MoneyScience News |
- FIA European Principal Traders Association Market Integrity Framework: Best Practices to Preserve Market Integrity
- FIA European Principal Traders Association Market Integrity Framework: Best Practices to Preserve Market Integrity
- RT @HakanValberg: Investors demand hedge funds show clean hands on Libor - a new reputational risk to respond to http://t.co/0zHqhVn2
- Blog Post: TheFinancialServicesClub: Lloyds' Olympian Challenge
- Published / Preprint: A Biased Review of Sociophysics
- Published / Preprint: Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil
- Published / Preprint: Exploiting the flexibility of a family of models for taxation and redistribution
- Published / Preprint: Opinions, Conflicts and Consensus: Modeling Social Dynamics in a Collaborative Environment
- Published / Preprint: Exploring the limits of safety analysis in complex technological systems
- Published / Preprint: Towards a Statistical Physics of Human Mobility
- Published / Preprint: Ordering dynamics of the multi-state voter model
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @Harvard @UTexasMBA @Georgetown
- Blog Post: TheAlephBlog: On Investment Speakers
- Blog Post: Falkenblog: Economists Idea Bag Seems Empty
- Published / Preprint: A Dynamical Model for Operational Risk in Banks. (arXiv:1207.6186v1 [q-fin.RM])
- Published / Preprint: The financial framework of the sustainability of health universal coverage in Italy. A quantitative financial model for the assessment of the italian stability and reform program of public health financing. (arXiv:1207.6278v1 [q-fin.GN])
- Published / Preprint: A note on asymptotic exponential arbitrage with exponentially decaying failure probability. (arXiv:1207.6281v1 [math.PR])
- Published / Preprint: Large tick assets: implicit spread and optimal tick size. (arXiv:1207.6325v1 [q-fin.TR])
- The US and Singapore ranked as âglobal M&A leadersâ
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @PerTrac @asymptotix @LowLatency
- Event: Fundamental Analysis - London
| Posted: 27 Jul 2012 04:32 AM PDT As part of ongoing efforts to safeguard market integrity, FIA European Principal Traders Association today published a set of best practices to help principal trading firms prevent market manipulation and reduce risks. read more... Visit MoneyScience for the Complete Article.      |
| Posted: 27 Jul 2012 04:18 AM PDT As part of ongoing efforts to safeguard market integrity, FIA European Principal Traders Association today published a set of best practices to help principal trading firms prevent market manipulation and reduce risks. read more... Visit MoneyScience for the Complete Article.    |
| Posted: 27 Jul 2012 02:37 AM PDT moneyscience: RT @HakanValberg: Investors demand hedge funds show clean hands on Libor - a new reputational risk to respond to http://t.co/0zHqhVn2 Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Lloyds' Olympian Challenge Posted: 27 Jul 2012 02:12 AM PDT It’s Friday, it’s summertime and it’s the day the London 2012 Olympics begin.read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: A Biased Review of Sociophysics Posted: 27 Jul 2012 01:43 AM PDT Various aspects of recent sociophysics research are shortly reviewed: Schelling model as an example for lack of interdisciplinary cooperation, opinion dynamics, combat, and citation statistics as an example for strong interdisciplinarity. Visit MoneyScience for the Complete Article.    |
| Posted: 27 Jul 2012 01:43 AM PDT We study the frictions in the patterns of trades in the Euro money market. We characterize the structure of lending relations during the period of recent financial turmoil. We use network-topology method on data from overnight transactions in the Electronic Market for Interbank Deposits (e-Mid) to investigate on two main issues. First, we characterize the division of roles between borrowers and... Visit MoneyScience for the Complete Article.    |
| Posted: 27 Jul 2012 01:43 AM PDT We discuss a family of models expressed by nonlinear dif 95f ferential equation systems describing closed market societies in the presence of taxation and redistribution. We focus in particular on three example models obtained in correspondence to different parameter choices. We analyse the influence of the various choices on the long time shape of the income distribution. Several simulations... Visit MoneyScience for the Complete Article.    |
| Posted: 27 Jul 2012 01:43 AM PDT Information-communication technology promotes collaborative environments like Wikipedia where, however, controversiality and conflicts can appear. To describe the rise, persistence, and resolution of such conflicts we devise an extended opinion dynamics model where agents with different opinions perform a single task to make a consensual product. As a function of the convergence parameter... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Exploring the limits of safety analysis in complex technological systems Posted: 27 Jul 2012 01:29 AM PDT From biotechnology to cyber-risks, most extreme technological risks cannot be reliably estimated from historical statistics. Engineers resort to probability safety analysis (PSA), which consists in developing models to simulate accidents, potential scenarios, their severity and frequency. However, even the best safety analysis struggles to account for evolving risks resulting from inter-connected... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Towards a Statistical Physics of Human Mobility Posted: 27 Jul 2012 01:29 AM PDT In this paper, we extend some ideas of statistical physics to describe the properties of human mobility. From a physical point of view, we consider the statistical empirical laws o 7e4 f private cars mobility, taking advantage of a GPS database which contains a sampling of the individual trajectories of 2% of the whole vehicle population in an Italian region. Our aim is to discover possible... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Ordering dynamics of the multi-state voter model Posted: 27 Jul 2012 01:29 AM PDT The voter model is a paradigm of ordering dynamics. At each time step, a random n 72f ode is selected and copies the state of one of its neighbors. Traditionally, this state has been considered as a binary variable. Here, we relax this assumption and address the case in which the number of states is a parameter that can assume any value, from 2 to \infty, in the thermodynamic limit. We derive... Visit MoneyScience for the Complete Article.    |
| Posted: 27 Jul 2012 12:27 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @Harvard @UTexasMBA @Georgetown Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: On Investment Speakers Posted: 26 Jul 2012 11:10 PM PDT I’m on the program committee for the Baltimore CFA Society. We hold around 10-12 programs per year, meeting for lunch at the Centre Club in Downtown Baltimore. It’s probably the most visible aspect of the society. Even when I wasn’t on the program committee, I still brought in some speakers: John Neff, Richard Bernstein, and a few others.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Economists Idea Bag Seems Empty Posted: 26 Jul 2012 07:28 PM PDT BigThink asked some great young economists about big ideas in economics. I'm not very sanguine about any of these guys figuring something important out very soon. It starts with Paul Krugman, lamenting that the central cause of the profession’s failure was the desire for an all-encompassing, intellectually elegant approach that also gave economists a chance to show off their mathematical... Visit MoneyScience for the Complete Article.    |
| Posted: 26 Jul 2012 05:30 PM PDT Operational risk is the risk relative to monetary losses caused by failures of bank internal processes due to heterogeneous causes. A dynamical model including both spontaneous generation of losses and generation via interactions between different processes is presented; the efforts made by the bank to avoid the occurrence of losses is also taken into account. Under certain hypotheses, the model... Visit MoneyScience for the Complete Article.    |
| Posted: 26 Jul 2012 05:30 PM PDT Italy and the Eurozone are heading in the year 2012 into a financial depression of unprecedented magnitude, with a forthcoming multitude of often contradictory public economic and financial stability emergency interventions whose ultimate endogenous and exogenous effects on public and private health spending and on the sustainability of universal coverage are difficult to predict ex ante. The... Visit MoneyScience for the Complete Article.    |
| Posted: 26 Jul 2012 05:30 PM PDT The goal of this paper is to prove a result conjectured in F\"ollmer and Schachermayer [FS07], even in slightly more general form. Suppose that S is a continuous semimartingale and satisfies a large deviations estimate; this is a particular growth condition on the mean-variance tradeoff process of S. We show that S then allows asymptotic exponential arbitrage with exponentially... Visit MoneyScience for the Complete Article.    |
| Posted: 26 Jul 2012 05:30 PM PDT In this work, we bring to light a quantity, referred to as implicit spread, playing the role of spread for large tick assets, for which the effective spread is almost always equal to one tick. The relevance of this new parameter is shown both theoretically and numerically. This implicit spread allows us to quantify the tick sizes of large tick assets and to define a notion of optimal tick size.... Visit MoneyScience for the Complete Article.    |
| The US and Singapore ranked as âglobal M&A leadersâ Posted: 26 Jul 2012 07:36 AM PDT Asia and Gulf states on the rise in the latest M&A Maturity Index Visit MoneyScience for the Complete Article.    |
| Posted: 26 Jul 2012 05:48 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @PerTrac @asymptotix @LowLatency Visit MoneyScience for the Complete Article.    |
| Event: Fundamental Analysis - London Posted: 25 Apr 2012 04:58 AM PDT Location: The London Metal Exchange; Date: July 5th, 2012; Our Fundamental Analysis course will give you insight into a widely used form of market analysis for commodities markets.read more... Visit MoneyScience for the Complete Article.    |
| You are subscribed to email updates from The Complete MoneyScience Reloaded To stop receiving these emails, you may unsubscribe now. | Email delivery powered by Google |
| Google Inc., 20 West Kinzie, Chicago IL USA 60610 | |