MoneyScience News |
- For Sale: MBA Admissions Essays That Worked Once http://t.co/4uCZltuR
- The Aspen Institute quietly drops Business School Sustainability Rankings http://t.co/bDFiL6z8
- No other city in the world can boast tougher business school competition than Boston, USA http://t.co/BRZHx4AF
- Disciplining Your Theorizing: Three Frank Questions #tcm http://t.co/5iS7qIXx
- .@icmacentre: Welcome Day 2012 http://t.co/u3jw2Bsg
- 'Having fun with economics & Lord Skidelsky' http://t.co/kKx5dwhX & 'Further thoughts on mathematics & economics' http://t.co/zsCRUvyp
- Disciplining Your Theorizing: Three Frank Questions #tcm http://t.co/TBN3sqO7
- Financial innovation: The bright and the dark sides
- Hackers leak 120,000 student records in raid on world's top 100 Universities http://t.co/HoS9ipEQ
- The Death of the Data Center Has Been Greatly Exaggerated #tcm http://t.co/wE1keCO8
- The Death of the Data Center Has Been Greatly Exaggerated #tcm http://t.co/riHEwLQC
- Blog Post: TheFinancialServicesClub: Financial brands falling (again)
- RT @StanleyEpstein: What do cyberattacks mean for the banking industry? http://t.co/44BovVAa #bank #citadv
- The Financial Education Daily is out! http://t.co/TYluKzUv
- Blog Post: Falkenblog: More Evidence that Envy Trumps Greed
- Published / Preprint: A Stochastic Delay Model For Pricing Debt And Loan Guarantees: Theoretical Results. (arXiv:1210.0570v1 [q-fin.PR])
- Published / Preprint: Strong Convergence for Euler-Maruyama and Milstein Schemes with Asymptotic Method. (arXiv:1210.0670v1 [q-fin.CP])
- Published / Preprint: Convex order of discrete, continuous and predictable quadratic variation & applications to options on variance. (arXiv:1103.2310v2 [q-fin.PR] UPDATED)
- Published / Preprint: The string prediction models as an invariants of time series in forex market. (arXiv:1109.0435v2 [q-fin.TR] UPDATED)
- Published / Preprint: Risk Premia and Optimal Liquidation of Credit Derivatives. (arXiv:1110.0220v2 [q-fin.PR] UPDATED)
- Published / Preprint: A Mechanical Explanation of Share Price Path Selection
- Blog Post: rob_daly: Can You Regulate Good Software?
- Research Centers #18: Warwick University Centre for Complexity Science http://t.co/YDZqPqEn @warwickuni
- Research Centers #17: The New England Complex Systems Institute http://t.co/ZrYi8tYb @NECSI @yaneerbaryam
- Research Library: Equity Trading and the Allocation of Market Data Revenue
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @WatersTech @DeutscheBoerse @nanexllc
- Published / Preprint: The beneficial role of random strategies in social and financial systems
- Published / Preprint: The European debt crisis: Defaults and market equilibrium
- Published / Preprint: Bootstrapping topology and systemic risk of complex network using the fitness model
- Published / Preprint: Graph Size Estimation
- PhD physicist, Gregg Berman, will head the SECs planned office of analytics and research via @ReformedBroker #tcm http://t.co/a5KPIwCx
- Andrew Haldane: What have the economists ever done for us? http://t.co/iU9nyxx5
- Misconduct, not error, accounts for most scientific paper retractions, new study finds http://t.co/oKvah6Pb
- Total undergrad degrees in computer science increased recently, but 2011 figure was still 34% lower than peak in 2004 http://t.co/EbhueKSh
- Wired Magazine asks how Wall Street Got Addicted to High-Frequency Trading
| For Sale: MBA Admissions Essays That Worked Once http://t.co/4uCZltuR Posted: 03 Oct 2012 04:51 AM PDT BusinessSchools: For Sale: MBA Admissions Essays That Worked Once http://t.co/4uCZltuR Visit MoneyScience for the Complete Article.      |
| The Aspen Institute quietly drops Business School Sustainability Rankings http://t.co/bDFiL6z8 Posted: 03 Oct 2012 04:51 AM PDT BusinessSchools: The Aspen Institute quietly drops Business School Sustainability Rankings http://t.co/bDFiL6z8 Visit MoneyScience for the Complete Article.    |
| Posted: 03 Oct 2012 04:51 AM PDT BusinessSchools: No other city in the world can boast tougher business school competition than Boston, USA http://t.co/BRZHx4AF Visit MoneyScience for the Complete Article.    |
| Disciplining Your Theorizing: Three Frank Questions #tcm http://t.co/5iS7qIXx Posted: 03 Oct 2012 04:17 AM PDT BusinessSchools: Disciplining Your Theorizing: Three Frank Questions #tcm http://t.co/5iS7qIXx Visit MoneyScience for the Complete Article.    |
| .@icmacentre: Welcome Day 2012 http://t.co/u3jw2Bsg Posted: 03 Oct 2012 04:17 AM PDT BusinessSchools: .@icmacentre: Welcome Day 2012 http://t.co/u3jw2Bsg Visit MoneyScience for the Complete Article.    |
| Posted: 03 Oct 2012 04:17 AM PDT BusinessSchools: 'Having fun with economics & Lord Skidelsky' http://t.co/kKx5dwhX & 'Further thoughts on mathematics & economics' http://t.co/zsCRUvyp Visit MoneyScience for the Complete Article.    |
| Disciplining Your Theorizing: Three Frank Questions #tcm http://t.co/TBN3sqO7 Posted: 03 Oct 2012 04:05 AM PDT moneyscience: Disciplining Your Theorizing: Three Frank Questions #tcm http://t.co/TBN3sqO7 Visit MoneyScience for the Complete Article.    |
| Financial innovation: The bright and the dark sides Posted: 03 Oct 2012 03:59 AM PDT read more... Visit MoneyScience for the Complete Article.    |
| Hackers leak 120,000 student records in raid on world's top 100 Universities http://t.co/HoS9ipEQ Posted: 03 Oct 2012 03:20 AM PDT BusinessSchools: Hackers leak 120,000 student records in raid on world's top 100 Universities http://t.co/HoS9ipEQ Visit MoneyScience for the Complete Article.    |
| The Death of the Data Center Has Been Greatly Exaggerated #tcm http://t.co/wE1keCO8 Posted: 03 Oct 2012 03:11 AM PDT moneyscience: The Death of the Data Center Has Been Greatly Exaggerated #tcm http://t.co/wE1keCO8 Visit MoneyScience for the Complete Article.    |
| The Death of the Data Center Has Been Greatly Exaggerated #tcm http://t.co/riHEwLQC Posted: 03 Oct 2012 03:01 AM PDT fin_tech: The Death of the Data Center Has Been Greatly Exaggerated #tcm http://t.co/riHEwLQC Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Financial brands falling (again) Posted: 03 Oct 2012 01:35 AM PDT Interbrand published their Global Top Brands report yesterday, which makes for interesting reading.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 03 Oct 2012 12:58 AM PDT fin_tech: RT @StanleyEpstein: What do cyberattacks mean for the banking industry? http://t.co/44BovVAa #bank #citadv Visit MoneyScience for the Complete Article.    |
| The Financial Education Daily is out! http://t.co/TYluKzUv Posted: 03 Oct 2012 12:23 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: More Evidence that Envy Trumps Greed Posted: 02 Oct 2012 07:01 PM PDT Two Israeli economists, Haim Levy and Guy Kaplanski, have a new article, Investment Choices with Envy and Altruism. The go over what kind of utility functions can rationalize the following preferences. They asked people about the following scenarios: 1.The value of the subjectรข€™s investment in stocks increases during the year from $25,000 to $27,500, and the stock index also increased at... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Oct 2012 05:32 PM PDT We consider that the price of a firm follows a non linear stochastic delay differential equation. We also assume that any claim value whose value depends on firm value and time follows a non linear stochastic delay differential equation. Using self-financed strategy and duplication we are able to derive a Random Partial Differential Equation (RPDE) that any claim whose value depends on firm value... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Oct 2012 05:32 PM PDT Motivated by weak convergence results in [Takahashi, A. and Yoshida, N., Monte Carlo simulation with asymptotic method, J. Japan Statist. Soc., Vol. 35 No. 2, 171-203, 2005.], we show strong convergence for an accelerated Euler-Maruyama scheme applied to perturbed stochastic differential equations. The Milstein scheme with the same acceleration is also discussed as an extended result. The... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Oct 2012 05:32 PM PDT We consider a square-integrable semimartingale and investigate the convex order relations between its discrete, continuous and predictable quadratic variation. As the main results, we show that if the semimartingale has conditionally independent increments and symmetric jump measure, then its discrete realized variance dominates its quadratic variation in increasing convex order. The results have... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Oct 2012 05:32 PM PDT In this paper we apply a new approach of the string theory to the real financial market. It is direct extension and application of the work [1] into prediction of prices. The models are constructed with an idea of prediction models based on the string invariants (PMBSI). The performance of PMBSI is compared to support vector machines (SVM) and artificial neural networks (ANN) on an artificial and... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Oct 2012 05:32 PM PDT This paper studies the optimal timing to liquidate credit derivatives in a general intensity-based credit risk model under stochastic interest rate. We incorporate the potential price discrepancy between the market and investors, which is characterized by risk-neutral valuation under different default risk premia specifications. We quantify the value of optimally timing to sell through the... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: A Mechanical Explanation of Share Price Path Selection Posted: 02 Oct 2012 01:58 PM PDT The purpose of this paper is to explain share price movement in the short term based on the interaction of historical traded volumes and the associated traded values; both of which constitute the internal structure of the market for the particular security that is built on two premises: The distribution of volume at different points in time' The excess/deficit in initial liquidity generated from... Visit MoneyScience for the Complete Article.    |
| Blog Post: rob_daly: Can You Regulate Good Software? Posted: 02 Oct 2012 11:01 AM PDT Can You Regulate Good Software?read more... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Oct 2012 09:10 AM PDT BusinessSchools: Research Centers #18: Warwick University Centre for Complexity Science http://t.co/YDZqPqEn @warwickuni Visit MoneyScience for the Complete Article.    |
| Posted: 02 Oct 2012 09:10 AM PDT BusinessSchools: Research Centers #17: The New England Complex Systems Institute http://t.co/ZrYi8tYb @NECSI @yaneerbaryam Visit MoneyScience for the Complete Article.    |
| Research Library: Equity Trading and the Allocation of Market Data Revenue Posted: 02 Oct 2012 07:53 AM PDT Cecilia Caglio and Stewart Mayhew Abstract: Revenues generated from the sales of consolidated data represent a substantial source of income for U.S. stock exchanges. Until 2007, consolidated data revenue was allocated in proportion to the number of reported trades. This allocation rule encouraged market participants to break up large trades and execute them in multiple pieces.... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Oct 2012 05:56 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 รข–¸ Top stories today via @WatersTech @DeutscheBoerse @nanexllc Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The beneficial role of random strategies in social and financial systems Posted: 02 Oct 2012 05:53 AM PDT In this paper we focus on the beneficial role of random strategies in social sciences by means of simple mathematical and computational models. We briefly review recent results obtained by two of us in previous contributions for the case of the Peter principle and the efficiency of a Parliament. Then, we develop a new application of random strategies to the case of financial trading and discuss... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The European debt crisis: Defaults and market equilibrium Posted: 02 Oct 2012 05:53 AM PDT During the last two years, Europe has been facing a debt crisis, and d3e Greece has been at its center. In response to the crisis, drastic actions have been taken, including the halving of Greek debt. Policy makers acted because interest rates for sovereign debt increased dramatically. High interest rates imply that default is likely due to economic conditions. High interest rates also increase... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Oct 2012 05:53 AM PDT We present a novel method to reconstruct complex network from partial information. We assume to know the links only for a subset of the nodes and to know some non-topological quantity (fitness) characterising every node. The missing links are generated on the basis of the latter quan- tity according to a fitness model calibrated on the subset of nodes for which links are known. We measure the... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Graph Size Estimation Posted: 02 Oct 2012 05:53 AM PDT Many online networks are not fully known and are often studied via sampling. Random Walk (RW) based techniques are the current state-of-the-art for estimating nodal attributes and local graph properties, but estimating global properties remains a challenge. In this paper, we are interested in a fund 8c2 amental property of this type - the graph size N, i.e., the number of its nodes. Existing... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Oct 2012 05:43 AM PDT fin_tech: PhD physicist, Gregg Berman, will head the SECs planned office of analytics and research via @ReformedBroker #tcm http://t.co/a5KPIwCx Visit MoneyScience for the Complete Article.    |
| Andrew Haldane: What have the economists ever done for us? http://t.co/iU9nyxx5 Posted: 02 Oct 2012 05:20 AM PDT BusinessSchools: Andrew Haldane: What have the economists ever done for us? http://t.co/iU9nyxx5 Visit MoneyScience for the Complete Article.    |
| Posted: 02 Oct 2012 05:19 AM PDT BusinessSchools: Misconduct, not error, accounts for most scientific paper retractions, new study finds http://t.co/oKvah6Pb Visit MoneyScience for the Complete Article.    |
| Posted: 02 Oct 2012 05:19 AM PDT BusinessSchools: Total undergrad degrees in computer science increased recently, but 2011 figure was still 34% lower than peak in 2004 http://t.co/EbhueKSh Visit MoneyScience for the Complete Article.    |
| Wired Magazine asks how Wall Street Got Addicted to High-Frequency Trading Posted: 06 Aug 2012 11:21 PM PDT The high-frequency trading debate has been polarising opinion for years now, and with little impact on the march of the technologies which are enabling it. Here at MoneyScience, we try not to take a view on the ethics or cultural impact of HFT - we like the evolution of technology as a rule, but dislike speculation when it comes at the expense of markets which would otherwise provide a socially... Visit MoneyScience for the Complete Article.    |
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