MoneyScience News |
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @leedsbiz
- Blog Post: TheAlephBlog: Getting Crowded
- RT @QFINANCEnews: FDIC report shows US banks on the mend http://t.co/rbvdwMu5
- Cass professor delivers The Nicholas Barbon Lectures
- MoneyScience Daily is out! http://t.co/yz3uYqFU : Top stories today via @RobinBew @BCMstrategy @BusinessSchools
- Published / Preprint: Calibration of optimal execution of financial transactions in the presence of transient market impact
- Published / Preprint: Spin model with negative absolute temperatures for stock market forecasting
- Published / Preprint: Obtaining Communities with a Fitness Growth Process
- Published / Preprint: Information Diffusion and External Influence in Networks
- Blog Post: Falkenblog: Meta Bias
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @john_avery @SASsoftware @AdvancedTrading
- Published / Preprint: Market Organization
- Asbos for executives and keeping the lid on pay rebellions
Posted: 09 Jun 2012 12:43 AM PDT |
Blog Post: TheAlephBlog: Getting Crowded Posted: 08 Jun 2012 10:34 PM PDT Note: there is a vote going on at http://list.ly/list/1HO-top-100-investment-blogs regarding the best investment blogs. Whether you vote for me or not, I encourage you to vote up blogs you like. I voted for 12 or so blogs, I didn’t just vote for myself. Recommend other blogs if you see fit.read more... Visit MoneyScience for the Complete Article. |
RT @QFINANCEnews: FDIC report shows US banks on the mend http://t.co/rbvdwMu5 Posted: 08 Jun 2012 07:09 PM PDT |
Cass professor delivers The Nicholas Barbon Lectures Posted: 08 Jun 2012 02:59 PM PDT |
Posted: 08 Jun 2012 08:18 AM PDT |
Posted: 08 Jun 2012 07:27 AM PDT Trading large volumes of a financial asset in order driven markets requires the use of algorithmic execution dividing the volume in many transactions in order to minimize costs due to market impact. A proper design of an optimal execution strategy strongly depends on a careful modeling of market impact, i.e. how the price reacts to trades. In this paper we consider a recently introduced market... Visit MoneyScience for the Complete Article. |
Published / Preprint: Spin model with negative absolute temperatures for stock market forecasting Posted: 08 Jun 2012 07:27 AM PDT A spin model relating physical to financial variables is presented. Based on this model, an algorithm evaluating negative temperatures was applied to New York Stock Exchange quotations from May 2005 up to the present. Stylized patterns resembling 4e2 known processes in phenomenological thermodynamics were found, namely, population inversion and the magnetocaloric effect. Visit MoneyScience for the Complete Article. |
Published / Preprint: Obtaining Communities with a Fitness Growth Process Posted: 08 Jun 2012 07:27 AM PDT The study of community structure has been a hot topic of research over the last years. But, while successfully applied in several areas, the concept lacks of a general and precise notion. Facts like the hierarchical structure and heterogeneity of complex networks make it difficult to unify the idea of community and its evaluation. The global functional known as modularity is probably the most... Visit MoneyScience for the Complete Article. |
Published / Preprint: Information Diffusion and External Influence in Networks Posted: 08 Jun 2012 07:16 AM PDT Social networks play a fundamental role in the diffusion of information. However, there are two different ways of how information reaches a person in a 91e network. Information reaches us through connections in our social networks, as well as through the influence of external out-of-network sources, like the mainstream media. While most present models of information adoption in networks assume... Visit MoneyScience for the Complete Article. |
Blog Post: Falkenblog: Meta Bias Posted: 08 Jun 2012 06:24 AM PDT in Cognitive Sophistication Does Not Attenuate the Bias Blind Spot just published in the Journal of Personality and Social Psychology, the authors note : As opposed to the social emphasis in past work on the bias blind spot, we examined bias blind spots connected to some of the most well-known effects from the heuristics and biases literature: outcome bias, base-rate neglect, framing bias,... Visit MoneyScience for the Complete Article. |
Posted: 08 Jun 2012 05:53 AM PDT |
Published / Preprint: Market Organization Posted: 08 Jun 2012 05:41 AM PDT In standard economic theory, mechanisms like Adam Smith's "invisible hand" or the Walrasian auctioneer balance aggregate demand and supply and match individuals such that the market clears. Usually, some kind of price adjustment process is assumed without specifying how the implied transactions are organized. In real markets, price adjustment and the matching of buyers and sellers involve... Visit MoneyScience for the Complete Article. |
Asbos for executives and keeping the lid on pay rebellions Posted: 01 Jun 2012 03:58 AM PDT |
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