Saturday, October 27, 2012

MoneyScience News

MoneyScience News


Blog Post: PatrickBurns: US market portrait 2012 week 44

Posted: 27 Oct 2012 03:39 AM PDT

US large cap market returns.read more...

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Blog Post: TheFinancialServicesClub: The Finanser's Week: 22nd October - 28th October 2012

Posted: 27 Oct 2012 12:24 AM PDT

Our biggest stories of the past week are ... read more...

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Blog Post: TheAlephBlog: Sorted Weekly Tweets

Posted: 26 Oct 2012 09:31 PM PDT

Insuranceread more...

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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...

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Published / Preprint: No such pipe, or this pipe has been deleted

Posted: 26 Oct 2012 12:42 PM PDT

This data comes from pipes.yahoo.com but the Pipe does not exist or has been deleted.

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No such pipe, or this pipe has been deleted

Posted: 26 Oct 2012 12:35 PM PDT

This data comes from pipes.yahoo.com but the Pipe does not exist or has been deleted.

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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...

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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...

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Published / Preprint: High quality topic extraction from business news explains abnormal financial market volatility

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...

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Published / Preprint: Adaptive and bounded investment returns promote cooperation in spatial public goods games

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...

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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...

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