Tuesday, July 10, 2012

MoneyScience News

MoneyScience News


Blog Post: TheFinancialServicesClub: Banks need a human approach to automation (take note RBS)

Posted: 10 Jul 2012 03:48 AM PDT

The riskiness of bank tech failureread more...

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RT @QFINANCEnews: China slowdown sends mixed signals http://t.co/pQ3XHVcF

Posted: 10 Jul 2012 02:08 AM PDT

moneyscience: RT @QFINANCEnews: China slowdown sends mixed signals http://t.co/pQ3XHVcF

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The Financial Education Daily is out! http://t.co/TYluKzUv

Posted: 10 Jul 2012 12:26 AM PDT

BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv

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Blog Post: TheAlephBlog: My Two Cents on Two Promoted Penny Stocks

Posted: 09 Jul 2012 10:19 PM PDT

Via Tadas Viskanta of Abnormal Returns, Zestinvest.com approached me regarding and intriguing promoted stock, Implant Sciences [IMSC].  Read his article, he will say more about it than I will.read more...

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Published / Preprint: On arbitrages arising with honest times. (arXiv:1207.1759v1 [q-fin.PM])

Posted: 09 Jul 2012 05:30 PM PDT

In the context of a general continuous financial market model, we study whether the additional information associated with an honest time gives rise to arbitrage. By relying on the theory of progressive enlargement of filtrations, we explicitly show that arbitrage profits can never be realized strictly before an honest time, while classical arbitrage opportunities can be realized exactly at a...

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Published / Preprint: The Keynesian theory and the manufactured industry in Portugal. (arXiv:1207.1771v1 [q-fin.GN])

Posted: 09 Jul 2012 05:30 PM PDT

About the economic growth the Keynesian theorists defend circular and cumulative processes, benefiting the rich localities and harming the poorest, without external interventions. In these processes the Verdoorn law has an important role. For Verdoorn (1949) the productivity growth rate is endogenous and depends of the output growth rate, capturing dynamic contexts, endogeneity of the factors and...

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Published / Preprint: A Test of the Adaptive Market Hypothesis using Time-Varying Autoregressive Model in Japan. (arXiv:1207.1842v1 [q-fin.ST])

Posted: 09 Jul 2012 05:30 PM PDT

This paper examines the adaptive market hypothesis of Lo (2004, 2005) using the Ito and Noda's (2012) time-varying autoregressive model in Japan. As shown in Ito and Noda (2012), their degree of market efficiency gives us a more precise measurement of market efficiency than conventional moving window methods. The empirical results shows that the AMH of Lo (2004, 2005) is supported in the Japanese...

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Published / Preprint: Optimization Method for Interval Portfolio Selection Based on Satisfaction Index of Interval inequality Relation. (arXiv:1207.1932v1 [math.OC])

Posted: 09 Jul 2012 05:30 PM PDT

In this paper we consider an interval portfolio selection problem with uncertain returns and introduce an inclusive concept of satisfaction index for interval inequality relation. Based on the satisfaction index, we propose an approach to reduce the interval programming problem with uncertain objective and constraints into a standard linear programming problem with two parameters. We showed by...

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Published / Preprint: Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets. (arXiv:1207.2010v1 [q-fin.GN])

Posted: 09 Jul 2012 05:30 PM PDT

We prove that in smooth Markovian continuous-time economies with potentially complete asset markets, Radner equilibria with endogenously complete markets exist.

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@icmacentre: Student academic achievement recognised at ICMA Centre http://t.co/u2LnGJcQ

Posted: 09 Jul 2012 04:41 PM PDT

BusinessSchools: @icmacentre: Student academic achievement recognised at ICMA Centre http://t.co/u2LnGJcQ

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Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @SASsoftware @WatersTech @SellSideTech

Posted: 09 Jul 2012 05:48 AM PDT

fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @SASsoftware @WatersTech @SellSideTech

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Stanford bioengineers create rewritable digital data storage in DNA

Posted: 22 May 2012 01:44 PM PDT

You don't hear a lot about biological computing but this is super cool:read more...

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Blog Post: rob_daly: Management Changes at Traiana

Posted: 21 May 2012 07:36 AM PDT

Forex post-trade processing vendor Traiana has tapped Citi veteran Andy Coyne to be its next CEO. Coyne steps into the role vacated by Traiana’s co-founder and current CEO Gil Mandelzis, who assumed the new role of executive chairman of the firm.read more...

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Event: Capital Markets Academy - Risk and Counterparty Clearing (CCP)

Posted: 21 May 2012 07:34 AM PDT

Location: London, UK; Date: July 10th, 2012; The seminar offers a comprehensive overview of the different types of risk involved in the clearing process and the role of the CCP in managing that risk. In this context, the risk-based margining system will be explained in detail.read more...

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Event: Capital Markets Academy - Clearing Processes Securities

Posted: 21 May 2012 07:27 AM PDT

Location: London, UK; Date: July 12th, 2012; This course explains the role of Eurex Clearing as a clearing house and gives an overview which marketplaces and asset classes are included in the clearing process. The function of the Central Counterparty (CCP) as well as the different clearing services are illustrated. This module is part of the certified programme Certified Clearing Specialist and...

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