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- The Flame malware is capable of recording audio via a microphone, compressing it & sending it back to the attacker http://t.co/n408kf01 #tcm
- Published / Preprint: 29May/Innovations in retail payments: report released by the CPSS
- The Flame malware is capable of recording audio via a microphone, compressing it & sending it back to the attacker http://t.co/MBLOSpL8 #tcm
- @Cassinthenews: Cass Real Estate Society hosts sell out conference http://t.co/F4Get56O
- Visit from Chinese delegates to ICMA Centre
- Blog Post: TheFinancialServicesClub: Bank innovations must be culturally relevant
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @iesebs @UCBerkeleyNews
- Published / Preprint: Importance of individual events in temporal networks
- Published / Preprint: Four Degrees of Separation, Really
- Blog Post: TheAlephBlog: Book Review: The Billion Dollar Mistake
- Published / Preprint: A Multi-Level Lorentzian Analysis of the Basic Structures of the Daily DJIA. (arXiv:1205.5820v1 [q-fin.ST])
- Published / Preprint: Toward A Normative Theory of Normative Marketing Theory. (arXiv:1205.5821v1 [q-fin.GN])
- Published / Preprint: Stability of the exponential utility maximization problem with respect to preferences. (arXiv:1205.6160v1 [q-fin.PM])
- Published / Preprint: A Multi Period Equilibrium Pricing Model. (arXiv:1205.6193v1 [math.OC])
- Published / Preprint: Inf-convolution of g_\Gamma-solution and its applications. (arXiv:1103.1050v2 [math.OC] UPDATED)
- Published / Preprint: Storage option an Analytic approach. (arXiv:1011.1234v3 [q-fin.CP] CROSS LISTED)
- Blog Post: Falkenblog: More Volatility-Return Evidence
- Cass Real Estate Society hosts sell out conference
- Personality in 100,000 Words: A large-scale analysis of personality and word use among bloggers - http://t.co/eFoU422j
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @WatersTech @SellSideTech @SASsoftware
- Vendor News: ãÂÂã£ãÂÂãÂÂãµãÂȋ°ã«ã¼ã plc 2011å¹´1æÂÂï½Â12æÂÂ決ç®ÂãÂÂçº表
- Academics, wld u consider recommending MoneyScience 2 your students? Let me know! I wld like 2 set up a student section http://t.co/P6EETYsX
- Research Library: The Gambler's and Hot-Hand Fallacies: Theory and Applications
- Research Library: Why Do People Pay for Useless Advice? Implications of Gambler's and Hot-Hand Fallacies in False-Expert Setting
- Event: Introduction to Hedging with Options - Bangkok
- Event: Introduction to Hedging with Futures - Bangkok
- Event: Introduction to the London Metal Exchange - Bangkok
- Event: Introduction to Hedging with Futures - Dusseldorf
- Event: Introduction to the London Metal Exchange - Dusseldorf
- Event: Introduction to Hedging with Options - London
- Event: Introduction to Hedging with Futures - London
Posted: 29 May 2012 04:46 AM PDT |
Published / Preprint: 29May/Innovations in retail payments: report released by the CPSS Posted: 29 May 2012 03:50 AM PDT |
Posted: 29 May 2012 03:47 AM PDT |
@Cassinthenews: Cass Real Estate Society hosts sell out conference http://t.co/F4Get56O Posted: 29 May 2012 03:12 AM PDT |
Visit from Chinese delegates to ICMA Centre Posted: 29 May 2012 02:45 AM PDT The ICMA Centre has just finished hosting 37 delegates from the Securities Association of China for a 3 week course on Asset Management studies. The 37 students represented many various members of the Securities Association of China and came from across their nation. Many of them would never have met each other if it werenât for their inclusion on theContinue reading Visit MoneyScience for the Complete Article. |
Blog Post: TheFinancialServicesClub: Bank innovations must be culturally relevant Posted: 29 May 2012 01:26 AM PDT |
Posted: 29 May 2012 12:35 AM PDT |
Published / Preprint: Importance of individual events in temporal networks Posted: 29 May 2012 12:24 AM PDT Records of time-stamped social interactions between pairs of individuals (e.g., face-to-face conversations, e-mail exchanges, and phone calls) constitute a so-called temporal network. A remarkable difference between temporal networks and conventional static networks is that time-stamped events rather than links are the unit elements generating the collective behavior of nodes. We propose an... Visit MoneyScience for the Complete Article. |
Published / Preprint: Four Degrees of Separation, Really Posted: 29 May 2012 12:24 AM PDT We recently measured the average distance of users in the Facebook graph, spurring comments in the scientific community as well as in the general press ("Four Degrees of Separation"). A number of interesting criticisms have been made about the meaningfulness, methods and consequences of the experiment we performed. In this paper we want to discuss some methodological aspects that we deem... Visit MoneyScience for the Complete Article. |
Blog Post: TheAlephBlog: Book Review: The Billion Dollar Mistake Posted: 28 May 2012 11:21 PM PDT |
Posted: 28 May 2012 05:30 PM PDT A quantitative analysis of the basic components of the daily DJIA. The parameters of the underlying Lorentzian states are obtained by fitting the data. Statistical properties of the states are discussed. This is a practical development of the general method introduced in arXiv:1203.6021. Visit MoneyScience for the Complete Article. |
Posted: 28 May 2012 05:30 PM PDT We show how different approaches to developing marketing strategies depending on the type of environment a firm faces, where environments are distinguished in terms of their systems properties not their context. Particular emphasis is given to turbulent environments in which outcomes are not a priori predictable and are not traceable to individual firm actions and we show that, in... Visit MoneyScience for the Complete Article. |
Posted: 28 May 2012 05:30 PM PDT This paper studies stability of the exponential utility maximization when there are small variations on agent's utility. Two settings are studied. First, in a general semimartingale model where random endowments are present, there is a sequence of utilities defined on R converging to the exponential utility. Under a uniform condition on their marginal utilities, convergence of value functions,... Visit MoneyScience for the Complete Article. |
Published / Preprint: A Multi Period Equilibrium Pricing Model. (arXiv:1205.6193v1 [math.OC]) Posted: 28 May 2012 05:30 PM PDT In this paper, we propose an equilibrium pricing model in a dynamic multi-period stochastic framework with uncertain income streams. In an incomplete market, there exist two traded risky assets (e.g. stock/commodity and weather derivative) and a non-traded underlying (e.g. temperature). The risk preferences are of exponential (CARA) type with a stochastic coefficient of risk aversion. Both time... Visit MoneyScience for the Complete Article. |
Posted: 28 May 2012 05:30 PM PDT A risk-neutral method is always used to price and hedge contingent claims in complete market, but another method based on utility maximization or risk minimization is wildly used in more general case. One can find all kinds of special risk measure in literature. In this paper, instead of using market modified risk measure, we use a kind of risk measure induced by g_\Gamma-solution or the... Visit MoneyScience for the Complete Article. |
Posted: 28 May 2012 05:30 PM PDT The mathematical problem of the static storage optimisation is formulated and solved by means of a variational analysis. The solution obtained in implicit form is shedding light on the most important features of the optimal exercise strategy. We show how the solution depends on different constraint types including carry cost and cycling constraint. We investigate the relation between intrinsic... Visit MoneyScience for the Complete Article. |
Blog Post: Falkenblog: More Volatility-Return Evidence Posted: 28 May 2012 03:54 PM PDT Robeco's David Blitz addresses the low-vol anomaly by looking at an alternative to the Fama-French 3 factor model that basically assumes equity managers are all benchmarking (see Agency-Based Asset Pricing and the Beta Anomaly). If true, the relevant metric of risk is not total return volatility, but rather benchmark volatility, where the benchmark is the market. He calls this an 'agency based... Visit MoneyScience for the Complete Article. |
Cass Real Estate Society hosts sell out conference Posted: 28 May 2012 01:33 PM PDT |
Posted: 28 May 2012 06:22 AM PDT |
Posted: 28 May 2012 05:58 AM PDT |
Posted: 28 May 2012 05:49 AM PDT |
Posted: 28 May 2012 05:32 AM PDT |
Research Library: The Gambler's and Hot-Hand Fallacies: Theory and Applications Posted: 28 May 2012 05:21 AM PDT Matthew Rabin University of California, Berkeley - Department of Economics Dimitri Vayanos London School of Economics; Center for Economic Policy Research (CEPR); National Bureau of Economic Research (NBER) AFA 2010 Atlanta Meetings Paper Abstract We develop a model of the gambler's fallacy -- the mistaken belief that random sequences should exhibit systematic reversals. We show that an... Visit MoneyScience for the Complete Article. |
Posted: 28 May 2012 05:13 AM PDT Nattavudh Powdthavee, Yohanes E. Riyanto (May 2012) Abstract We investigated experimentally whether people can be induced to believe in a non-existent expert, and subsequently pay for what can only be described as transparently useless advice about future chance events. Consistent with the theoretical predictions made by Rabin (2002) and Rabin and Vayanos (2010), we show empirically... Visit MoneyScience for the Complete Article. |
Event: Introduction to Hedging with Options - Bangkok Posted: 25 Apr 2012 03:32 AM PDT Location: Bangkok; Date: May 31st, 2012; This course is designed to introduce you to the terminology and characteristics of traded options, the principles of how option pricing models work and hedging strategies. The course will highlight how the theory of hedging with options can be implemented at an organisational level.read more... Visit MoneyScience for the Complete Article. |
Event: Introduction to Hedging with Futures - Bangkok Posted: 25 Apr 2012 03:29 AM PDT |
Event: Introduction to the London Metal Exchange - Bangkok Posted: 25 Apr 2012 03:27 AM PDT Location: Bangkok; Date: May 29th, 2012; This course offers you a solid introduction to the services provided by the London Metal Exchange. It provides an in-depth overview of operations, structure, products, trading terminology and procedures.read more... Visit MoneyScience for the Complete Article. |
Event: Introduction to Hedging with Futures - Dusseldorf Posted: 25 Apr 2012 03:18 AM PDT |
Event: Introduction to the London Metal Exchange - Dusseldorf Posted: 25 Apr 2012 03:13 AM PDT Location: Dusseldorf; Date: May 23rd, 2012; This course offers you a solid introduction to the services provided by the London Metal Exchange. It provides an in-depth overview of operations, structure, products, trading terminology and procedures.read more... Visit MoneyScience for the Complete Article. |
Event: Introduction to Hedging with Options - London Posted: 25 Apr 2012 03:06 AM PDT Location: London; Date: May 11th, 2012; This course is designed to introduce you to the terminology and characteristics of traded options, the principles of how option pricing models work and hedging strategies. The course will highlight how the theory of hedging with options can be implemented at an organisational level.read more... Visit MoneyScience for the Complete Article. |
Event: Introduction to Hedging with Futures - London Posted: 25 Apr 2012 03:03 AM PDT Location: The London Metal Exchange; Date: May 10th, 2012; This course will provide you with a thorough understanding of the basics of hedging with futures, covering market terminology, trading strategies and margining of LME futures contracts.read more... Visit MoneyScience for the Complete Article. |
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