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- .@icmacentre: Bandwagonesque â obligatory Olympics blog http://t.co/hr4XcHQU
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @erasmusnieuws @AuckUniBusiness
- Blog Post: TheFinancialServicesClub: Things worth reading: 16th August 2012
- Published / Preprint: A multi-agent nonlinear Markov model of the order book. (arXiv:1208.3083v1 [q-fin.TR])
- Published / Preprint: Modeling and Forecasting Persistent Financial Durations. (arXiv:1208.3087v1 [q-fin.ST])
- RT @LME_News LME's cobalt and moly contracts hit $1.0 billion notional turnover: http://t.co/4Zo0gdx7 http://t.co/SbPi2r1k
- Cass alumni celebrate reunion after nearly 40 years
- RT @hftreview: Good, well-researched post from Eric Hunsader of @nanexllc http://t.co/rcjlamTw #hft
- Blog Post: Falkenblog: Muni Bond Exemption Benefits Issuers, Not Buyers
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @automatedtrader @LetsTalkFX_ @SellSideTech
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @Booth_Insider
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @MATLAB @ProgressSW @carlcarrie
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @LibertyU @kinggary @ColumbiaBizNews
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @portfolioprobe @nanexllc @john_avery
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @foxschool @BGIedu @msluxury
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @moneyscience @chriseko @LastiSoft
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @SGAvantGard @SunGardRisk @fincad
- To Keep Stealth Edge, Pentagon Looks for New Ways to Mine 'Rare Earthsâ #tcm http://t.co/ecBWIqqr
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @BostonCollege @INCAE
| .@icmacentre: Bandwagonesque â obligatory Olympics blog http://t.co/hr4XcHQU Posted: 16 Aug 2012 01:12 AM PDT BusinessSchools: .@icmacentre: Bandwagonesque â obligatory Olympics blog http://t.co/hr4XcHQU Visit MoneyScience for the Complete Article.      |
| Posted: 16 Aug 2012 12:39 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @erasmusnieuws @AuckUniBusiness Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Things worth reading: 16th August 2012 Posted: 15 Aug 2012 11:17 PM PDT Things we're reading today include ...read more... Visit MoneyScience for the Complete Article.    |
| Posted: 15 Aug 2012 05:31 PM PDT We introduce and treat rigorously a new multi-agent model of the limit order book. Our model is designed to explain a behavior of the market when new information a?ecting the market arrives. Our model has two major features. First, it constitutes a nonlinear Markov process. Second, it has two additional parameters which we call slow parameters. These parameters measure mood of two groups of... Visit MoneyScience for the Complete Article.    |
| Posted: 15 Aug 2012 05:31 PM PDT This paper introduces the Markov-Switching Multifractal Duration (MSMD) model by adapting the MSM stochastic volatility model of Calvet and Fisher (2004) to the duration setting. Although the MSMD process is exponential {\beta}-mixing as we show in the paper, it is capable of generating highly persistent autocorrelation. We study analytically and by simulation how this feature of durations... Visit MoneyScience for the Complete Article.    |
| Posted: 15 Aug 2012 01:20 PM PDT moneyscience: RT @LME_News LME's cobalt and moly contracts hit $1.0 billion notional turnover: http://t.co/4Zo0gdx7 http://t.co/SbPi2r1k Visit MoneyScience for the Complete Article.    |
| Cass alumni celebrate reunion after nearly 40 years Posted: 15 Aug 2012 09:42 AM PDT Students from 1970's reflect on their time at the school Visit MoneyScience for the Complete Article.    |
| RT @hftreview: Good, well-researched post from Eric Hunsader of @nanexllc http://t.co/rcjlamTw #hft Posted: 15 Aug 2012 08:07 AM PDT fin_tech: RT @hftreview: Good, well-researched post from Eric Hunsader of @nanexllc http://t.co/rcjlamTw #hft Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Muni Bond Exemption Benefits Issuers, Not Buyers Posted: 15 Aug 2012 06:22 AM PDT Brookings has an analysis of Romney's tax plan that asserts it won't consider the possibility of exempting the muni bond tax exemption because Romney has proposed to expand tax incentives on savings and investment. The assumption is that muni bond tax exemptions are obviously incentives for savings and investment, so Romney can't simultaneously say he's for savings and investment while... Visit MoneyScience for the Complete Article.    |
| Posted: 15 Aug 2012 05:50 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @automatedtrader @LetsTalkFX_ @SellSideTech Visit MoneyScience for the Complete Article.    |
| Posted: 15 Aug 2012 12:24 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @Booth_Insider Visit MoneyScience for the Complete Article.    |
| Posted: 14 Aug 2012 05:50 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @MATLAB @ProgressSW @carlcarrie Visit MoneyScience for the Complete Article.    |
| Posted: 14 Aug 2012 12:34 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @LibertyU @kinggary @ColumbiaBizNews Visit MoneyScience for the Complete Article.    |
| Posted: 13 Aug 2012 05:46 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @portfolioprobe @nanexllc @john_avery Visit MoneyScience for the Complete Article.    |
| Posted: 13 Aug 2012 12:32 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @foxschool @BGIedu @msluxury Visit MoneyScience for the Complete Article.    |
| Posted: 12 Aug 2012 05:48 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @moneyscience @chriseko @LastiSoft Visit MoneyScience for the Complete Article.    |
| Posted: 11 Aug 2012 05:48 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @SGAvantGard @SunGardRisk @fincad Visit MoneyScience for the Complete Article.    |
| Posted: 10 Aug 2012 08:16 AM PDT fin_tech: To Keep Stealth Edge, Pentagon Looks for New Ways to Mine ‘Rare Earths’ #tcm http://t.co/ecBWIqqr Visit MoneyScience for the Complete Article.    |
| Posted: 10 Aug 2012 12:28 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @BostonCollege @INCAE Visit MoneyScience for the Complete Article.    |
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