MoneyScience News |
- Daniel Kahneman's open e-mail to researchers who work on social priming http://t.co/2sioei1Q
- Blog Post: TheFinancialServicesClub: The future of the cash machine
- Published / Preprint: 08Oct/Basel III implementation progress report published by the Basel Committee
- Vendor News: Fidessa expands Asian footprint with Mumbai base
- The Financial Education Daily is out! http://t.co/TYluKzUv ⸠Top stories today via @StanfordBiz
- Blog Post: Falkenblog: Short Sales as a Coasian Solution
- Published / Preprint: A New Kind of Finance. (arXiv:1210.1588v1 [q-fin.CP])
- Published / Preprint: Portfolio Choice in Markets with Contagion. (arXiv:1210.1598v1 [q-fin.PM])
- Published / Preprint: Optimal order placement in limit order markets. (arXiv:1210.1625v1 [q-fin.TR])
- Published / Preprint: Three state herding model of the financial markets. (arXiv:1210.1838v1 [q-fin.ST])
- Financial Technology News Report is out! http://t.co/Jds9GCg0 : Top stories today via @IBMInitiate @JaffrayW
- Event: 'Shaping Your Culture Via Risk Appetite' Free One Hour Webinar
- Wired Magazine asks how Wall Street Got Addicted to High-Frequency Trading
- Link Library: Tobias Preis's GPGPU Research Page
- Algorithmic Trading Glitch Costs Knight Capital $440 Million
- FIA European Principal Traders Association Market Integrity Framework: Best Practices to Preserve Market Integrity
| Daniel Kahneman's open e-mail to researchers who work on social priming http://t.co/2sioei1Q Posted: 08 Oct 2012 04:19 AM PDT BusinessSchools: Daniel Kahneman's open e-mail to researchers who work on social priming http://t.co/2sioei1Q Visit MoneyScience for the Complete Article.      |
| Blog Post: TheFinancialServicesClub: The future of the cash machine Posted: 08 Oct 2012 04:18 AM PDT I’ve blogged about the cash machine of the future before, with BBVA coming up with the idea of side-facing screens.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Oct 2012 02:03 AM PDT Press release about the publication of a Basel III implementation progress report (8 October 2012) Visit MoneyScience for the Complete Article.    |
| Vendor News: Fidessa expands Asian footprint with Mumbai base Posted: 08 Oct 2012 01:14 AM PDT    |
| Posted: 08 Oct 2012 12:36 AM PDT BusinessSchools: The Financial Education Daily is out! http://t.co/TYluKzUv â–¸ Top stories today via @StanfordBiz Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Short Sales as a Coasian Solution Posted: 07 Oct 2012 06:35 PM PDT The Coase theorem states that if there are no transaction costs, bargaining will lead to the same outcome regardless of the allocation of property rights. This highly counterintuitive result has a very profound implication, such as that the law should focus more on predictability than justice, because if one suffices with a reasonably just law that is highly predictable, one should expect the... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: A New Kind of Finance. (arXiv:1210.1588v1 [q-fin.CP]) Posted: 07 Oct 2012 05:34 PM PDT Finance has benefited from the Wolfram's NKS approach but it can and will benefit even more in the future, and the gains from the influence may actually be concentrated among practitioners who unintentionally employ those principles as a group. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Portfolio Choice in Markets with Contagion. (arXiv:1210.1598v1 [q-fin.PM]) Posted: 07 Oct 2012 05:34 PM PDT We consider the problem of optimal investment and consumption in a class of multidimensional jump-diffusion models in which asset prices are subject to mutually exciting jump processes. This captures a type of contagion where each downward jump in an asset's price results in increased likelihood of further jumps, both in that asset and in the other assets. We solve in closed-form the dynamic... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Optimal order placement in limit order markets. (arXiv:1210.1625v1 [q-fin.TR]) Posted: 07 Oct 2012 05:34 PM PDT To execute a trade, participants in electronic equity markets may choose to submit limit orders or market orders across various exchanges where a stock is traded. This decision is influenced by the characteristics of the order flow and queue sizes in each limit order book, as well as the structure of transaction fees and rebates across exchanges. We propose a quantitative framework for studying... Visit MoneyScience for the Complete Article.    |
| Posted: 07 Oct 2012 05:34 PM PDT We propose a Markov jump process with the three state herding interaction. We see our approach as an agent-based model for the financial markets. Under certain assumptions this agent-based model can be related to the stochastic description exhibiting sophisticated statistical features. Along with power-law probability density function of the absolute returns we are able to reproduce the fractured... Visit MoneyScience for the Complete Article.    |
| Posted: 07 Oct 2012 05:47 AM PDT fin_tech: Financial Technology News Report is out! http://t.co/Jds9GCg0 â–¸ Top stories today via @IBMInitiate @JaffrayW Visit MoneyScience for the Complete Article.    |
| Event: 'Shaping Your Culture Via Risk Appetite' Free One Hour Webinar Posted: 15 Aug 2012 08:43 AM PDT Location: Online; Date: October 18th, 2012; Join Andrew Smart, the CEO of StratexSystems, as he presents a one-hour webinar on Shaping Your Organisational Culture via Risk Appetite. He will explain briefly explain risk appetite and how it can be linked into the overall strategy and risk management process of an organisation. He will then go on to explain how Risk Appetite statements work... 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.    |
| Link Library: Tobias Preis's GPGPU Research Page Posted: 03 Aug 2012 08:51 AM PDT Dr Tobia Preis has compiled a fantastic list of selected publications in GPGPU Computing: A recent trend in computer science and related fields is General-Purpose computation on Graphics Processing Units (GPGPU), which can yield impressive performance, i.e. the required processing times can be reduced to a great extent. The Compute Unified Device Architecture (CUDA) is a programming... Visit MoneyScience for the Complete Article.    |
| Algorithmic Trading Glitch Costs Knight Capital $440 Million Posted: 02 Aug 2012 12:02 PM PDT Via Slashdot:read more... Visit MoneyScience for the Complete Article.    |
| Posted: 27 Jul 2012 04:32 AM PDT As part of ongoing efforts to safeguard market integrity, FIA European Principal Traders Association today published a set of best practices to help principal trading firms prevent market manipulation and reduce risks. read more... Visit MoneyScience for the Complete Article.    |
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