MoneyScience News |
- Blog Post: TheFinancialServicesClub: Sexist Barclaycard ad alienates customers
- Published / Preprint: Modeling Risk Perception in Networks with Community Structure
- Published / Preprint: Statistical Microeconomics
- Published / Preprint: A note on estimating stochastic volatility and its volatility: a new simple method
- Published / Preprint: Modeling non-stationarities in high-frequency financial time series
- Published / Preprint: Ranking and mapping of universities and research-focused institutions worldwide based on highly-cited papers: A visualization of results from multi-level models
- Published / Preprint: Cultural evolution and personalization
- Published / Preprint: Influence Maximization in Social Networks: Towards an Optimal Algorithmic Solution
- Published / Preprint: Self-Organizing Flows in Social Networks
- Blog Post: WealthandCapitalMarketsBlog: 1.16.13: Celent Securities & Investments Webinar: Technology in European Fixed Income
- The Financial Education Daily is out! http://t.co/mgDaff68 ⸠Top stories today via @culverhouse @UTexasMBA
- Blog Post: TheAlephBlog: Behind the Curve
- Published / Preprint: Modeling Movements in Oil, Gold, Forex and Market Indices using Search Volume Index and Twitter Sentiments. (arXiv:1212.1037v1 [cs.CE])
- Published / Preprint: Study of a Market Model with Conservative Exchanges on Complex Networks. (arXiv:1212.1061v1 [physics.soc-ph])
- Published / Preprint: MultiDendrograms: Variable-Group Agglomerative Hierarchical Clusterings. (arXiv:1201.1623v2 [cs.IR] CROSS LISTED)
- Blog Post: rob_daly: Will Swaps Futures Kill the SEFs?
- .@icmacentre: ICMA Centre students day trip to Bath http://t.co/KiYetJTb
- Vendor News: FidessaâÂÂs Sentinel voted Best Asset Management Solution at Compliance Register Awards
- Featured Book: Profiting from Monetary Policy - Investing Through the Business Cycle http://t.co/CXfEK3O5 @PalMacFinance @ThomasAubreyCCA
Blog Post: TheFinancialServicesClub: Sexist Barclaycard ad alienates customers Posted: 06 Dec 2012 03:34 AM PST |
Published / Preprint: Modeling Risk Perception in Networks with Community Structure Posted: 06 Dec 2012 01:56 AM PST We study the influence of global, local and community-level risk perception on the extinction probability of a disease in several models of social networks. In particular, we study the infection progression as a susceptible-infected-susceptible (SIS) model on several modular networks, formed by a certain number of random and scale-free communities. We find that in the scale-free networks the... Visit MoneyScience for the Complete Article. |
Published / Preprint: Statistical Microeconomics Posted: 06 Dec 2012 01:56 AM PST A statistical generalization is made of microeconomics in the spirit of going from classical to statistical mechanics. The price and quantity of every commodity1 traded in the market, at each instant of time, is considered to be an independent random variable: all prices and quantities are considered to be stochastic processes, with the observed market prices being a random sample of the... Visit MoneyScience for the Complete Article. |
Posted: 06 Dec 2012 01:56 AM PST |
Published / Preprint: Modeling non-stationarities in high-frequency financial time series Posted: 06 Dec 2012 01:56 AM PST We study tick-by-tick financial returns belonging to the FTSE MIB index of the Italian Stock Exchange (Borsa Italiana). We find that non-stationarities detected in other markets in the past are still there. Moreover, scaling properties reported in the previous literature for other high-frequency financial data are approximately valid as well. Finally, we propose a simple method for describing... Visit MoneyScience for the Complete Article. |
Posted: 06 Dec 2012 01:56 AM PST The web application presented in this paper allows for an analysis to reveal centres of excellence in different fields worldwide using publication and citation data. Only specific aspects of institutional performance are taken into account and other aspects such as teaching performance or societal impact of research are not considered. Based on data gathered from Scopus, field-specific excellence... Visit MoneyScience for the Complete Article. |
Published / Preprint: Cultural evolution and personalization Posted: 06 Dec 2012 01:56 AM PST In social sciences, there is currently no consensus on the mechanism for cultural evolution. The evolution of first names of newborn babies offers a remarkable example for the researches in the field. Here we perform statistical analyses on over 100 years of data in the United States. We focus in particular on how the frequency-rank distribution and inequality of baby names change over time. We... Visit MoneyScience for the Complete Article. |
Posted: 06 Dec 2012 01:56 AM PST Diffusion is a fundamental graph process, underpinning such phenomena as epidemic disease contagion and the spread of innovation by word-of-mouth. We address the algorithmic problem of finding a set of k initial seed nodes in a network so that the expected size of the resulting cascade is maximized, under the standard independent cascade model of network diffusion. Our main result is an algorithm... Visit MoneyScience for the Complete Article. |
Published / Preprint: Self-Organizing Flows in Social Networks Posted: 06 Dec 2012 01:34 AM PST Social networks offer users new means of accessing information, essentially relying on "social filtering", i.e. propagation and filtering of information by social contacts. The sheer amount of data flowing in these networks, combined with the limited budget of attention of each user, makes it difficult to ensure that social filtering brings relevant content to the interested users. Our motivation... Visit MoneyScience for the Complete Article. |
Posted: 06 Dec 2012 01:10 AM PST |
Posted: 05 Dec 2012 11:30 PM PST |
Blog Post: TheAlephBlog: Behind the Curve Posted: 05 Dec 2012 10:30 PM PST If you were an actuary working for a Defined Benefit pension plan, or Social Security, you would develop an estimate of the stream of cash flows that you expect the plan to pay. The expected cash flows are ultimately what matters.  Estimates of what the cash flows are worth in the present are a sideshow, because the estimates of what the assets of the plan will earn are far less stable than... Visit MoneyScience for the Complete Article. |
Posted: 05 Dec 2012 05:34 PM PST Study of the forecasting models using large scale microblog discussions and the search behavior data can provide a good insight for better understanding the market movements. In this work we collected a dataset of 2 million tweets and search volume index (SVI from Google) for a period of June 2010 to September 2011. We perform a study over a set of comprehensive causative relationships and... Visit MoneyScience for the Complete Article. |
Posted: 05 Dec 2012 05:34 PM PST Many models of market dynamics make use of the idea of conservative wealth exchanges among economic agents. A few years ago an exchange model using extremal dynamics was developed and a very interesting result was obtained: a self-generated minimum wealth or poverty line. On the other hand, the wealth distribution exhibited an exponential shape as a function of the square of the wealth. These... Visit MoneyScience for the Complete Article. |
Posted: 05 Dec 2012 05:34 PM PST MultiDendrograms is a Java-written application that computes agglomerative hierarchical clusterings of data. Starting from a distances (or weights) matrix, MultiDendrograms is able to calculate its dendrograms using the most common agglomerative hierarchical clustering methods. The application implements a variable-group algorithm that solves the non-uniqueness problem found in the standard... Visit MoneyScience for the Complete Article. |
Blog Post: rob_daly: Will Swaps Futures Kill the SEFs? Posted: 05 Dec 2012 02:49 PM PST |
.@icmacentre: ICMA Centre students day trip to Bath http://t.co/KiYetJTb Posted: 05 Dec 2012 06:51 AM PST |
Posted: 05 Dec 2012 04:46 AM PST |
Posted: 27 Nov 2012 06:38 AM PST |
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