Wednesday, August 8, 2012

MoneyScience News

MoneyScience News


Blog Post: TheFinancialServicesClub: The City of London in 2050

Posted: 08 Aug 2012 03:38 AM PDT

I’ve blogged a lot about the history of the City of London, but what about its future?read more...

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Published / Preprint: Limited Imitation Contagion on Random Networks: Chaos, Universality, and Unpredictability

Posted: 08 Aug 2012 02:16 AM PDT

We study a family of binary state, socially-inspired contagion models which incorporate imitation limited by an aversion to complete conformity. We uncover rich behavior in our models whether operating with probabilistic or deterministic individual response functions, both on dynamic or fixed random networks. In particular, we find significant variation in the limiting behavior of a population's...

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Published / Preprint: Betweenness Preference: Quantifying Correlations in the Topological Dynamics of Temporal Networks

Posted: 08 Aug 2012 02:16 AM PDT

Time-evolving interaction patterns studied in different contexts can be well represented by temporal networks in which nodes are intermittently connected. In this manuscript we introduce the notion of betweenness preference in the study of temporal networks. It captures how likely a certain node is to mediate interactions between particular pairs of its neighboring nodes. We argue that...

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Published / Preprint: Applications of Complex Systems in Business and Economy

Posted: 08 Aug 2012 02:16 AM PDT

In this paper the complex systems are discussed from the business and economics point of view. It will be showed and motivated that social systems are typically chaotic and/or non-linear and therefore non-equilibrium or complex systems. It is discussed that the rapid change global consumer behaviour is underway, that further increases the complexity in the business and management. For successful...

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Published / Preprint: Measuring capital market efficiency: Global and local correlations structure

Posted: 08 Aug 2012 12:41 AM PDT

We introduce a new measure for the capital m 711 arket efficiency. The measure takes into consideration the correlation structure of the returns (long-term and short-term memory) and local herding behavior (fractal dimension). The efficiency measure is taken as a distance from an ideal efficient market situation. Methodology is applied to a portfolio of 41 stock indices. We find that the Japanese...

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The Financial Education Daily is out! http://t.co/TYluKzUv

Posted: 08 Aug 2012 12:24 AM PDT

BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv

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Blog Post: TheAlephBlog: Retail Investors and the Stock Market

Posted: 07 Aug 2012 09:53 PM PDT

I’ve seen a spate of articles lately on retail investors abandoning the stock market. Here’s a sampling:read more...

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Blog Post: Falkenblog: Tax Breaks for Olympians?

Posted: 07 Aug 2012 06:52 PM PDT

Even Obama seems to be for giving Olympians tax breaks on their medal income.Olympians work hard, but there's always an element of luck too. Others derive benefits from their performances, and these champions all rely on the support of others. Thus, it's just like any other income in principle. No wonder mentions of eliminating tax loopholes usually go nowhere once a politician gets in office....

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Published / Preprint: Measuring capital market efficiency: Global and local correlations structure. (arXiv:1208.1298v1 [q-fin.ST])

Posted: 07 Aug 2012 05:36 PM PDT

We introduce a new measure for the capital market efficiency. The measure takes into consideration the correlation structure of the returns (long-term and short-term memory) and local herding behavior (fractal dimension). The efficiency measure is taken as a distance from an ideal efficient market situation. Methodology is applied to a portfolio of 41 stock indices. We find that the Japanese...

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Published / Preprint: General Balance Functions in the Theory of Interest. (arXiv:1208.1479v1 [q-fin.GN])

Posted: 07 Aug 2012 05:36 PM PDT

We develop an axiomatic theory of balance functions (future value functions) in the theory of interest that is derived from financial considerations and which applies to general regulated payment streams, including continuous payment streams. Balance functions exist and are unique up to an initial choice of deposit and investment accumulation functions. In terms of these balance functions we also...

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@icmacentre: Here we go again http://t.co/n07z3cZ7

Posted: 07 Aug 2012 05:14 PM PDT

BusinessSchools: @icmacentre: Here we go again http://t.co/n07z3cZ7

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Blog Post: iMFdirect: Financial Support for Arab Countries in Transition

Posted: 07 Aug 2012 01:46 PM PDT

By Masood Ahmedread more...

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Here we go again

Posted: 07 Aug 2012 06:32 AM PDT

Education leads to a natural cycle – the UK academic year begins in the Autumn, and ends in the Summer – and this in turn leads to a recruitment cycle for those firms looking to cherry-pick the very best students for their training programmes.read more...

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Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @wallstreettech @AdvancedTrading

Posted: 07 Aug 2012 05:55 AM PDT

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

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@FelixSalmon on Nanex's #HFT animation #tcm http://t.co/i5850b5K

Posted: 07 Aug 2012 05:55 AM PDT

fin_tech: @FelixSalmon on Nanex's #HFT animation #tcm http://t.co/i5850b5K

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@Cassinthenews: Cass partners with Prodigy Finance to offer innovative international MBA financing http://t.co/yvJZwD0e

Posted: 07 Aug 2012 05:22 AM PDT

BusinessSchools: @Cassinthenews: Cass partners with Prodigy Finance to offer innovative international MBA financing http://t.co/yvJZwD0e

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Wiley-Blackwell Finance Newsletter - April

Posted: 24 Apr 2012 02:50 AM PDT

  Wiley-Blackwell Finance Newsletter:   Trading   Welcome to the Wiley-Blackwell Finance Newsletter. In this edition, we're offering you FREE access to the latest research on Trading. Wiley-Blackwell publishes some of the most widely read, frequently cited, and highly-ranked journals in the ISI's Business Finance category. Read the studies below, and find out...

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Bitcoin, the financial traders' anarchic new toy

Posted: 02 Apr 2012 07:05 AM PDT

Naomi O'Leary writes at Reuters: read more...

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Presentations & Audio from the 2012 London Low-Latency Summit

Posted: 30 Mar 2012 02:00 AM PDT

Presentations:read more...

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Video - Paul Kedrosky on Apple, BATS and HFT

Posted: 26 Mar 2012 04:58 AM PDT

Via The Big Picture:read more...

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$1.5 billion: The cost of cutting London-Toyko latency by 60ms

Posted: 21 Mar 2012 05:29 AM PDT

Via ExtremeTech:read more...

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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...

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