MoneyScience News |
- Published / Preprint: Friendship networks and social status
- Published / Preprint: Cascading Failures in Interdependent Lattice Networks: The Critical Role of the Length of Dependency Links
- Published / Preprint: The evolution of interdisciplinarity in physics research
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @ESSEC_MSMM @IESEexeced
- Paul Krugman: 'I'm sick of being Cassandra. I'd like to win for once' #tcm http://t.co/y5TvUkO1
- Published / Preprint: Stochastic Volatility with Heterogeneous Time Scales. (arXiv:1206.0026v1 [q-fin.ST])
- Published / Preprint: Error estimates for binomial approximations of game put options. (arXiv:1206.0153v1 [q-fin.CP])
- Published / Preprint: Cone-Constrained Continuous-Time Markowitz Problems. (arXiv:1206.0243v1 [q-fin.PM])
- RT @carlcarrie: Paper examines the role of exclusivity constraints on informed trading in dark pools and resulting executional quality h ...
- RT @carlcarrie: Paper (actually presentation) on using a variety of news, event and alpha signals in order execution trading http://t.co ...
- Published / Preprint: 04Jun/June 2012 Quarterly Review: returning doubts drive up financial market volatility
- MoneyScience Daily is out! http://t.co/yz3uYqFU : Top stories today via @MktAnthropology @zanuda75 @Risk_Mgmt
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @asymptotix @salfordsystems @hpcnotes
- I've been busy this week. An update to the MoneyScience Home Page: http://t.co/mFP3kPZb #tcm
- Podcast: Regulatory Reporting and Legal Entity Identifiers
- New Dates: Introduction to QuantLib Development with Luigi Ballabio - June 18-20, London
- Being There
| Published / Preprint: Friendship networks and social status Posted: 04 Jun 2012 01:54 AM PDT In empirical studies of friendship networks participants are typically asked, in interviews or questionnaires, to identify some or all of their close friends, resulting in a directed network in which friendships can, and often do, run in only one direction between a pair of individuals. Here we analyze a large collection of such networks representing friendships among students at US high and... Visit MoneyScience for the Complete Article.      |
| Posted: 04 Jun 2012 01:54 AM PDT We study the cascading failures in a system composed of two interdependent square lattice networks A and B placed on the same Cartesian plane, where each node in network A depends on a node in network B randomly chosen within a certain distance $r$ from the corresponding node in network A and vice versa. Our results suggest that percolation for small $r$ below $r_{\rm max}\approx 8$... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The evolution of interdisciplinarity in physics research Posted: 04 Jun 2012 01:54 AM PDT Science, being a social enterprise, is subject to fragmentation into groups that focus on specialized areas or topics. Often new advances occur through cross-fertilization of ideas between sub-fields that otherwise have little overlap as they study dissimilar phenomena using different techniques. Thus to explore the nature and dynamics of scientific progress one needs to consider the large-scale... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Jun 2012 12:30 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @ESSEC_MSMM @IESEexeced Visit MoneyScience for the Complete Article.    |
| Paul Krugman: 'I'm sick of being Cassandra. I'd like to win for once' #tcm http://t.co/y5TvUkO1 Posted: 03 Jun 2012 11:02 PM PDT moneyscience: Paul Krugman: 'I'm sick of being Cassandra. I'd like to win for once' #tcm http://t.co/y5TvUkO1 Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jun 2012 05:33 PM PDT Agents' heterogeneity has been recognized as a driver mechanism for the persistence of financial volatility. We focus on the multiplicity of investment strategies' horizons; we embed this concept in a continuous time stochastic volatility framework and prove that a parsimonious, two-scales version effectively capture the long memory as measured from the real data. Since estimating parameters in a... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jun 2012 05:33 PM PDT We construct algorithms via binomial approximations for computation of prices of game put options and obtain estimates of approximation errors. Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jun 2012 05:33 PM PDT The Markowitz problem consists of finding in a financial market a self-financing trading strategy whose final wealth has maximal mean and minimal variance. We study this in continuous time in a general semimartingale model and under cone constraints: Trading strategies must take values in a (possibly random and time-dependent) closed cone. We first prove existence of a solution for convex... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jun 2012 12:33 PM PDT moneyscience: RT @carlcarrie: Paper examines the role of exclusivity constraints on informed trading in dark pools and resulting executional quality h ... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jun 2012 12:23 PM PDT moneyscience: RT @carlcarrie: Paper (actually presentation) on using a variety of news, event and alpha signals in order execution trading http://t.co ... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jun 2012 12:04 PM PDT BIS Quarterly Review - 4 June 2012 (BIS Press Release) Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jun 2012 07:43 AM PDT moneyscience: MoneyScience Daily is out! http://t.co/yz3uYqFU â–¸ Top stories today via @MktAnthropology @zanuda75 @Risk_Mgmt Visit MoneyScience for the Complete Article.    |
| Posted: 03 Jun 2012 06:01 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @asymptotix @salfordsystems @hpcnotes Visit MoneyScience for the Complete Article.    |
| I've been busy this week. An update to the MoneyScience Home Page: http://t.co/mFP3kPZb #tcm Posted: 03 Jun 2012 05:37 AM PDT BusinessSchools: I've been busy this week. An update to the MoneyScience Home Page: http://t.co/mFP3kPZb #tcm Visit MoneyScience for the Complete Article.    |
| Podcast: Regulatory Reporting and Legal Entity Identifiers Posted: 20 May 2012 10:57 PM PDT An interesting piece for the Regulatory / Tech Wonks among you. read more... Visit MoneyScience for the Complete Article.    |
| New Dates: Introduction to QuantLib Development with Luigi Ballabio - June 18-20, London Posted: 18 May 2012 06:34 AM PDT ************************* NEW DATES, NEW LOCATION *************************read more... Visit MoneyScience for the Complete Article.    |
| Posted: 18 May 2012 03:07 AM PDT I’ve watched the 1979 Peter Sellers film, Being There this week for the first time. Â It’s an intriguing film – a man with learning difficulties is accidentally thrust into the world of the Washington elite. Â The elite are so insulated in their bubble that they do not recognise ‘Chancey’ for who he is, they assume he is the same as them, and take his child-like... Visit MoneyScience for the Complete Article.    |
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