Tuesday, September 4, 2012

MoneyScience News

MoneyScience News


Patterns for research in machine learning #ml http://t.co/rEeHAmdo

Posted: 04 Sep 2012 02:41 AM PDT

BusinessSchools: Patterns for research in machine learning #ml http://t.co/rEeHAmdo

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Blog Post: TheAlephBlog: Book Review: The Payoff

Posted: 04 Sep 2012 02:14 AM PDT

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RT @FuturICT: 2 #postdoc positions available at Prof. Dirk Helbing's lab #futurict #complexsystems http://t.co/wvR9q3rK

Posted: 04 Sep 2012 02:05 AM PDT

fin_tech: RT @FuturICT: 2 #postdoc positions available at Prof. Dirk Helbing’s lab #futurict #complexsystems http://t.co/wvR9q3rK

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RT @FuturICT: 2 #postdoc positions available at Prof. Dirk Helbingâs lab #futurict #complexsystems http://t.co/1nJOlWYl

Posted: 04 Sep 2012 02:05 AM PDT

BusinessSchools: RT @FuturICT: 2 #postdoc positions available at Prof. Dirk Helbing’s lab #futurict #complexsystems http://t.co/1nJOlWYl

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RT @FuturICT: 2 #postdoc positions available at Prof. Dirk Helbing's lab #futurict #complexsystems http://t.co/TlqYrbg1

Posted: 04 Sep 2012 02:04 AM PDT

moneyscience: RT @FuturICT: 2 #postdoc positions available at Prof. Dirk Helbing’s lab #futurict #complexsystems http://t.co/TlqYrbg1

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Crazy stuff: How to bring Turing's computational order to an irregular universe based on Penrose tiles #tcm http://t.co/0nguTCNk

Posted: 04 Sep 2012 02:04 AM PDT

moneyscience: Crazy stuff: How to bring Turing's computational order to an irregular universe based on Penrose tiles #tcm http://t.co/0nguTCNk

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Crazy stuff: How to bring Turing's computational order to an irregular universe based on Penrose tiles #tcm http://t.co/fJFWmq0X

Posted: 04 Sep 2012 01:37 AM PDT

fin_tech: Crazy stuff: How to bring Turing's computational order to an irregular universe based on Penrose tiles #tcm http://t.co/fJFWmq0X

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Beliefs drive investors more than preferences, study finds

Posted: 04 Sep 2012 01:36 AM PDT

If experts thought they knew anything about individual investors, it was this: their emotions lead them to sell winning stocks too soon and hold on to losers too long.read more...

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Gender bias in leading scientific journals http://t.co/OXb8Ihvm

Posted: 04 Sep 2012 01:27 AM PDT

BusinessSchools: Gender bias in leading scientific journals http://t.co/OXb8Ihvm

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arXiv gets five-year grant for its scientific repository http://t.co/tKX30AFr

Posted: 04 Sep 2012 01:27 AM PDT

BusinessSchools: arXiv gets five-year grant for its scientific repository http://t.co/tKX30AFr

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

Posted: 04 Sep 2012 12:33 AM PDT

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

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Blog Post: TheFinancialServicesClub: Things worth reading: 4th September 2012

Posted: 03 Sep 2012 11:16 PM PDT

Things we're reading today include ...read more...

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Published / Preprint: Optimal relaxed portfolio strategies for growth rate maximization problems with transaction costs. (arXiv:1209.0305v1 [q-fin.PM])

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....

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Published / Preprint: First order strong approximations of scalar SDEs with values in a domain. (arXiv:1209.0390v1 [q-fin.CP])

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...

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EMBA student wins Muhtar and Defne Kent Prize in Entrepreneurship

Posted: 03 Sep 2012 12:01 PM PDT

Coca-Cola CEO and Cass alumnus, Muhtar Kent, awards £3,200 prize

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Feast in the Front Office, Famine in the Back Office #tcm http://t.co/3OV9GJZO

Posted: 03 Sep 2012 06:01 AM PDT

fin_tech: Feast in the Front Office, Famine in the Back Office #tcm http://t.co/3OV9GJZO

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Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @QuantHouseNews @StatProGroup @Finacle

Posted: 03 Sep 2012 05:49 AM PDT

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

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Video - Milton Friedman on 'Myths that conceal reality' (1977) http://t.co/kz5RHAhO

Posted: 03 Sep 2012 05:30 AM PDT

BusinessSchools: Video - Milton Friedman on 'Myths that conceal reality' (1977) http://t.co/kz5RHAhO

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Special Report: The algorithmic arms race

Posted: 21 May 2012 03:17 AM PDT

I actually saw David Harding give a talk at the Royal Institution 14-10 Club last year and he threw up a powerpoint slide displaying one of the Winton Capital's strategies. It lwas somewhat more complex than this:read more...

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Call for Papers: Complex 2012: 2nd International ICST Conference on Complex Sciences: Theory and Applications

Posted: 03 May 2012 06:42 AM PDT

Call for Papersread more...

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Podcast - The State of the Art in Low Latency - The Daly Post

Posted: 02 May 2012 06:34 AM PDT

Rob Daly is a financial tech journalist who produces the rather excellent Daly Post Podcast. In this most recent edition he asks:read more...

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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...

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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...

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