article.    |
| Why Business Schools Should Teach Business Intelligence http://t.co/lIpC0cn8 Posted: 26 Apr 2012 03:45 AM PDT BusinessSchools: Why Business Schools Should Teach Business Intelligence http://t.co/lIpC0cn8 Visit MoneyScience for the Complete Article.    |
| Posted: 26 Apr 2012 03:45 AM PDT BusinessSchools: Choosing A Business School: More Confusion, More Questions & Very Few Answers - http://t.co/FxLW1Fau Visit MoneyScience for the Complete Article.    |
| Posted: 26 Apr 2012 03:45 AM PDT BusinessSchools: 4 grad students from Daniels College of Business win $20k in Aspen Institute 2012 Business & Society Competition http://t.co/8bGTy9ea Visit MoneyScience for the Complete Article.    |
| Managing Scandal: Business School Experts Weigh In http://t.co/rnqyLmNs Posted: 26 Apr 2012 03:45 AM PDT BusinessSchools: Managing Scandal: Business School Experts Weigh In http://t.co/rnqyLmNs Visit MoneyScience for the Complete Article.    |
| Top Business Schools which Donât Teach #SocialMedia / Business - http://t.co/2qpHZgBw Posted: 26 Apr 2012 03:45 AM PDT BusinessSchools: Top Business Schools which Don’t Teach #SocialMedia / Business - http://t.co/2qpHZgBw Visit MoneyScience for the Complete Article.    |
| A Literature Review of Volatility and Option Pricing - http://t.co/vQcjXg08 #tcm Posted: 26 Apr 2012 03:24 AM PDT moneyscience: A Literature Review of Volatility and Option Pricing - http://t.co/vQcjXg08 #tcm Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Challenges in Complex Systems Science Posted: 26 Apr 2012 02:52 AM PDT FuturICT foundations are social science, complex systems science, and ICT. The main concerns and challenges in the science of complex systems in the context of FuturICT are laid out in this paper with special emphasis on the Complex Systems route to Social Sciences. This include complex systems having: many heterogeneous interacting parts; multiple scales; complicated transition laws; unexpected... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Value matters: Predictability of Stock Index Returns Posted: 26 Apr 2012 02:52 AM PDT The aim of this paper is twofold: to provide a theoretical framework and to give further empirical support to Shiller's test of the appropriateness of prices in the stock market based on the Cycli b14 cally Adjusted Price Earnings (CAPE) ratio. We devote the first part of the paper to the empirical analysis and we show that the CAPE is a powerful predictor of future long run performances of the... Visit MoneyScience for the Complete Article.    |
| Posted: 26 Apr 2012 02:52 AM PDT The aim of this article is to briefly review and make new studies of correlations and co-movements of stocks, so as to understand the "seasonalities" and market evolution. Using the intraday data of the CAC40, we begin by reasserting the findings of Allez and Bouchaud [New J. Phys. 13, 025010 (2011)]: the average correlation between stocks increases throughout the day. We then use... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Transmission of distress in a bank credit network Posted: 26 Apr 2012 02:52 AM PDT The European sovereign debt cr 63a isis has impaired many European banks. The distress on the European banks may transmit worldwide, and result in a large-scale knock-on default of financial institutions. This study presents a computer simulation model to analyze the risk of insolvency of banks and defaults in a bank credit network. Simulation experiments reproduce the knock-on default, and... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The potential approach in practice Posted: 26 Apr 2012 02:52 AM PDT The potential approach is a general and simple method for modelling interest rates, foreign exchange rates, and in principle other types of financial assets. This paper takes data on some liquid interest rate derivatives, and fits potential models using a small finite-state Markov chain as the base Markov process. Visit MoneyScience for the Complete Article.    |
| Posted: 26 Apr 2012 02:52 AM PDT In this paper, we propose a simple randomized protocol for identifying trusted nodes based on personalized trust in large scale distributed networks. The problem of identifying trusted nodes, based on personalized trust, in a large network setting stems from the huge computation and message overhead involved in exhaustively calculating and propagating the trust estimates by the remote nodes.... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheMonetaryFuture: Bitcoinica Registers in New Zealand for Bitcoin Margin Trading Posted: 26 Apr 2012 02:23 AM PDT By Jon Matonis Forbes Saturday, April 21, 2012 http://www.forbes.com/sites/jonmatonis/2012/04/21/bitcoinica-registers-in-new-zealand-for-bitcoin-margin-trading/ Bitcoinica LP announced today that their new corporate structure is finalized and they have completed registration as a Financial Services Provider in the legal jurisdiction of New Zealand. As the self-proclaimed 'bitcoin trading... Visit MoneyScience for the Complete Article.    |
| The Economics of Part-time Drug Dealing - http://t.co/q2mMBgAn #tcm Posted: 26 Apr 2012 02:11 AM PDT moneyscience: The Economics of Part-time Drug Dealing - http://t.co/q2mMBgAn #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 26 Apr 2012 02:10 AM PDT moneyscience: Efficiency May Be Special Case of Adaptation @AllAboutAlpha on Lo's Paper Adaptive Markets and the New World Order http://t.co/Ng456MkM #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 26 Apr 2012 01:36 AM PDT read more... Visit MoneyScience for the Complete Article.    |
| Movie Trailer: Travelling Salesman - A Movie About P=NP Posted: 26 Apr 2012 01:26 AM PDT Via I, Programmer: read more... Visit MoneyScience for the Complete Article.    |
| Robert Shiller's Mission to Redeem #Finance http://t.co/ruuJh6l7 #tcm Posted: 26 Apr 2012 01:19 AM PDT BusinessSchools: Robert Shiller's Mission to Redeem #Finance http://t.co/ruuJh6l7 #tcm Visit MoneyScience for the Complete Article.    |
| Blog Post: FINalternatives: Hedge Funds Care To Raffle $100K Electric Car At Chicago Gala Posted: 26 Apr 2012 01:18 AM PDT Feeling lucky? The “Open Your Heart to the Children†Benefit, organized by the Hedge Funds Care Midwest Committee of Hearts, will raffle a new 2012 Fisker Karma Sedan, the world’s first high-style, high-performance luxury electric car, at a gala celebrating HFC Midwest’s 10 years raising funds for the prevention and treatment of child abuse.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 26 Apr 2012 12:27 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYlzia3F â–¸ Top stories today via @wsbegrad @hofstrau @uconnbusiness Visit MoneyScience for the Complete Article.    |
| Blog Post: RobertPestonBlog: Boardroom 'coup' at AstraZeneca Posted: 26 Apr 2012 12:26 AM PDT In a very unusual move, the chief executive of AstraZeneca, David Brennan, and the chairman, Louis Schweitzer, are both retiring earlier than expected.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Let the mobile wallet wars begin Posted: 25 Apr 2012 11:34 PM PDT I don’t normally cover press releases, but this one is a goodie as it’s announcing a new mobile wallet and, thanks to this chart (doubleclick chart to enlarge):read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: PsyFiBlog: Your Self-Inflicted 6% Trading Tax Posted: 25 Apr 2012 11:31 PM PDT How Not To Make Money Making a turn from the markets is hard, we all know that. Unfortunately we tend to make it a lot harder for ourselves than we need to, and if we don’t then the investment industry is always there to lend a helping hand. For an extortionate fee, of course. We’ve already looked at the gross amount of money we conspire to lose each year â€" something in the... Visit MoneyScience for the Complete Article.    |
| Posted: 25 Apr 2012 11:00 PM PDT Study shows retail investors can predict future stock returnsread more... Visit MoneyScience for the Complete Article.    |
| Blog Post: FinanceProfessor: A Home in the Colonias | The New York Times Posted: 25 Apr 2012 10:09 PM PDT    |
| Blog Post: Falkenblog: Average is Bad Posted: 25 Apr 2012 06:57 PM PDT A nice thing about market economies is they are generally run by experts, not consensus. This aristocracy is often derided as plutocratic, but as your average person is incredibly ignorant, I think as long as there's competition, plutocrats are much better than any plebiscite. Consider where 35% did worse than guessing on this Pew Research Center test of political knowledge. Questions were... Visit MoneyScience for the Complete Article.    |
| Posted: 25 Apr 2012 05:32 PM PDT The European sovereign debt crisis has impaired many European banks. The distress on the European banks may transmit worldwide, and result in a large-scale knock-on default of financial institutions. This study presents a computer simulation model to analyze the risk of insolvency of banks and defaults in a bank credit network. Simulation experiments reproduce the knock-on default, and quantify... Visit MoneyScience for the Complete Article.    |
| Posted: 25 Apr 2012 05:32 PM PDT We develop a multi-factor stochastic volatility Libor model with displacement, where each individual forward Libor is driven by its own square-root stochastic volatility process. The main advantage of this approach is that, maturity-wise, each square-root process can be calibrated to the corresponding cap(let)vola-strike panel at the market. However, since even after freezing the Libors in the... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The potential approach in practice. (arXiv:1204.5718v1 [q-fin.CP]) Posted: 25 Apr 2012 05:32 PM PDT The potential approach is a general and simple method for modelling interest rates, foreign exchange rates, and in principle other types of financial assets. This paper takes data on some liquid interest rate derivatives, and fits potential models using a small finite-state Markov chain as the base Markov process. Visit MoneyScience for the Complete Article.    |
| Posted: 25 Apr 2012 05:32 PM PDT We consider an illiquid financial market with different regimes modeled by a continuous-time finite-state Markov chain. The investor can trade a stock only at the discrete arrival times of a Cox process with intensity depending on the market regime. Moreover, the risky asset price is subject to liquidity shocks, which change its rate of return and volatility, and induce jumps on its dynamics. In... Visit MoneyScience for the Complete Article.    |
| Blog Post: AllAboutAlpha: Credit Suisse: Making Fat Tails Work for You Posted: 25 Apr 2012 05:13 PM PDT The new normal, on Thambiah’s and Foscari’s account, includes an enhanced role by central banks, implementing monetary policies through open market operations, closer interconnections of banking institutions worldwide, much painful deleveraging, and persistently high levels of unemployment. Visit MoneyScience for the Complete Article.    |
| Blog Post: EconometricsBeat: LeaRning R Posted: 25 Apr 2012 04:32 PM PDT If, like me, you're still an R novice, you'll no doubt find this post on Pairach Piboonrungroch's blog extremely helpful. Among other things, Pairach provides links to 20 "R tutorials". It's a really nice resource! H.T. to David Smith for posting about this on the Revolutions blog. © 2012, David E. Giles Visit MoneyScience for the Complete Article.    |
| Blog Post: TalesfromaTradingDesk: Architecting for Failure Posted: 25 Apr 2012 12:43 PM PDT InfoQ’s Architecting for Failure at the Guardian.co.uk is worth a watch/read. Some take aways:read more... Visit MoneyScience for the Complete Article.    |
| #Bitcoin Mining Startup Gets $500k In Venture Capital http://t.co/7RzB6Ocz #tcm Posted: 25 Apr 2012 11:20 AM PDT fin_tech: #Bitcoin Mining Startup Gets $500k In Venture Capital http://t.co/7RzB6Ocz #tcm Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Spring Is in the Air in Parts of Latin America Posted: 25 Apr 2012 10:37 AM PDT By Nicolás Eyzaguirreread more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Redacted Version of the April 2012 FOMC Statement Posted: 25 Apr 2012 10:18 AM PDT March 2012April 2012CommentsInformation received since the Federal Open Market Committee met in January suggests that the economy has been expanding moderately.Information received since the Federal Open Market Committee met in March suggests that the economy has been expanding moderately.No real change.Labor market conditions have improved further; the unemployment rate has declined notably in... Visit MoneyScience for the Complete Article.    |
| The publication imperative - Research Advice for Post-Docs http://t.co/ifGSU5cv @NewScientist #tcm Posted: 25 Apr 2012 08:41 AM PDT BusinessSchools: The publication imperative - Research Advice for Post-Docs http://t.co/ifGSU5cv @NewScientist #tcm Visit MoneyScience for the Complete Article.    |
| Posted: 25 Apr 2012 08:07 AM PDT In 1993, MIT cryptography researchers Shafi Goldwasser and Silvio Micali shared in the first Gödel Prize for theoretical computer science for their work on interactive proofs — a type of mathematical game in which a player attempts to extract reliable information from an unreliable interlocutor.read more... Visit MoneyScience for the Complete Article.    |
| Research Library: Corporate Political Donations: Investment or Agency? Posted: 25 Apr 2012 07:59 AM PDT Rajesh K. Aggarwal University of Minnesota - Twin Cities - Carlson School of Management Felix Meschke University of Kansas - Finance Area Tracy Yue Wang University of Minnesota - Twin Cities - Carlson School of Management Abstract We examine corporate donations to political candidates for federal offices in the United States from 1991 to 2004. Firms that donate have operating characteristics... Visit MoneyScience for the Complete Article.    |
| Research suggests that corporate political donations do not boost stock performance Posted: 25 Apr 2012 07:54 AM PDT When trying to find a good stock pick, you might want to stay away from companies that make large political contributions, according to a new study by researchers from the University of Kansas and the University of Minnesota.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 25 Apr 2012 07:05 AM PDT Via The Big Picture and KPBS:read more... Visit MoneyScience for the Complete Article.    |
| Research Library: Challenges in Complex Systems Science Posted: 25 Apr 2012 07:00 AM PDT Maxi San Miguel, Jeffrey H. Johnson, Janos Kertesz, Kimmo Kaski, Albert Díaz-Guilera, Robert S. MacKay, Vittorio Loreto, Peter Erdi, Dirk Helbing Abstract FuturICT foundations are social science, complex systems science, and ICT. The main concerns and challenges in the science of complex systems in the context of FuturICT are laid out in this paper with special emphasis on the Complex... Visit MoneyScience for the Complete Article.    |
| Posted: 25 Apr 2012 05:56 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jdseecpa â–¸ Top stories today via @fintechsteph @davecliff @tradeweb @geonetworks Visit MoneyScience for the Complete Article.    |
| Blog Post: QFINANCE: A Good Time for Healthcare Stocks Posted: 25 Apr 2012 05:20 AM PDT    |
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