MoneyScience News |
- Patterns for research in machine learning #ml http://t.co/rEeHAmdo
- Blog Post: TheAlephBlog: Book Review: The Payoff
- RT @FuturICT: 2 #postdoc positions available at Prof. Dirk Helbing's lab #futurict #complexsystems http://t.co/wvR9q3rK
- RT @FuturICT: 2 #postdoc positions available at Prof. Dirk Helbingâs lab #futurict #complexsystems http://t.co/1nJOlWYl
- RT @FuturICT: 2 #postdoc positions available at Prof. Dirk Helbing's lab #futurict #complexsystems http://t.co/TlqYrbg1
- Crazy stuff: How to bring Turing's computational order to an irregular universe based on Penrose tiles #tcm http://t.co/0nguTCNk
- Crazy stuff: How to bring Turing's computational order to an irregular universe based on Penrose tiles #tcm http://t.co/fJFWmq0X
- Beliefs drive investors more than preferences, study finds
- Gender bias in leading scientific journals http://t.co/OXb8Ihvm
- arXiv gets five-year grant for its scientific repository http://t.co/tKX30AFr
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @Georgetown @NCStateMBA @LibertyU
- Blog Post: TheFinancialServicesClub: Things worth reading: 4th September 2012
- Published / Preprint: Optimal relaxed portfolio strategies for growth rate maximization problems with transaction costs. (arXiv:1209.0305v1 [q-fin.PM])
- Published / Preprint: First order strong approximations of scalar SDEs with values in a domain. (arXiv:1209.0390v1 [q-fin.CP])
- EMBA student wins Muhtar and Defne Kent Prize in Entrepreneurship
- Feast in the Front Office, Famine in the Back Office #tcm http://t.co/3OV9GJZO
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @QuantHouseNews @StatProGroup @Finacle
- Video - Milton Friedman on 'Myths that conceal reality' (1977) http://t.co/kz5RHAhO
- Special Report: The algorithmic arms race
- Call for Papers: Complex 2012: 2nd International ICST Conference on Complex Sciences: Theory and Applications
- Podcast - The State of the Art in Low Latency - The Daly Post
- Event: Introduction to Hedging with Options - London
- Event: Introduction to Hedging with Futures - London
Patterns for research in machine learning #ml http://t.co/rEeHAmdo Posted: 04 Sep 2012 02:41 AM PDT |
Blog Post: TheAlephBlog: Book Review: The Payoff Posted: 04 Sep 2012 02:14 AM PDT |
Posted: 04 Sep 2012 02:05 AM PDT |
Posted: 04 Sep 2012 02:05 AM PDT |
Posted: 04 Sep 2012 02:04 AM PDT |
Posted: 04 Sep 2012 02:04 AM PDT |
Posted: 04 Sep 2012 01:37 AM PDT |
Beliefs drive investors more than preferences, study finds Posted: 04 Sep 2012 01:36 AM PDT |
Gender bias in leading scientific journals http://t.co/OXb8Ihvm Posted: 04 Sep 2012 01:27 AM PDT |
arXiv gets five-year grant for its scientific repository http://t.co/tKX30AFr Posted: 04 Sep 2012 01:27 AM PDT |
Posted: 04 Sep 2012 12:33 AM PDT |
Blog Post: TheFinancialServicesClub: Things worth reading: 4th September 2012 Posted: 03 Sep 2012 11:16 PM PDT |
Posted: 03 Sep 2012 05:33 PM PDT In this paper we investigate a new class of growth rate maximization problems based on impulse control strategies such that the average number of trades per unit does not exceed a fixed level. Moreover, we include proportional transaction costs to make the portfolio problem more realistic. We provide a Verification Theorem to compute the optimal growth rate as well as an optimal trading strategy.... Visit MoneyScience for the Complete Article. |
Posted: 03 Sep 2012 05:33 PM PDT We are interested in strong approximations of one-dimensional SDEs which have non-Lipschitz coefficients and which take values in a domain. Under a set of general assumptions we derive an implicit scheme that preserves the domain of the SDEs and is strongly convergent with rate one. Moreover, we show that this general result can be applied to many SDEs we encounter in mathematical finance and... Visit MoneyScience for the Complete Article. |
EMBA student wins Muhtar and Defne Kent Prize in Entrepreneurship Posted: 03 Sep 2012 12:01 PM PDT |
Feast in the Front Office, Famine in the Back Office #tcm http://t.co/3OV9GJZO Posted: 03 Sep 2012 06:01 AM PDT |
Posted: 03 Sep 2012 05:49 AM PDT |
Video - Milton Friedman on 'Myths that conceal reality' (1977) http://t.co/kz5RHAhO Posted: 03 Sep 2012 05:30 AM PDT |
Special Report: The algorithmic arms race Posted: 21 May 2012 03:17 AM PDT |
Posted: 03 May 2012 06:42 AM PDT |
Podcast - The State of the Art in Low Latency - The Daly Post Posted: 02 May 2012 06:34 AM PDT |
Event: Introduction to Hedging with Options - London Posted: 25 Apr 2012 05:17 AM PDT Location: The London Metal Exchange; Date: September 13th, 2012; This course is designed to introduce you to the terminology and characteristics of traded options, the principles of how option pricing models work and hedging strategies. The course will highlight how the theory of hedging with options can be implemented at an organisational level.read more... Visit MoneyScience for the Complete Article. |
Event: Introduction to Hedging with Futures - London Posted: 25 Apr 2012 05:15 AM PDT Location: The London Metal Exchange; Date: September 12th, 2012; This course will provide you with a thorough understanding of the basics of hedging with futures, covering market terminology, trading strategies and margining of LME futures contracts.read more... Visit MoneyScience for the Complete Article. |
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