MoneyScience News |
- Popular MoneyScience 2012 Part 2: Top 10 Blog Posts #quant #risk #money #science http://t.co/dh9MolL0
- Popular MoneyScience 2012 Part 2: Top 10 Blog Posts
- Waiting for the muse to call
- Blog Post: TheFinancialServicesClub: Risk is a many splendored thing
- Published / Preprint: 14Dec/Disclosure framework and assessment methodology for their principles for financial market infrastructures issued by CPSS-IOSCO
- Vendor News: Anglian Water taps Infosys To support collaboration drive
- The Financial Education Daily is out! http://t.co/mgDaff68 ⸠Top stories today via @gwbusiness @DavidWenger @chronicle
- Published / Preprint: Greed can be dangerous to your Sharpe
- Published / Preprint: Theory of social returns in portfolio choice with application to microfinance
- Published / Preprint: Does the law of one price apply to dually listed ETFs belonging to the same family? Evidence from iShares
- Published / Preprint: Faith matters? A closer look at the performance of belief-based equity investments
- Published / Preprint: The benefits of tree-based models for stock selection
- Blog Post: TheAlephBlog: Book Review: Think, Act, and Invest Like Warren Buffett
- Published / Preprint: Smooth Value Function with Applications in Wealth-CVaR Efficient Portfolio and Turnpike Property. (arXiv:1212.3137v1 [q-fin.PM])
- Published / Preprint: Optimal Liquidation in a Finite Time Regime Switching Model with Permanent and Temporary Pricing Impact. (arXiv:1212.3145v1 [q-fin.PM])
- Published / Preprint: Lower Bound Approximation to Basket Option Values for Local Volatility Jump-Diffusion Models. (arXiv:1212.3147v1 [q-fin.PR])
- Published / Preprint: Non stationary multifractality in stock returns. (arXiv:1212.3195v1 [q-fin.ST])
- Blog Post: filmackay: AFR: A little transparency would go a long way
- Published / Preprint: On-Line Portfolio Selection: A Survey
- Published / Preprint: The Illusion of the Perpetual Money Machine
- Published / Preprint: Mining the Web for the Voice of the Herd to Track Stock Market Bubbles
- Published / Preprint: Evolution of Cooperation on Spatially Embedded Networks
- Published / Preprint: Fractional Quantum Field Theory, Path Integral, and Stochastic Differential Equation for Strongly Interacting Many-Particle Systems
- Vendor News: SS&C GlobeOp Hedge Fund Performance Index and Capital Movement Index
- Popular MoneyScience 2012 Pt 1: Top 10 Videos- feat. Doyne Farmer, Andrew Lo, Steve Keen, Daniel Kahneman & more http://t.co/ORyt0bOc
- Video - Trading's evolving next generation? Control systems, feedback loops, adaptive knowledge capture
- Vendor News: Prescient Ridge Management signs Connamara Systems for New Trading Infrastructure and Support Services
| Posted: 14 Dec 2012 04:20 AM PST BusinessSchools: Popular MoneyScience 2012 Part 2: Top 10 Blog Posts #quant #risk #money #science http://t.co/dh9MolL0 Visit MoneyScience for the Complete Article.      |
| Popular MoneyScience 2012 Part 2: Top 10 Blog Posts Posted: 14 Dec 2012 03:50 AM PST Following Part 1, our collection of the Top 10 Videos on MoneyScience in 2012, in the article we bring together the top 10 blog posts from the main MoneyScience Blog.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 14 Dec 2012 03:07 AM PST It’s been a month since I last blogged. Â It’s not because I don’t care, it’s because I wasn’t getting any inspiration about what to write. Â In the end, it’s this lack of inspiration that has become the spur, although not directly.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Risk is a many splendored thing Posted: 14 Dec 2012 02:53 AM PST I was asked to give a pre-dinner speech to a group of Chief Risk Officers (CRO’s) in Amsterdam recently. Here’s the speech.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 14 Dec 2012 02:40 AM PST Press release about CPSS and IOSCO publishing cisclosure framework and assessment methodology for their principles for financial market infrastructures (BIS Press Release 14 December 2012) Visit MoneyScience for the Complete Article.    |
| Vendor News: Anglian Water taps Infosys To support collaboration drive Posted: 14 Dec 2012 01:48 AM PST Anglian Water aims to make the most of every drop of water. Now Infosys, its new consulting and technology partner, is helping the water utility make the most of every drop of data as well. Visit MoneyScience for the Complete Article.    |
| Posted: 13 Dec 2012 11:41 PM PST BusinessSchools: The Financial Education Daily is out! http://t.co/mgDaff68 â–¸ Top stories today via @gwbusiness @DavidWenger @chronicle Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Greed can be dangerous to your Sharpe Posted: 13 Dec 2012 10:34 PM PST Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Theory of social returns in portfolio choice with application to microfinance Posted: 13 Dec 2012 10:34 PM PST Visit MoneyScience for the Complete Article.    |
| Posted: 13 Dec 2012 10:34 PM PST Visit MoneyScience for the Complete Article.    |
| Posted: 13 Dec 2012 10:34 PM PST Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The benefits of tree-based models for stock selection Posted: 13 Dec 2012 10:34 PM PST Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Book Review: Think, Act, and Invest Like Warren Buffett Posted: 13 Dec 2012 09:19 PM PST read more... Visit MoneyScience for the Complete Article.    |
| Posted: 13 Dec 2012 05:31 PM PST In this paper we continue the study of Bian-Miao-Zheng (2011) and extend the results there to a more general class of utility functions which may be bounded and non-strictly-concave and show that there is a classical solution to the HJB equation with the dual control method. We then apply the results to study the efficient frontier of wealth and conditional VaR (CVaR) problem and the turnpike... Visit MoneyScience for the Complete Article.    |
| Posted: 13 Dec 2012 05:31 PM PST In this paper we discuss the optimal liquidation over a finite time horizon until the exit time. The drift and diffusion terms of the asset price are general functions depending on all variables including control and market regime. There is also a local nonlinear transaction cost associated to the liquidation. The model deals with both the permanent impact and the temporary impact in a regime... Visit MoneyScience for the Complete Article.    |
| Posted: 13 Dec 2012 05:31 PM PST In this paper we derive an easily computed approximation of Rogers and Shi's lower bound for a local volatility jump-diffusion model and then use it to approximate European basket option values. If the local volatility function is time independent then there is a closed-form expression for the approximation. Numerical tests show that the lower bound approximation is fast and accurate... Visit MoneyScience for the Complete Article.    |
| Posted: 13 Dec 2012 05:31 PM PST We report evidence that empirical data show time varying multifractal properties. This is obtained by comparing empirical observations of the weighted generalised Hurst exponent (wGHE) with time series simulated via Multifractal Random Walk (MRW) by Bacry \textit{et al.} [\textit{E.Bacry, J.Delour and J.Muzy, Phys.Rev.E \,{\bf 64} 026103, 2001}]. While dynamical wGHE computed on... Visit MoneyScience for the Complete Article.    |
| Blog Post: filmackay: AFR: A little transparency would go a long way Posted: 13 Dec 2012 03:22 PM PST Adele Furguson wrote a not-bad piece on the removal of broker ID's back in 2005.read more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: On-Line Portfolio Selection: A Survey Posted: 13 Dec 2012 08:27 AM PST On-line portfolio selection is a fundamental problem in computational finance, which has been extensively studied across several research communities, including finance, statistics, artificial intelligence, machine learning, and data mining, etc. This article aims to provide a comprehensive survey and a structural understanding of existing on-line portfolio selection techniques in literature.... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: The Illusion of the Perpetual Money Machine Posted: 13 Dec 2012 08:27 AM PST We argue that the present crisis and stalling economy continuing since 2007 are rooted in the delusionary belief in policies based on a "perpetual money machine" type of thinking. We document strong evidence that, since the early 1980s, consumption has been increasingly funded by smaller savings, booming financial profits, wealth extracted from house price appreciation and explosive debt. This is... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Mining the Web for the Voice of the Herd to Track Stock Market Bubbles Posted: 13 Dec 2012 08:27 AM PST We show that power-law analyses of financial commentaries from newspaper web-sites can be used to identify stock market bubbles, supplementing traditional volatility analyses. Using a four-year corpus of 17,713 online, finance-related articles (10M+ words) from the Financial Times, the New York Times, and the BBC, we show that week-to-week changes in power-law distributions reflect market... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Evolution of Cooperation on Spatially Embedded Networks Posted: 13 Dec 2012 08:27 AM PST In this work we study the behavior of classical two-person, two-strategies evolutionary games on networks embedded in a Euclidean two-dimensional space with different kinds of degree distributions and topologies going from regular to random, and to scale-free ones. Using several imitative microscopic dynamics, we study the evolution of global cooperation on the above network classes and find that... Visit MoneyScience for the Complete Article.    |
| Posted: 13 Dec 2012 08:27 AM PST While free and weakly interacting particles are well described by a a second-quantized nonlinear Schr\"odinger field, or relativistic versions of it, the fields of strongly interacting particles are governed by effective actions, whose quadratic terms are extremized by fractional wave equations. Their particle orbits perform universal L\'evy walks rather than Gaussian random walks with... Visit MoneyScience for the Complete Article.    |
| Vendor News: SS&C GlobeOp Hedge Fund Performance Index and Capital Movement Index Posted: 13 Dec 2012 06:01 AM PST    |
| Posted: 13 Dec 2012 05:29 AM PST BusinessSchools: Popular MoneyScience 2012 Pt 1: Top 10 Videos- feat. Doyne Farmer, Andrew Lo, Steve Keen, Daniel Kahneman & more http://t.co/ORyt0bOc Visit MoneyScience for the Complete Article.    |
| Posted: 07 Dec 2012 05:38 AM PST read more... Visit MoneyScience for the Complete Article.    |
| Posted: 31 Oct 2012 06:47 AM PDT New trading infrastructure provides entry into new markets and upgrades automated execution capabilitiesChicago, October 31, 2012 – Connamara Systems, LLC (Connamara), provider of services to exchanges, swap execution facilities, CTAs and Hedge Funds, today announced signing Prescient Ridge Management, LLC (PRM) a managed futures fund which specializes in short-term, automated trading... 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 | |