MoneyScience News |
- What advice would the ancient Greeks provide to help modern Greeks with their current financial worries? #tcm http://t.co/ZmXF7aGR
- Blog Post: TheFinancialServicesClub: This house believes the City is rife with greed and corruption
- Figures reportedly show that the lack of farmland in Britain is now as acute as the shortfall in China #tcm http://t.co/lbMHTjU5
- UK banks sitting on £40bn of undeclared losses #tcm http://t.co/rHQ79NY6
- Vendor News: Fidessa increases presence as derivatives powerhouse
- The Financial Education Daily is out! http://t.co/TYluKzUv
- Blog Post: TheAlephBlog: Book Review: The Big Win
- Published / Preprint: C^{1,1} regularity for degenerate elliptic obstacle problems in mathematical finance. (arXiv:1206.0831v1 [math.AP])
- Published / Preprint: On the scaling ranges of detrended fluctuation analysis for long-memory correlated short series of data. (arXiv:1206.1007v1 [physics.data-an])
- MoneyScience Daily is out! http://t.co/yz3uYqFU : Top stories today via @johngapper @hedgefundfocus
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @LouisLovas @SunGardCM @tek_fin
Posted: 06 Jun 2012 03:27 AM PDT |
Blog Post: TheFinancialServicesClub: This house believes the City is rife with greed and corruption Posted: 06 Jun 2012 02:48 AM PDT |
Posted: 06 Jun 2012 01:41 AM PDT |
UK banks sitting on £40bn of undeclared losses #tcm http://t.co/rHQ79NY6 Posted: 06 Jun 2012 01:28 AM PDT |
Vendor News: Fidessa increases presence as derivatives powerhouse Posted: 06 Jun 2012 01:23 AM PDT |
The Financial Education Daily is out! http://t.co/TYluKzUv Posted: 06 Jun 2012 12:25 AM PDT |
Blog Post: TheAlephBlog: Book Review: The Big Win Posted: 05 Jun 2012 09:47 PM PDT |
Posted: 05 Jun 2012 05:36 PM PDT The Heston stochastic volatility process is a degenerate diffusion process where the degeneracy in the diffusion coefficient is proportional to the square root of the distance to the boundary of the half-plane. The generator of this process with killing, called the elliptic Heston operator, is a second-order, degenerate-elliptic partial differential operator, where the degeneracy in the operator... Visit MoneyScience for the Complete Article. |
Posted: 05 Jun 2012 05:36 PM PDT We examine the scaling regime for the detrended fluctuation analysis (DFA) - the most popular method used to detect the presence of long memory in data and the fractal structure of time series. First, the scaling range for DFA is studied for uncorrelated data as a function of length $L$ of time series and regression line coefficient $R^2$ at various confidence levels. Next, an analysis of... Visit MoneyScience for the Complete Article. |
MoneyScience Daily is out! http://t.co/yz3uYqFU : Top stories today via @johngapper @hedgefundfocus Posted: 05 Jun 2012 07:50 AM PDT |
Posted: 05 Jun 2012 06:00 AM PDT |
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