MoneyScience News |
- Blog Post: TheFinancialServicesClub: TFI Friday ... the funniest bank ads
- Blog Post: TheAlephBlog: If you Want to be Well-off in Life
- Blog Post: OlsenBlog: TEDxZurich: Who Controls The World
- Research Library: Forecasting Model for Crude Oil Price Using Artificial Neural Networks and Commodity Futures Prices
- The Financial Education Daily is out! http://t.co/mgDaff68 ⸠Top stories today via @MITSloanExecEd
- Blog Post: Falkenblog: The Perils of Winding Down
- Research Library: High Frequency Trading and Mini Flash Crashes
- .@icmacentre: Chancellorâs Awards Celebratory Reception http://t.co/lkN4AtoT
- Published / Preprint: Can there be an explicit formula for implied volatility?
- Published / Preprint: Will Central Counterparties become the New Rating Agencies?
- Published / Preprint: High Frequency Trading and Mini Flash Crashes
- Published / Preprint: Exploring the Mobility of Mobile Phone Users
- Published / Preprint: Unstable Price Dynamics as a Result of Information Absorption in Speculative Markets
- Published / Preprint: Records in stochastic processes -- Theory and applications
- Call for book chapters: âCorporate Governance in Emerging Markets: Theories, Practices and Casesâ
- Call for Papers: Conference on Currency Trading and Risk Premia - Oxford Man Institute of #Quant Finance @OxManInst http://t.co/1T1lMioi
| Blog Post: TheFinancialServicesClub: TFI Friday ... the funniest bank ads Posted: 30 Nov 2012 03:32 AM PST It’s Friday so it’s fun day.read more... Visit MoneyScience for the Complete Article.      |
| Blog Post: TheAlephBlog: If you Want to be Well-off in Life Posted: 30 Nov 2012 03:09 AM PST I write this because it should be obvious but is not. I grew up in a house where my Dad earned an average income from his business, but my Mom took around 10% of the income and invested it half in utilities and half in growth stocks. As my Mom said to me, “My utilities are my bonds.”read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: OlsenBlog: TEDxZurich: Who Controls The World Posted: 30 Nov 2012 03:04 AM PST James B. Glattfelder – a researcher and trading model developer at Olsen Ltd – had the chance to speak at the TEDxZurich. Read more about James on the TEDxZurich website.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 30 Nov 2012 12:59 AM PST Siddhivinayak Kulkarni University of Ballarat Imad Haidar University of Ballarat Abstract This paper presents a model based on multilayer feedforward neural network to forecast crude oil spot price direction in the short-term, up to three days ahead. A great deal of attention was paid on finding the optimal ANN model structure. In addition, several methods of data pre-processing were tested.... Visit MoneyScience for the Complete Article.    |
| Posted: 30 Nov 2012 12:09 AM PST BusinessSchools: The Financial Education Daily is out! http://t.co/mgDaff68 â–¸ Top stories today via @MITSloanExecEd Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: The Perils of Winding Down Posted: 29 Nov 2012 07:35 PM PST I drove home listening to a left-wing talk radio show that focused on the $1.8MM in bonuses that Hostess Brands is using to retain 19 executives during its wind down. They thought this was pure evil and unfair. Hostess has hundreds of millions of dollars in assets, so this is at most 0.5% of the value of the firm. For a top guy to get an extra $100k to do this correctly seems cheap.It... Visit MoneyScience for the Complete Article.    |
| Research Library: High Frequency Trading and Mini Flash Crashes Posted: 29 Nov 2012 07:24 AM PST Anton Golub, John Keane, Ser-Huang Poon Abstract We analyse all Mini Flash Crashes (or Flash Equity Failures) in the US equity markets in the four most volatile months during 2006-2011. In contrast to previous studies, we find that Mini Flash Crashes are the result of regulation framework and market fragmentation, in particular due to the aggressive use of Intermarket Sweep Orders and... Visit MoneyScience for the Complete Article.    |
| .@icmacentre: Chancellorâs Awards Celebratory Reception http://t.co/lkN4AtoT Posted: 29 Nov 2012 06:40 AM PST BusinessSchools: .@icmacentre: Chancellor’s Awards Celebratory Reception http://t.co/lkN4AtoT Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Can there be an explicit formula for implied volatility? Posted: 29 Nov 2012 06:02 AM PST It is "well known" that there is no explicit expression for the Black-Scholes implied volatility. We prove that, as a function of underlying, strike, and call price, implied volatility does not belong to the class of D-finite functions. This does not rule out all explicit expressions, but shows that implied volatility does not belong to a certain large class, which contains many elementary... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Will Central Counterparties become the New Rating Agencies? Posted: 29 Nov 2012 05:51 AM PST Central Counterparties (CCPs) are widely promoted as a requirement for safe banking with little dissent except on technical grounds (such as proliferation of CCPs). Whilst CCPs can have major operational positives, we argue that CCPs have many of the business characteristics of Rating Agencies, and face similar business pressures. Thus we see a risk that prices from CCPs may develop the... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: High Frequency Trading and Mini Flash Crashes Posted: 29 Nov 2012 05:51 AM PST We analyse all Mini Flash Crashes (or Flash Equity Failures) in the US equity markets in the four most volatile months during 2006-2011. In contrast to previous studies, we find that Mini Flash Crashes are the result of regulation framework and market fragmentation, in particular due to the aggressive use of Intermarket Sweep Orders and Regulation NMS protecting only Top of the Book. We find... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Exploring the Mobility of Mobile Phone Users Posted: 29 Nov 2012 05:51 AM PST Mobile phone datasets allow for the analysis of human behavior on an unprecedented scale. The social network, temporal dynamics and mobile behavior of mobile phone users have often been analyzed independently from each other using mobile phone datasets. In this article, we explore the connections between various features of human behavior extracted from a large mobile phone dataset. Our... Visit MoneyScience for the Complete Article.    |
| Posted: 29 Nov 2012 05:51 AM PST In speculative markets, risk-free profit opportunities are eliminated by traders exploiting them. Markets are therefore often described as "informationally efficient", rapidly removing predictable price changes, and leaving only residual unpredictable fluctuations. This classical view of markets absorbing information and otherwise operating close to an equilibrium is challenged by extreme price... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Records in stochastic processes -- Theory and applications Posted: 29 Nov 2012 05:51 AM PST In recent years there has been a surge of interest in the statistics of record-breaking events in stochastic processes. Along with that, many new and interesting applications of the theory of records were discovered and explored. The record statistics of uncorrelated random variables sampled from time-dependent distributions was studied extensively. The findings were applied in various areas to... Visit MoneyScience for the Complete Article.    |
| Posted: 24 Oct 2012 05:57 AM PDT To be published by Springer Verlag, 2013read more... Visit MoneyScience for the Complete Article.    |
| Posted: 24 Oct 2012 05:48 AM PDT moneyscience: Call for Papers: Conference on Currency Trading and Risk Premia - Oxford Man Institute of #Quant Finance @OxManInst http://t.co/1T1lMioi Visit MoneyScience for the Complete Article.    |
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