MoneyScience News |
- RT @maxkeiser: Buying Twitter followers is sinful, says Saudi cleric http://t.co/8tP8X4YU "The Koran is very specific about this."
- RT @portfolioprobe: Another comparison of heuristic optimizers http://t.co/zhTGY2jg #quant #finance #rstats #optimization
- RT @ThemisSal: At least lobbyists can't bribe algos... Algorithms doing tasks once reserved for policy makers: http://t.co/VhUuXJzz
- Published / Preprint: Interest Rate Manipulation Detection using Time Series Clustering Approach
- Published / Preprint: Why, when, and how fast innovations are adopted
- Published / Preprint: Modeling and Forecasting Persistent Financial Durations
- Published / Preprint: Locating the Source of Diffusion in Large-Scale Networks
- Published / Preprint: Exploring scientists' working timetable: Do scientists often work overtime?
- Published / Preprint: Power-law distributions in binned empirical data
- RT @portfolioprobe: Another comparison of heuristic optimizers http://t.co/iKzkaxBT #quant #finance #rstats #optimization
- RT @ThemisSal: At least lobbyists can't bribe algos... Algorithms doing tasks once reserved for policy makers: http://t.co/X44ZLJLv
- Blog Post: TheFinancialServicesClub: Things worth reading: the European View (13)
- It's a big one. The MoneyScience Digest - 18/08/12 #quant #finance #technology #money #science #linkfest http://t.co/fO2O7Gdz
- Eric Falkenstein has a new book out: âThe Missing #Risk Premium: Why Low Volatility Investing Worksâ #quant http://t.co/R64nZPgR
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @BUManagement @garylindblad
- Published / Preprint: Inverse Thinking in Economic Theory: A Radical Approach to Economic Thinking. (arXiv:1208.3460v1 [q-fin.GN])
- Blog Post: Falkenblog: My New Book is Out
- RT @msgbi: Machine learning textbook http://t.co/pBAG3thm via @prismatic
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @Equinix @jimnup @nanexllc
- Link Library: Frequently Asked Questions about QuantLib
Posted: 20 Aug 2012 04:26 AM PDT |
Posted: 20 Aug 2012 03:07 AM PDT |
Posted: 20 Aug 2012 03:07 AM PDT |
Published / Preprint: Interest Rate Manipulation Detection using Time Series Clustering Approach Posted: 20 Aug 2012 02:49 AM PDT The Interbank Offered Rate is a vital benchmark interest rate in the financial markets of every country to which financial contracts are tied. In the light of the recent LIBOR manipulation incident, this paper seeks to address the fear that Interbank Offered Rate are entirely controlled by the bank. The paper will focus on the comparison between LIBOR and SIBOR especially with regards to the... Visit MoneyScience for the Complete Article. |
Published / Preprint: Why, when, and how fast innovations are adopted Posted: 20 Aug 2012 02:49 AM PDT When the full stock of a new product is quickly sold in a few days or weeks, one has the impression that new technologies develop and conquer the market in a very easy way. This may be true for some new technologies, for example the cell phone, but not for others, like the blue-ray. Novelty, usefulness, advertising, price, and fashion are the driving forces behind the adoption of a new product.... Visit MoneyScience for the Complete Article. |
Published / Preprint: Modeling and Forecasting Persistent Financial Durations Posted: 20 Aug 2012 02:49 AM 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 analy 6dc tically and by simulation how this feature of... Visit MoneyScience for the Complete Article. |
Published / Preprint: Locating the Source of Diffusion in Large-Scale Networks Posted: 20 Aug 2012 02:49 AM PDT How can we localize the source of diffusion in a complex network? Due to the tremendous size of many real networks--such as the Internet or the human social graph--it is usually infeasible to observe the state of all nodes in a network. We show that it is fundamentally possible to estimate the location of the source from measurements collected by sparsely-placed observers. We present a strategy... Visit MoneyScience for the Complete Article. |
Published / Preprint: Exploring scientists' working timetable: Do scientists often work overtime? Posted: 20 Aug 2012 02:49 AM PDT A novel method is proposed to monitor and record scientists' working timetable. We record the downloads information of scientific papers real-timely from Springer round the clock, and try to explore scientists' working habits. As our observation demonstrates, many scientists are still engaged in their research after working hours every day. Many of them work far into the night, even till next... Visit MoneyScience for the Complete Article. |
Published / Preprint: Power-law distributions in binned empirical data Posted: 20 Aug 2012 02:49 AM PDT Many man-made and natural phenomena, including the intensity of earthquakes, popul 8c7 ation of cities, and size of international wars, are believed to follow power-law distributions. The accurate identification of power-law patterns has significant consequences for developing an understanding of complex systems. However, statistical evidence for or against the power-law hypothesis is complicated... Visit MoneyScience for the Complete Article. |
Posted: 20 Aug 2012 02:37 AM PDT |
Posted: 20 Aug 2012 02:26 AM PDT |
Blog Post: TheFinancialServicesClub: Things worth reading: the European View (13) Posted: 20 Aug 2012 01:49 AM PDT |
Posted: 20 Aug 2012 01:39 AM PDT |
Posted: 20 Aug 2012 01:33 AM PDT |
Posted: 20 Aug 2012 12:29 AM PDT |
Posted: 19 Aug 2012 05:36 PM PDT The seriousness of the current crisis urgently demands new economic thinking that breaks the austerity vs. deficit spending circle in economic policy. The core tenet of the paper is that the most important problems that natural and social science are facing today are inverse problems, and that a new approach that goes beyond optimization is necessary. The approach presented here is radical in the... Visit MoneyScience for the Complete Article. |
Blog Post: Falkenblog: My New Book is Out Posted: 19 Aug 2012 12:29 PM PDT It's called The Missing Risk Premium: Why Low Volatility Investing Works. It's available at Amazon for $14.95. A Kindle version is going to be ready in about 2 weeks that will be a little cheaper. It would be a great complement to a Corporate Finance course, and should be of interest to anyone interested in the truth on something very fundamental: what do people maximize? I get into... Visit MoneyScience for the Complete Article. |
RT @msgbi: Machine learning textbook http://t.co/pBAG3thm via @prismatic Posted: 19 Aug 2012 09:02 AM PDT |
Posted: 19 Aug 2012 05:50 AM PDT |
Link Library: Frequently Asked Questions about QuantLib Posted: 24 Apr 2012 05:05 AM PDT 1. General questions 1.1. Is it OK to email a QuantLib developer to ask questions, or seek help, or report a bug? 1.2. How should I report a bug? 1.3. Thanks for this project. How can I give back to it? 1.4. Amazon Wish List? Aren't you ashamed of yourselves? 2. Contributing to the project 2.1. I'm interested in getting involved with the project. What should I do? 2.2. How do I... Visit MoneyScience for the Complete Article. |
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