MoneyScience News |
- Blog Post: TheFinancialServicesClub: What really happened when the RBS payment system failed
- Published / Preprint: How are academic age, productivity and collaboration related to citing behavior of researchers?
- Published / Preprint: Profit Maximization over Social Networks
- Blog Post: TheAlephBlog: Total Return Versus Long Liabilities
- Blog Post: Falkenblog: I Would Destroy Half the Value for Half the Price
- Published / Preprint: Econoinformatics meets Data-Centric Social Sciences. (arXiv:1210.4643v1 [q-fin.GN])
- Published / Preprint: Measuring and Analysing Marginal Systemic Risk Contribution using CoVaR: A Copula Approach. (arXiv:1210.4713v1 [q-fin.RM])
- Blog Post: rob_daly: If You Can't Eliminate, Mitigate
Blog Post: TheFinancialServicesClub: What really happened when the RBS payment system failed Posted: 18 Oct 2012 02:20 AM PDT |
Posted: 18 Oct 2012 12:26 AM PDT References are an essential component of research articles and therefore of scientific communication. In this study we investigate referencing (citing) behavior in five diverse fields (astronomy, mathematics, robotics, ecology and economics) based on 213,756 core journal articles. At the macro level we find: (a) a steady increase in the number of references per article over the period studied (50... Visit MoneyScience for the Complete Article. |
Published / Preprint: Profit Maximization over Social Networks Posted: 18 Oct 2012 12:26 AM PDT Influence maximization is the problem of finding a set of influential users in a social network such that the expected spread of influence under a certain propagation model is maximized. Much of the previous work has neglected the important distinction between social influence and actual product adoption. However, as recognized in the management science literature, an individual who gets... Visit MoneyScience for the Complete Article. |
Blog Post: TheAlephBlog: Total Return Versus Long Liabilities Posted: 17 Oct 2012 09:28 PM PDT |
Blog Post: Falkenblog: I Would Destroy Half the Value for Half the Price Posted: 17 Oct 2012 07:51 PM PDT Above is the stock price over Vikram Pandit's CEO tenure. He received $1 in 2009 and 2010, but then you knew he would make that up and so in March 2011 he was given a $23MM 'retention award'. As CEO, he has a lot of power so it's hard to avoid this, and to me it highlights the problems of allocating incentives and rights in large collectives. While I'm a critic of these poor CEOs getting large... Visit MoneyScience for the Complete Article. |
Posted: 17 Oct 2012 05:32 PM PDT Our society has been computerised and globalised due to emergence and spread of information and communication technology (ICT). This enables us to investigate our own socio-economic systems based on large amounts of data on human activities. In this article, methods of treating complexity arising from a vast amount of data, and linking data from different sources, are discussed. Furthermore,... Visit MoneyScience for the Complete Article. |
Posted: 17 Oct 2012 05:32 PM PDT This paper is devoted to the quantification and analysis of marginal risk contribution of a given single financial institution i to the risk of a financial system s. Our work expands on the CoVaR concept proposed by Adrian and Brunnermeier as a tool for the measurement of marginal systemic risk contribution. We first give a mathematical definition of CoVaR_{\alpha}^{s|L^i=l}. Our definition... Visit MoneyScience for the Complete Article. |
Blog Post: rob_daly: If You Can't Eliminate, Mitigate Posted: 17 Oct 2012 03:33 PM PDT |
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