MoneyScience News |
- Blog Post: PatrickBurns: US market portrait 2012 week 44
- Blog Post: TheFinancialServicesClub: The Finanser's Week: 22nd October - 28th October 2012
- Blog Post: TheAlephBlog: Sorted Weekly Tweets
- Blog Post: Falkenblog: Wittiest Sentence I've Read This Year
- Published / Preprint: No such pipe, or this pipe has been deleted
- No such pipe, or this pipe has been deleted
- Published / Preprint: Complex Systems with Trivial Dynamics
- Published / Preprint: Stability analysis of financial contagion due to overlapping portfolios
- Published / Preprint: High quality topic extraction from business news explains abnormal financial market volatility
- Published / Preprint: Adaptive and bounded investment returns promote cooperation in spatial public goods games
- Research Library: Predatory Trading (pdf)
Blog Post: PatrickBurns: US market portrait 2012 week 44 Posted: 27 Oct 2012 03:39 AM PDT |
Blog Post: TheFinancialServicesClub: The Finanser's Week: 22nd October - 28th October 2012 Posted: 27 Oct 2012 12:24 AM PDT |
Blog Post: TheAlephBlog: Sorted Weekly Tweets Posted: 26 Oct 2012 09:31 PM PDT |
Blog Post: Falkenblog: Wittiest Sentence I've Read This Year Posted: 26 Oct 2012 08:26 PM PDT Steve Pinker attempts to explain the difference between Red and Blue states, and also why gays, guns, and taxes are correlated policy positions. In the process he notes that conservatives tend to have a pessimistic vision of human nature, liberals, a more optimistic notion: The metaphors may be corollaries of the tragic and utopian visions, since different parenting practices are called for... Visit MoneyScience for the Complete Article. |
Published / Preprint: No such pipe, or this pipe has been deleted Posted: 26 Oct 2012 12:42 PM PDT |
No such pipe, or this pipe has been deleted Posted: 26 Oct 2012 12:35 PM PDT |
Published / Preprint: Complex Systems with Trivial Dynamics Posted: 26 Oct 2012 08:22 AM PDT In this communication, complex systems with a near trivial dynamics are addressed. First, under the hypothesis of equiprobability in the asymptotic equilibrium, it is shown that the (hyper) planar geometry of an $N$-dimensional multi-agent economic system implies the exponential (Boltzmann-Gibss) wealth distribution and that the spherical geometry of a gas of particles implies the Gaussian... Visit MoneyScience for the Complete Article. |
Published / Preprint: Stability analysis of financial contagion due to overlapping portfolios Posted: 26 Oct 2012 08:22 AM PDT Common asset holdings are widely believed to have been the primary vector of contagion in the recent financial crisis. We develop a network approach to the amplification of financial contagion due to the combination of overlapping portfolios and leverage, and we show how it can be understood in terms of a generalized branching process. By studying a stylized model we estimate the circumstances... Visit MoneyScience for the Complete Article. |
Posted: 26 Oct 2012 08:22 AM PDT Understanding the mutual relationships between information flows and social activity in society today is one of the cornerstones of the social sciences. In financial economics, the key issue in this regard is understanding and quantifying how news of all possible types (geopolitical, environmental, social, financial, economic, etc.) affect trading and the pricing of firms in organized stock... Visit MoneyScience for the Complete Article. |
Posted: 26 Oct 2012 08:22 AM PDT The public goods game is one of the most famous models for studying the evolution of cooperation in sizable groups. The multiplication factor in this game can characterize the investment return from the public good, which may be variable depending on the interactive environment in realistic situations. Instead of using the same universal value, here we consider that the multiplication factor in... Visit MoneyScience for the Complete Article. |
Research Library: Predatory Trading (pdf) Posted: 24 Sep 2012 06:13 AM PDT Markus K. Brunnermeier and Lasse Heje Pedersen Abstract This paper studies predatory trading, trading that induces and/or exploits the need of other investors to reduce their positions.We show that if one trader needs to sell, others also sell and subsequently buy back the asset. This leads to price overshooting and a reduced liquidation value for the distressed trader. Hence, the market is... Visit MoneyScience for the Complete Article. |
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