MoneyScience News |
- RT @Ian_Fraser: Is this a Goldman coup? My piece on Paul Deighton's appointment to H.M. Treasury http://t.co/rr7brjI3 Revolving Doors?
- RT @quartzbrained: Have you caught the latest issue of Risk Management yet? http://t.co/ErBOKOkM - Thanks Amy!
- Philosophy v science, and 'Mission Creep' in #Physics. #tcm http://t.co/Ihu0P30n
- RT @portfolioprobe: Not fooled by randomness http://t.co/YQIMZ2tn #quant #finance #performancemeasurement #rstats http://t.co/ekqeDufh
- Published / Preprint: 10Sep/Economic Consultative Committee statement on LIBOR
- Blog Post: TheFinancialServicesClub: Britain celebrates, but not why you think
- Blog Post: PatrickBurns: Not fooled by randomness
- Published / Preprint: Crises and collective socio-economic phenomena: cartoon models and challenges
- Published / Preprint: World citation and collaboration networks: uncovering the role of geography in science
- Published / Preprint: How big is too big? Critical Shocks for Systemic Failure Cascades
- Published / Preprint: Joint Scaling Theory of Human Dynamics and Network Science
- Published / Preprint: Communication dynamics in finite capacity social networks
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @rotmanschool @ProfThomas @Cornell
- Published / Preprint: Time-Frequency Dynamics of Biofuels-Fuels-Food System
- Blog Post: Falkenblog: Where Risk Taking Really Hurts
- Published / Preprint: On Geometric Ergodicity of Skewed - SVCHARME models. (arXiv:1209.1544v1 [q-fin.ST])
- UK government earmarks £10m for open access publishing http://t.co/1goCfL2V
- .@Cassinthenews: Why it's smart to innovate the smartphone http://t.co/w2b2pj5l
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @NiemannCapital @nanexllc @pattersonscott
| Posted: 10 Sep 2012 03:15 AM PDT moneyscience: RT @Ian_Fraser: Is this a Goldman coup? My piece on Paul Deighton's appointment to H.M. Treasury http://t.co/rr7brjI3 Revolving Doors? Visit MoneyScience for the Complete Article.      |
| Posted: 10 Sep 2012 03:03 AM PDT moneyscience: RT @quartzbrained: Have you caught the latest issue of Risk Management yet? http://t.co/ErBOKOkM - Thanks Amy! Visit MoneyScience for the Complete Article.    |
| Philosophy v science, and 'Mission Creep' in #Physics. #tcm http://t.co/Ihu0P30n Posted: 10 Sep 2012 03:03 AM PDT moneyscience: Philosophy v science, and 'Mission Creep' in #Physics. #tcm http://t.co/Ihu0P30n Visit MoneyScience for the Complete Article.    |
| Posted: 10 Sep 2012 03:03 AM PDT moneyscience: RT @portfolioprobe: Not fooled by randomness http://t.co/YQIMZ2tn #quant #finance #performancemeasurement #rstats http://t.co/ekqeDufh Visit MoneyScience for the Complete Article.    |
| Published / Preprint: 10Sep/Economic Consultative Committee statement on LIBOR Posted: 10 Sep 2012 02:42 AM PDT Press release about the Economic Consultative Committee statement on LIBOR (BIS Press Release 10 September 2012) Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Britain celebrates, but not why you think Posted: 10 Sep 2012 02:29 AM PDT This week sees Britain celebrating.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: PatrickBurns: Not fooled by randomness Posted: 10 Sep 2012 02:10 AM PDT The paper is “Not Fooled by Randomness: Using Random Portfolios to Analyze Investment Funds” by Roberto Stein. Here is an explanation of the idea of random portfolios.read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Crises and collective socio-economic phenomena: cartoon models and challenges Posted: 10 Sep 2012 01:29 AM PDT Financial and economic history is strewn with bubbles and crashes, booms and busts, crises and upheavals of all sorts. Understanding the origin of these events is arguably one of the most important problems in economic theory. In this paper, we review recent efforts to include heterogeneities and interactions in models of decision. We argue that the Random Field Ising model (RFIM) indeed provides... Visit MoneyScience for the Complete Article.    |
| Posted: 10 Sep 2012 01:29 AM PDT Modern information and communication technologies, especially the Internet, have diminished the role of spatial distances and territorial boundaries. This has enabled scientists for closer collaboration and internationalization. Nevertheless, geography remains an important factor affecting the dynamics of science. Hence, assessing the influence of spatial proximity between scientists is crucial... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: How big is too big? Critical Shocks for Systemic Failure Cascades Posted: 10 Sep 2012 01:29 AM PDT External or internal shocks may lead to the collapse of a system consisting of many agents. If the shock hits only one agent initially and causes it to fail, this can induce a cascade of failures among neighoring agents. Several critical constellations determine whether this cascade remains finite or reaches the size of the system, i.e. leads to systemic risk. We investigate the critical... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Joint Scaling Theory of Human Dynamics and Network Science Posted: 10 Sep 2012 01:29 AM PDT The increasing availability of large-scale data on human behavior has catalyzed simultaneous advances in network theory, capturing the scaling properties of the interactions between a large number of individuals, and human dynamics, quantifying the temporal characteristics of human activity patterns. These two areas remain disjoint, however, traditionally each pursuing as a separate modeling... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Communication dynamics in finite capacity social networks Posted: 10 Sep 2012 01:09 AM PDT In communication networks structure and dynamics are tightly coupled. The structure controls the flow of informatio 84e n and is itself shaped by the dynamical process of information exchanged between nodes. In order to reconcile structure and dynamics, a generic model, based on the local interaction between nodes, is considered for the communication in large social networks. In agreement with... Visit MoneyScience for the Complete Article.    |
| Posted: 10 Sep 2012 12:36 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @rotmanschool @ProfThomas @Cornell Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Time-Frequency Dynamics of Biofuels-Fuels-Food System Posted: 09 Sep 2012 11:59 PM PDT For the first time, we apply the wavelet coherence methodology on biofuels (ethanol and biodiesel) and a wide range of related commodities (gasoline, diesel, crude oil, corn, wheat, soybeans, sugarcane and rapeseed oil). This way, we are able to inves 801 tigate dynamics of correlations in time and across scales (frequencies) with a model-free approach. We show that correlations indeed vary in... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Where Risk Taking Really Hurts Posted: 09 Sep 2012 06:30 PM PDT Sports Illustrated has a cover story on dementia and NFL players. They mention Ray Easterling, played for 8 years in the 1970s. They note:Ray, who'd had a successful career in financial services, began making impulsive and risky decisions, a hallmark, some scientists say, of chronic traumatic encephalopathy...If risk were positively related to return, one effect of this would be for many very... Visit MoneyScience for the Complete Article.    |
| Posted: 09 Sep 2012 05:31 PM PDT Markov Chain Monte Carlo is repeatedly used to analyze the properties of intractable distributions in a convenient way. In this paper we derive conditions for geometric ergodicity of a general class of nonparametric stochastic volatility models with skewness driven by hidden Markov Chain with switching. Visit MoneyScience for the Complete Article.    |
| UK government earmarks £10m for open access publishing http://t.co/1goCfL2V Posted: 09 Sep 2012 08:38 AM PDT BusinessSchools: UK government earmarks £10m for open access publishing http://t.co/1goCfL2V Visit MoneyScience for the Complete Article.    |
| .@Cassinthenews: Why it's smart to innovate the smartphone http://t.co/w2b2pj5l Posted: 09 Sep 2012 06:20 AM PDT BusinessSchools: .@Cassinthenews: Why it's smart to innovate the smartphone http://t.co/w2b2pj5l Visit MoneyScience for the Complete Article.    |
| Posted: 09 Sep 2012 05:53 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @NiemannCapital @nanexllc @pattersonscott Visit MoneyScience for the Complete Article.    |
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