MoneyScience News |
- .@icmacentre: A way ahead for International Students â no, for all students http://t.co/eEa8xnGS
- Blog Post: TheAlephBlog: What Caused the Crisis?
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @Bob_Bruner @chronicle @UniversiaARG
- Blog Post: TheFinancialServicesClub: Britain: a nation of whiners
- Published / Preprint: Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series. (arXiv:1208.4158v1 [physics.data-an])
- Published / Preprint: Small time central limit theorems for semimartingales with applications. (arXiv:1208.4282v1 [math.PR])
- Published / Preprint: Robust maximization of asymptotic growth. (arXiv:1005.3454v4 [q-fin.PM] UPDATED)
- Published / Preprint: Outperforming the market portfolio with a given probability. (arXiv:1006.3224v6 [q-fin.CP] UPDATED)
- Blog Post: Falkenblog: Finance is Domain Specific Knowledge
- Blog Post: WealthandCapitalMarketsBlog: 10.18.12: Celent Securities & Investments Webinar: Global Custody Market: At the Crossroads
- Blog Post: ThePracticalQuant: Seven Reasons I like Spark
- Developments in #aerogel technology - pretty awesome. http://t.co/CcJ9sBJr
- A way ahead for International Students â no, for all students
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @fincad @StanleyEpstein @automatedtrader
- Presentations & Audio from the 2012 London Low-Latency Summit
- Video - Paul Kedrosky on Apple, BATS and HFT
- $1.5 billion: The cost of cutting London-Toyko latency by 60ms
- Wiley Finance Newsletter March: Successfully Navigate The Post-Reform World
| Posted: 22 Aug 2012 01:29 AM PDT BusinessSchools: .@icmacentre: A way ahead for International Students â no, for all students http://t.co/eEa8xnGS Visit MoneyScience for the Complete Article.      |
| Blog Post: TheAlephBlog: What Caused the Crisis? Posted: 22 Aug 2012 12:58 AM PDT I have wanted to write this article for some time, but decided to sit on it in order to consider the matter more closely. What caused the financial crisis of 2008?read more... Visit MoneyScience for the Complete Article.    |
| Posted: 22 Aug 2012 12:42 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @Bob_Bruner @chronicle @UniversiaARG Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Britain: a nation of whiners Posted: 21 Aug 2012 11:31 PM PDT Which? Magazine stirred up the old debate about free banking yesterday, by publishing a report which shattered the image of free banking being free.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 21 Aug 2012 05:34 PM PDT Notwithstanding the significant efforts to develop estimators of long-range correlations (LRC) and to compare their performance, no clear consensus exists on what is the best method and under which conditions. In addition, synthetic tests suggest that the performance of LRC estimators varies when using different generators of LRC time series. Here, we compare the performances of four estimators... Visit MoneyScience for the Complete Article.    |
| Posted: 21 Aug 2012 05:34 PM PDT We give conditions under which the normalized marginal distribution of a semimartingale converges to a Gaussian limit law as time tends to zero. In particular, our result is applicable to solutions of stochastic differential equations with locally bounded and continuous coefficients. The limit theorems are subsequently extended to functional central limit theorems on the process level. We present... Visit MoneyScience for the Complete Article.    |
| Posted: 21 Aug 2012 05:34 PM PDT This paper addresses the question of how to invest in a robust growth-optimal way in a market where the instantaneous expected return of the underlying process is unknown. The optimal investment strategy is identified using a generalized version of the principal eigenfunction for an elliptic second-order differential operator, which depends on the covariance structure of the underlying process... Visit MoneyScience for the Complete Article.    |
| Posted: 21 Aug 2012 05:34 PM PDT Our goal is to resolve a problem proposed by Fernholz and Karatzas [On optimal arbitrage (2008) Columbia Univ.]: to characterize the minimum amount of initial capital with which an investor can beat the market portfolio with a certain probability, as a function of the market configuration and time to maturity. We show that this value function is the smallest nonnegative viscosity supersolution of... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Finance is Domain Specific Knowledge Posted: 21 Aug 2012 05:24 PM PDT A nice thought is that learning something like Latin, Western Civilization, or chess, generates insights one can generalize to many things later in life. Many like to think that solving logical puzzles can help the elderly stave off dementia. Unfortunately, it's hard to find evidence that this works. Bryan Caplan notes that "learning is highly specific." That is, if you want to become a... Visit MoneyScience for the Complete Article.    |
| Posted: 21 Aug 2012 03:37 PM PDT Celent Senior Analyst Dr. Anshuman Jaswalread more... Visit MoneyScience for the Complete Article.    |
| Blog Post: ThePracticalQuant: Seven Reasons I like Spark Posted: 21 Aug 2012 02:05 PM PDT A large portion of this week’s Amp Camp at UC Berkeley, is devoted to an introduction to Spark â€" an open source, in-memory, cluster computing framework. After playing with Spark over the last month, I’ve come to consider it a key part of my big data toolkit. For details see my Radar post. Visit MoneyScience for the Complete Article.    |
| Developments in #aerogel technology - pretty awesome. http://t.co/CcJ9sBJr Posted: 21 Aug 2012 08:59 AM PDT BusinessSchools: Developments in #aerogel technology - pretty awesome. http://t.co/CcJ9sBJr Visit MoneyScience for the Complete Article.    |
| A way ahead for International Students â no, for all students Posted: 21 Aug 2012 08:05 AM PDT Getting a job in the middle of a recession is hard for any new graduate, and international students have another hurdle in the UK – they need to persuade an employer to sponsor a work visa.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 21 Aug 2012 05:46 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @fincad @StanleyEpstein @automatedtrader Visit MoneyScience for the Complete Article.    |
| Presentations & Audio from the 2012 London Low-Latency Summit Posted: 30 Mar 2012 02:00 AM PDT Presentations:read more... Visit MoneyScience for the Complete Article.    |
| Video - Paul Kedrosky on Apple, BATS and HFT Posted: 26 Mar 2012 04:58 AM PDT Via The Big Picture:read more... Visit MoneyScience for the Complete Article.    |
| $1.5 billion: The cost of cutting London-Toyko latency by 60ms Posted: 21 Mar 2012 05:29 AM PDT Via ExtremeTech:read more... Visit MoneyScience for the Complete Article.    |
| Wiley Finance Newsletter March: Successfully Navigate The Post-Reform World Posted: 19 Mar 2012 06:22 AM PDT Successfully Navigate The Post-Reform Worldread more... Visit MoneyScience for the Complete Article.    |
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