MoneyScience News |
- MoneyScience Digest - 08/11/12
- Blog Post: TheAlephBlog: Eliminating the Rating Agencies, Part 2
- Blog Post: TheFinancialServicesClub: Things worth reading: 8th November 2012
- RT @LME_News Commodity Business Awards ' Winners 2012: http://t.co/BYGCHFQF http://t.co/Wh9MmX50
- Blog Post: iMFdirect: Jobs. Jobs. Jobs. Getting the Labor Markets Working Again
- Blog Post: rob_daly: In-Memory Databases Get Two New Horse Races
- Published / Preprint: Funded Bilateral Valuation Adjustment. (arXiv:1211.1564v1 [q-fin.PR])
- Blog Post: Falkenblog: Election Bounce
- Published / Preprint: Markets structure explained by pairwise interactions
- Published / Preprint: The full-tails gamma distribution applied to model extreme values
- Published / Preprint: Modelling power-law distributed interevent times
- Published / Preprint: How can social herding enhance cooperation?
| MoneyScience Digest - 08/11/12 Posted: 08 Nov 2012 03:45 AM PST Featured | Sponsored | Events | Announcements | Finance and Banking | Finance and Technology | Science and General Interest | Researchread more... Visit MoneyScience for the Complete Article.      |
| Blog Post: TheAlephBlog: Eliminating the Rating Agencies, Part 2 Posted: 08 Nov 2012 01:48 AM PST After writing Eliminating the Rating Agencies, I felt there was room for improvement. Part of that stems from reading critiques of the rating agencies that really don’t understand why ratings exist. Ratings don’t exist to help average people, they exist to allow regulators to evaluate the credit risks of financial institutions.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Things worth reading: 8th November 2012 Posted: 07 Nov 2012 09:53 PM PST Things we're reading today include ... read more... Visit MoneyScience for the Complete Article.    |
| RT @LME_News Commodity Business Awards ' Winners 2012: http://t.co/BYGCHFQF http://t.co/Wh9MmX50 Posted: 07 Nov 2012 07:58 PM PST moneyscience: RT @LME_News Commodity Business Awards â€" Winners 2012: http://t.co/BYGCHFQF http://t.co/Wh9MmX50 Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Jobs. Jobs. Jobs. Getting the Labor Markets Working Again Posted: 07 Nov 2012 07:23 PM PST By Olivier Blanchardread more... Visit MoneyScience for the Complete Article.    |
| Blog Post: rob_daly: In-Memory Databases Get Two New Horse Races Posted: 07 Nov 2012 05:59 PM PST read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Funded Bilateral Valuation Adjustment. (arXiv:1211.1564v1 [q-fin.PR]) Posted: 07 Nov 2012 05:36 PM PST We show how the cost of funding the collateral in a particular set up can be equal to the Bilateral Valuation Adjustment with the "funded" probability of default, leading to the definition of a Funded Bilateral Valuation Adjustment (FBVA). That set up can also be viewed by an investor as an effective way to restructure the counterparty risk arising from an uncollateralized transaction with a... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Election Bounce Posted: 07 Nov 2012 06:39 AM PST The Financial Times (Lex) had the following trading advice for people willing to make financial bets based on political hunches (I can't link to it because the FT is very cagey on allowing links):Obama wins: buy Treasuries, (sell gold as hedge), sell stocksRomney wins: sell bonds, buy dollar and stocksObama won, stocks opened down, Gold is up, and Treasuries are up. Not bad advice. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Markets structure explained by pairwise interactions Posted: 07 Nov 2012 06:35 AM PST Financial markets are a typical example of complex systems where interactions between constituants lead to many remarkable features. Here we give empirical evidences, by making as few assumptions as possible, that the market microstructure capturing almost all of the available information in the data of stock markets does not involve higher order than pairwise interactions. We give an economic... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The full-tails gamma distribution applied to model extreme values Posted: 07 Nov 2012 06:35 AM PST In this article we show the relationship between the Pareto distribution and the gamma distribution. This shows that the second one, appropriately extended, explains some anomalies that arise in the practical use of extreme value theory. The results are useful to certain phenomena that are fitted by the Pareto distribution but, at the same time, they present a deviation from this law for very... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Modelling power-law distributed interevent times Posted: 07 Nov 2012 06:35 AM PST Many human-related activities show power-law decaying interevent time distribution with exponents usually varying between 1 and 2. We study a simple task-queuing model which can reproduce this property and we show exact results for the asymptotic behaviour of the model. The model satisfies a scaling law between the exponents of interevent time distribution (\beta) and autocorrelation function... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: How can social herding enhance cooperation? Posted: 07 Nov 2012 06:35 AM PST We study a system in which N agents have to decide between two strategies \theta_i (i \in 1... N), for defection or cooperation, when interacting with other n agents (either spatial neighbors or randomly chosen ones). After each round, they update their strategy responding nonlinearly to two different information sources: (i) the payoff a_i(\theta_i, f_i) received from the strategic... Visit MoneyScience for the Complete Article.    |
| You are subscribed to email updates from The Complete MoneyScience Reloaded To stop receiving these emails, you may unsubscribe now. | Email delivery powered by Google |
| Google Inc., 20 West Kinzie, Chicago IL USA 60610 | |