MoneyScience News |
- Video - Joris Luyendijk at UK Parliamentary Commission on Banking Standards Joint Committee
- RT @Ian_Fraser: Joris Luijendijk, Guardian's banking anthropologist, is in front of PCBS panel now http://t.co/LvFhpc20 @JLbankingblog
- Blog Post: TheFinancialServicesClub: Virtual currencies will explode thanks to mobile games
- Blog Post: TheAlephBlog: Don't be a Fool
- Blog Post: Falkenblog: Online Education's Advantage
- Published / Preprint: Hurst Exponents For Short Time Series. (arXiv:1211.2862v1 [q-fin.ST])
- Published / Preprint: Analysis of short term price trends in daily stock-market index data. (arXiv:1211.3060v1 [q-fin.ST])
- Published / Preprint: Can we predict long-run economic growth?. (arXiv:1211.3102v1 [q-fin.GN])
- Blog Post: WealthandCapitalMarketsBlog: Innovations in OTC block equities: A new venue called Squawker
- Published / Preprint: FuturICT
- Published / Preprint: Impact of time illiquidity in a mixed market without full observation
- Published / Preprint: On the Dynamics of Cascading Failures in Interdependent Networks
- Published / Preprint: An explosive diffusion on a social network
- Published / Preprint: Early Prediction of Movie Box Office Success based on Wikipedia Activity Big Data
- Published / Preprint: Global Civil Unrest: Contagion, Self-Organization, and Prediction
- Advanced Finance Theory with Empirical Applications
- Research Library: Toward a Value Inclusive Theory of Economic Decision- Making: A 'New Science' Model
- Research Library: The Deeper Causes of the Financial Crisis - Mortgages Alone Cannot Explain It
Video - Joris Luyendijk at UK Parliamentary Commission on Banking Standards Joint Committee Posted: 14 Nov 2012 05:23 AM PST |
Posted: 14 Nov 2012 03:14 AM PST |
Blog Post: TheFinancialServicesClub: Virtual currencies will explode thanks to mobile games Posted: 14 Nov 2012 12:09 AM PST |
Blog Post: TheAlephBlog: Don't be a Fool Posted: 13 Nov 2012 10:17 PM PST |
Blog Post: Falkenblog: Online Education's Advantage Posted: 13 Nov 2012 06:52 PM PST I'm a big fan, and hope the best for Marginal Revolutions new online class, as Alex Tabarrok notes:Dale Carnegieâs advice to âtell the audience what you're going to say, say it; then tell them what you've saidâ makes sense for a live audience. If 20% of your students arenât following the lecture, itâs natural to repeat some of the material so that you keep the whole audience involved... Visit MoneyScience for the Complete Article. |
Published / Preprint: Hurst Exponents For Short Time Series. (arXiv:1211.2862v1 [q-fin.ST]) Posted: 13 Nov 2012 05:30 PM PST A new concept, called balanced estimator of diffusion entropy, is proposed to detect scalings in short time series. The effectiveness of the method is verified by means of a large number of artificial fractional Brownian motions. It is used also to detect scaling properties and structural breaks in stock price series of Shanghai Stock market. Visit MoneyScience for the Complete Article. |
Posted: 13 Nov 2012 05:30 PM PST In financial time series there are periods in which the value increases or decreases monotonically. We call those periods elemental trends and study the probability distribution of their duration for the indices DJIA, NASDAQ and IPC. It is found that the trend duration distribution often differs from the one expected under no memory. The expected and observed distributions are compared by means... Visit MoneyScience for the Complete Article. |
Published / Preprint: Can we predict long-run economic growth?. (arXiv:1211.3102v1 [q-fin.GN]) Posted: 13 Nov 2012 05:30 PM PST For those concerned with the long-term value of their accounts, it can be a challenge to plan in the present for inflation-adjusted economic growth over coming decades. Here, I argue that there exists an economic constant that carries through time, and that this can help us to anticipate the more distant future: global economic wealth has a fixed link to civilization's overall rate of energy... Visit MoneyScience for the Complete Article. |
Posted: 13 Nov 2012 08:51 AM PST Squawker is a new venue based out of London for trading of OTC stocks (among other listed products like ETFs and warrants) focusing on the approximately 10-15% of equities that trade OTC in Europe according to AFME. Squawker (the title is based on the old squawk box) is not yet launched but what is most interesting is that it is focusing on an area that tends to be overlooked amidst all the... Visit MoneyScience for the Complete Article. |
Published / Preprint: FuturICT Posted: 13 Nov 2012 08:37 AM PST FuturlCT is a FET Flagship project using collective, participatory research, integrated across ICT, the social sciences and complexity science, to design socio-inspired technology and develop a science of global, socially interactive systems. The project will bring together, on a global level, Big Data, new modelling techniques and new forms of interaction, leading to a new understanding of... Visit MoneyScience for the Complete Article. |
Published / Preprint: Impact of time illiquidity in a mixed market without full observation Posted: 13 Nov 2012 08:37 AM PST We study a problem of optimal investment/consumption over an infinite horizon in a market consisting of two possibly correlated assets: one liquid and one illiquid. The liquid asset is observed and can be traded continuously, while the illiquid one can be traded only at discrete random times corresponding to the jumps of a Poisson process with intensity $\lambda$, is observed at the trading... Visit MoneyScience for the Complete Article. |
Published / Preprint: On the Dynamics of Cascading Failures in Interdependent Networks Posted: 13 Nov 2012 08:37 AM PST Cascading failures in interdependent networks have been investigated using percolation theory in recent years. Here, we study the dynamics of the cascading failures, the average and fluctuations of the number of cascading as a function of system size $N$ near criticality. The system we analyzed is a pair of fully interdependent Erd$\ddot{\textup{o}}$s-R$\acute{\textup{e}}$nyi (ER)... Visit MoneyScience for the Complete Article. |
Published / Preprint: An explosive diffusion on a social network Posted: 13 Nov 2012 08:37 AM PST We explain a possible mechanism of an information diffusion on a network which spreads extraordinarily far from a seed node. On the basis of the model of the tweet diffusion on Twitter which we have constructed in the previous work, we will show that the correlation between the retweet rates enhances the chance of the explosive diffusion, shifting the transition point at which the diffusion... Visit MoneyScience for the Complete Article. |
Posted: 13 Nov 2012 08:37 AM PST Use of socially generated "big data" to access information about collective states of the minds in human societies becomes a new paradigm in the emerging field of computational social science. One of the natural application of this would be prediction of the society's reaction to a new product in the sense of popularity and adoption rate. However, bridging between "real time monitoring" and... Visit MoneyScience for the Complete Article. |
Published / Preprint: Global Civil Unrest: Contagion, Self-Organization, and Prediction Posted: 13 Nov 2012 08:37 AM PST Civil unrest is a powerful form of collective human dynamics, which has led to major transitions of societies in modern history. The study of collective human dynamics, including collective aggression, has been the focus of much discussion in the context of modeling and identification of universal patterns of behavior. In contrast, the possibility that civil unrest activities, across countries... Visit MoneyScience for the Complete Article. |
Advanced Finance Theory with Empirical Applications Posted: 13 Nov 2012 05:37 AM PST |
Posted: 08 Oct 2012 06:20 AM PDT Holly A Bell Abstract This paper explores one option for the development of a theoretical approach to economic decision-making that goes beyond the mechanical-mathematical models based on the assumptions of rational self-interest and utility maximization. The proposed model incorporates facts, values, relationships, cooperation, learning, and other factors into economic... Visit MoneyScience for the Complete Article. |
Research Library: The Deeper Causes of the Financial Crisis - Mortgages Alone Cannot Explain It Posted: 08 Oct 2012 06:15 AM PDT Deeper Causes of the Financial Crisis Mark Adelson Abstract The losses on U.S. residential mortgage loans are too small to explain the magnitude of the 2008financial crisis. The total losses, including the losses realized to date and those yet to be realized,should fall in the range of $750 billion to $2 trillion. The full, global magnitude of the crisis issignificantly larger –... Visit MoneyScience for the Complete Article. |
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