Thursday, September 20, 2012

MoneyScience News

MoneyScience News


Chicagoâs Booth School of Business hires a Financial Times reporter to help promote faculty research http://t.co/6CwTD2ga

Posted: 20 Sep 2012 04:45 AM PDT

BusinessSchools: Chicago’s Booth School of Business hires a Financial Times reporter to help promote faculty research http://t.co/6CwTD2ga

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Twitter, peer review and altmetrics: the future of research impact assessment http://t.co/dOcoNymT

Posted: 20 Sep 2012 04:45 AM PDT

BusinessSchools: Twitter, peer review and altmetrics: the future of research impact assessment http://t.co/dOcoNymT

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Via @MargRev - math-history paper discusses the last significant mathematicians to list the number one as prime #tcm http://t.co/s0xIXqGu

Posted: 20 Sep 2012 02:58 AM PDT

moneyscience: Via @MargRev - math-history paper discusses the last significant mathematicians to list the number one as prime #tcm http://t.co/s0xIXqGu

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Blog Post: TheAlephBlog: Neoclassical vs Austrian Economics

Posted: 20 Sep 2012 02:50 AM PDT

Before I start, I want to say that I have not read Mises, Hayek or Rothbard.  I arrived at these conclusions on my own.  I also want to quote Buffett:read more...

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Published / Preprint: 20Sep/Quantitative impact study results published by the Basel Committee

Posted: 20 Sep 2012 02:43 AM PDT

Press release about "Quantitative impact study results published by the Basel Committee " (20 September 2012)

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Blog Post: PatrickBurns: garch estimation on impossibly long series

Posted: 20 Sep 2012 02:43 AM PDT

The variability of garch estimates when the series has 100,000 returns.read more...

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Blog Post: TheFinancialServicesClub: Banks spend billions on risk management IT, but is IT working?

Posted: 20 Sep 2012 01:37 AM PDT

I was chairing a conference about risk and regulation today, and opened with the view the it is the culture of banking that needs to change.  You can force the change through regulation, but if banks really want to be able to prosper post this crisis, then it needs cultural reform.  And it’s not about the credit crisis or the sovereign debt crisis, but about the crisis of confidence...

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The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @LibertyU @BostonCollege

Posted: 20 Sep 2012 12:24 AM PDT

BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @LibertyU @BostonCollege

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Blog Post: Falkenblog: All Good Ideas Go Too Far

Posted: 19 Sep 2012 06:56 PM PDT

Willie Stark (aka Huey Long) in All the King's Men:"Im going to build a hospital, the biggest that money can buy, and it will belong to you. Any man, woman, or child who is sick or in pain can go through those doors and know that everything will be done for them that man can do. To heal sickness, to ease pain, free - not as a charity but as a right. And it is your right, do you hear me? It is...

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Published / Preprint: Hierarchical structure of stock price fluctuations in financial markets. (arXiv:1209.4175v1 [q-fin.ST])

Posted: 19 Sep 2012 05:33 PM PDT

The financial market and turbulence have been broadly compared on account of the same quantitative methods and several common stylized facts they shared. In this paper, the She-Leveque (SL) hierarchy, proposed to explain the anomalous scaling exponents deviated from Kolmogorov monofractal scaling of the velocity fluctuation in fluid turbulence, is applied to study and quantify the hierarchical...

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Blog Post: ThePracticalQuant: How ZeroVM changes analytics in the cloud

Posted: 19 Sep 2012 09:38 AM PDT

What’s so interesting about another open source virtualization platform? Find out by reading my new post on the O'Reilly Strata blog.

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Henley Business School welcomes Her Majesty the Queen for three-county Diamond Jubilee Garden Party

Posted: 19 Sep 2012 07:44 AM PDT

Henley Business School at the University of Reading was delighted to welcome Her Majesty The Queen and His Royal Highness The Duke of Edinburgh for a summer garden party on Monday 25 June.....

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Vendor News: Buy-side forced to adopt more sophisticated risk management as interconnectivity between buy-side stakeholders grows, says Algorithmics, an IBM Company

Posted: 19 Sep 2012 07:33 AM PDT

White paper analyses impact, requirements and opportunities of buy-side interconnectivityread more...

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Financial Research Centers #15: Complex Agent-Based Dynamic Networks (CABDyN) Complexity Center http://t.co/vG9bw8JZ

Posted: 19 Sep 2012 06:24 AM PDT

BusinessSchools: Financial Research Centers #15: Complex Agent-Based Dynamic Networks (CABDyN) Complexity Center http://t.co/vG9bw8JZ

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Financial Research Centers #14: Salomon Center for the Study of Financial Institutions, NYU http://t.co/GNDXHSvE

Posted: 19 Sep 2012 06:24 AM PDT

BusinessSchools: Financial Research Centers #14: Salomon Center for the Study of Financial Institutions, NYU http://t.co/GNDXHSvE

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Link Library: Black Rhino - A Financial Network Multi Agent Simulator

Posted: 19 Sep 2012 06:10 AM PDT

Black Rhino - A Financial Network Multi Agent Simulator black_rhino is an open source easy-to-use-and-adapt financial network multi agent simulation (MAS) that serves two purposes. First, it can be used as a practical tool to simulate and analyse a model banking system. This is particularly handy for central banks and policy makers, as black_rhino fills a gap in the policy-toolbox. Second, and...

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Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @MarkitEconomics @WatersTech @SellSideTech

Posted: 19 Sep 2012 05:55 AM PDT

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

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Whatâs the use of economics? Introduction to the Vox debate by Diane Coyle @diane1859 http://t.co/UEx8YxjH

Posted: 19 Sep 2012 05:07 AM PDT

BusinessSchools: What’s the use of economics? Introduction to the Vox debate by Diane Coyle @diane1859 http://t.co/UEx8YxjH

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Research Library: A measure of total research impact independent of time and discipline

Posted: 19 Sep 2012 05:01 AM PDT

Alberto Pepe, Michael J. Kurtz Abstract Authorship and citation practices evolve with time and differ by academic discipline. As such, indicators of research productivity based on citation records are naturally subject to historical and disciplinary effects. We observe these effects on a corpus of astronomer career data constructed from a database of refereed publications. We employ a simple...

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Link Library: Notes for Economists on Writing Code

Posted: 03 Jul 2012 05:25 AM PDT

Matthew Gentzkow Jesse M. Shapiro Chicago Booth June 25, 2012 Introduction Every step of every research project we do is written in code, from raw data to final paper. Doing research is therefore writing software. Over time, people who write software for a living have learned a lot about how to write it well. We follow their lead. We aim to write code that would pass muster if we worked at...

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Vendor News: SS&C Acquires GlobeOp

Posted: 27 Jun 2012 07:06 AM PDT

SS&C Technologies Holdings, Inc. (NASDAQ: SSNC), a global provider of financial services software and software-enabled services, today announced its acquisition of GlobeOp Financial Services S.A. (GlobeOp), for £4.85 per share (approximately £572 million). GlobeOp (LSE:GO) provides independent fund services, specializing in middle and back office services and integrated...

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Mark Cuban: High-Frequency Traders Are the Ultimate Hackers

Posted: 26 Jun 2012 11:03 PM PDT

This WSJ interview with Mark Cuban has received quite a lot of attention, as well as a Discussion at Slashdot.read more...

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