MoneyScience News |
- Published / Preprint: Network analysis of correlation strength between the most developed countries
- Published / Preprint: Can we predict long-run economic growth?
- Published / Preprint: The Performance of Betting Lines for Predicting the Outcome of NFL Games
- Blog Post: TheFinancialServicesClub: I spit on my bank ... and they like it!
- Published / Preprint: Les r\'eservations et les suspensions de cotation sont-elles un frein \`a l'efficience informationnelle des march\'es ?. (arXiv:1211.3824v1 [q-fin.TR])
- Blog Post: Falkenblog: Is Low Vol a Beta Phenomenon?
- Blog Post: ThePracticalQuant: Real-time Analytics: Hokusai adds a temporal component to Count-Min Sketch
- MoneyScience Daily is out! http://t.co/aGkJAVQE : Top stories today via @BusinessSchools @rszbt
Published / Preprint: Network analysis of correlation strength between the most developed countries Posted: 19 Nov 2012 01:17 AM PST A new algorithm of the analysis of correlation among economy time series is proposed. The algorithm is based on the power law classification scheme (PLCS) followed by the analysis of the network on the percolation threshold (NPT). The algorithm was applied to the analysis of correlations among GDP per capita time series of 19 most developed countries in the periods (1982, 2011), (1992, 2011) and... Visit MoneyScience for the Complete Article. |
Published / Preprint: Can we predict long-run economic growth? Posted: 19 Nov 2012 01:17 AM 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. |
Published / Preprint: The Performance of Betting Lines for Predicting the Outcome of NFL Games Posted: 19 Nov 2012 01:17 AM PST We investigated the performance of the collective intelligence of NFL fans predicting the outcome of games as realized through the Vegas betting lines. Using data from 2560 games (all post-expansion, regular- and post-season games from 2002-2011), we investigated the opening and closing lines, and the margin of victory. We found that the line difference (the difference between the opening and... Visit MoneyScience for the Complete Article. |
Blog Post: TheFinancialServicesClub: I spit on my bank ... and they like it! Posted: 19 Nov 2012 12:44 AM PST Iâve blogged often about the issues of identity, passwords, lack of security and the whole gamut of how mobile internet combined with social media changes everything. Now itâs hit the mainstream media when British Airways magazine has its main front page talking about cybercrime.read more... Visit MoneyScience for the Complete Article. |
Posted: 18 Nov 2012 05:31 PM PST The use of the trading halts is a practice common to all markets. However, the advantages and the disadvantages of the measurements are regularly discussed. The partisans think that the trading suspensions or the price limits make it possible to the investors to have time to react to the new information. The detractors think that the trading halts are barriers with the trade. A theorical debate... Visit MoneyScience for the Complete Article. |
Blog Post: Falkenblog: Is Low Vol a Beta Phenomenon? Posted: 18 Nov 2012 05:18 PM PST Eugene Fama states that the low volatility anomaly is really just the excess return low beta, and this has been well known for 50 years. I think its indisputable that low beta underperforms high beta, but I guess that's a fun fact of contention. It's fun to find yourself on the minority side of a fact you think other's don't agree with.His mention of 50 years can only mean that the Security... Visit MoneyScience for the Complete Article. |
Posted: 18 Nov 2012 09:40 AM PST Introduced in 2003 by Cormode and Muthukrishnan, the Count-Min sketch is a popular and simple algorithm for summarizing1 data streams. In particular it's often used to calculate simple frequencies, identify frequent elements (sometimes referred to as heavy hitters), and compute quantiles (see [1]). The Count-Min sketch can take advantage of distributed/parallel compute resources. Suppose a data... Visit MoneyScience for the Complete Article. |
MoneyScience Daily is out! http://t.co/aGkJAVQE : Top stories today via @BusinessSchools @rszbt Posted: 18 Nov 2012 07:21 AM PST |
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