Friday, July 13, 2012

MoneyScience News

MoneyScience News


Blog Post: TheFinancialServicesClub: Things worth reading: the European View (11)

Posted: 13 Jul 2012 03:54 AM PDT

This week's view from Europe, courtesy of Edith Rigler :read more...

Visit MoneyScience for the Complete Article.

RT @moorehn: LIBOR FTW. RT @mrkwhths: The Worst Banking Scandal Yet? http://t.co/2h2LtVqC via @BloombergView

Posted: 13 Jul 2012 03:39 AM PDT

moneyscience: RT @moorehn: LIBOR FTW. RT @mrkwhths: The Worst Banking Scandal Yet? http://t.co/2h2LtVqC via @BloombergView

Visit MoneyScience for the Complete Article.

The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @chronicle @Macquarie_Uni @Cornell

Posted: 13 Jul 2012 12:38 AM PDT

BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @chronicle @Macquarie_Uni @Cornell

Visit MoneyScience for the Complete Article.

Published / Preprint: Microscopic understanding of heavy-tailed return distributions in an agent-based model. (arXiv:1207.2946v1 [q-fin.CP])

Posted: 12 Jul 2012 05:34 PM PDT

The distribution of returns in financial time series exhibits heavy tails. In empirical studies, it has been found that gaps between the orders in the order book lead to large price shifts and thereby to these heavy tails. We set up an agent based model to study this issue and, in particular, how the gaps in the order book emerge. The trading mechanism in our model is based on a double-auction...

Visit MoneyScience for the Complete Article.

@icmacentre: Trading Competition a success http://t.co/5280joKs

Posted: 12 Jul 2012 04:52 PM PDT

BusinessSchools: @icmacentre: Trading Competition a success http://t.co/5280joKs

Visit MoneyScience for the Complete Article.

MoneyScience Daily is out! http://t.co/yz3uYqFU : Top stories today via @CompSciFact @ritholtz

Posted: 12 Jul 2012 07:45 AM PDT

moneyscience: MoneyScience Daily is out! http://t.co/yz3uYqFU â–¸ Top stories today via @CompSciFact @ritholtz

Visit MoneyScience for the Complete Article.

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

Posted: 12 Jul 2012 05:52 AM PDT

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

Visit MoneyScience for the Complete Article.