MoneyScience News |
- The Financial Education Daily is out! http://t.co/mgDaff68 ⸠Top stories today via @ISBedu @uclaanderson @MJShores
- Blog Post: TheAlephBlog: Funding What Should Not Be Funded
- Published / Preprint: Homogenization and asymptotics for small transaction costs: the multidimensional case. (arXiv:1212.6275v1 [math.AP])
- Published / Preprint: The Kinetics of Wealth and the Origin of the Pareto Law. (arXiv:1212.6300v1 [physics.soc-ph])
- Published / Preprint: Co-action equilibria and strategy switchings in a stochastic minority game. (arXiv:1212.6601v1 [q-fin.TR])
- Published / Preprint: A Fourier Approach to the Computation of CV@R and Optimized Certainty Equivalents. (arXiv:1212.6732v1 [q-fin.RM])
- Published / Preprint: The normaly distributed daily returns in stock trading. (arXiv:1212.6791v1 [q-fin.TR])
- Published / Preprint: La structure du capital et la profitabilit\'e: Le cas des entreprises industrielles fran\c{c}aises. (arXiv:1212.6795v1 [q-fin.GN])
- Published / Preprint: Self-organized criticality in a network of economic agents with finite consumption. (arXiv:1009.5830v2 [q-fin.GN] UPDATED)
- Event: Workshop on Statistics for Complex and High Dimensional Systems
- Event: Workshop on New Directions in Monte Carlo Methods
- Event: Statistics, Science, and Society: New Challenges and Opportunities
- Event: 12th Winter school on Mathematical Finance: Adjoint methods in computational finance & Mathematical behavioural finance
- Event: XIV Workshop on Quantitative Finance
- Call for Papers: Conference on Currency Trading and Risk Premia - Oxford Man Institute of #Quant Finance @OxManInst http://t.co/1T1lMioi
- Intel and OnX Announce Social Media Hub for the Finteligent Trading Technology Community
| Posted: 31 Dec 2012 11:49 PM PST BusinessSchools: The Financial Education Daily is out! http://t.co/mgDaff68 â–¸ Top stories today via @ISBedu @uclaanderson @MJShores Visit MoneyScience for the Complete Article.      |
| Blog Post: TheAlephBlog: Funding What Should Not Be Funded Posted: 31 Dec 2012 11:25 PM PST With the Fed engaging in financial repression (maybe that should be oppression, the only role of the Fed is to steal from savers…) there are many corporate bonds being issued at low yields, some of which are at lower yields than losses that we experience during crises for the ratings class. Should this not be a warning sign? Yes, it should.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 31 Dec 2012 05:31 PM PST In the context of the multi-dimensional infinite horizon optimal consumption-investment problem with proportional transaction costs, we provide the first order expansion in small transact costs. Similar to the one-dimensional derivation in our accompanying paper [42], the asymptotic expansion is expressed in terms of a singular ergodic control problem, and our arguments are based on the theory of... Visit MoneyScience for the Complete Article.    |
| Posted: 31 Dec 2012 05:31 PM PST An important class of economic models involve agents whose wealth changes due to transactions with other agents. Several authors have pointed out an analogy with kinetic theory, which describes molecules whose momentum and energy changes due to interactions with other molecules. We pursue this analogy and derive a Boltzmann equation for the time evolution of the wealth distribution of a... Visit MoneyScience for the Complete Article.    |
| Posted: 31 Dec 2012 05:31 PM PST We study a variation of the minority game, in which each agent uses a probabilistic strategy, and tries to optimize her total expected weighted future payoff, the weight of the payoff after $\tau$ days being $(1 - \lambda) \lambda^\tau$, with $\lambda < 1$. We show that standard Nash equilibrium concept is unsatisfactory in this case, and propose an alternative,... Visit MoneyScience for the Complete Article.    |
| Posted: 31 Dec 2012 05:31 PM PST We consider the class of risk measures associated with optimized certainty equivalents. This class includes several popular examples, such as CV@R and the entropic risk measure. We develop numerical schemes for the computation of such risk measures using Fourier transform methods. This leads to a very competitive method for the calculation of CV@R in particular, which is comparable... Visit MoneyScience for the Complete Article.    |
| Posted: 31 Dec 2012 05:31 PM PST In this report, we talked about a new quantitative strategy for choosing the optimal(s) stock(s) to trade. The basic notions are generally very known by the financial community. The key here is to understand 1) the standard score applied to a sample and 2) the correlation factor applied to different time series in real life. These notions are the core of our research. We are going to begin with... Visit MoneyScience for the Complete Article.    |
| Posted: 31 Dec 2012 05:31 PM PST The objective of this article is to analyze the impact of capital structure on profitability. This impact can be explained by three essential theories: signaling theory, tax theory and the agency costs theory. A sample of 1846 French industrial firms are taken over the period 1999-2006, as a dynamic panel study by using the generalized method of moments (GMM). We show that capital structure has... Visit MoneyScience for the Complete Article.    |
| Posted: 31 Dec 2012 05:31 PM PST We introduce a simple model for addressing the controversy in the study of financial systems, sometimes taken as brownian-like processes and other as critical systems with fluctuations of arbitrary magnitude. The model considers a collection of economical agents which establish trade connections among them according to basic economical principles properly translated into physical properties and... Visit MoneyScience for the Complete Article.    |
| Event: Workshop on Statistics for Complex and High Dimensional Systems Posted: 24 Oct 2012 08:45 AM PDT Location: The Netherlands; Date: January 28th, 2013; The dramatic improvement in data collection and acquisition technologies in the last decades has allowed for the monitoring and study of extremely complex systems, such as biological, social and computer networks. The extremely complex and high-dimensional nature of these systems, and the dramatic growth in dataset sizes gives rise to ... Visit MoneyScience for the Complete Article.    |
| Event: Workshop on New Directions in Monte Carlo Methods Posted: 24 Oct 2012 08:43 AM PDT Location: Florida, USA; Date: January 18th, 2013; Organizers:read more... Visit MoneyScience for the Complete Article.    |
| Event: Statistics, Science, and Society: New Challenges and Opportunities Posted: 24 Oct 2012 08:40 AM PDT Location: Chennai, India; Date: January 2nd, 2013; The International Indian Statistical Association will celebrate the designation of 2013 as the International Year of Statistics by hosting a Conference in Chennai, India during January 2-5, 2013.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 24 Oct 2012 08:37 AM PDT Location: Amsterdam, The Netherlands; Date: January 21st, 2013; MINI COURSESread more... Visit MoneyScience for the Complete Article.    |
| Event: XIV Workshop on Quantitative Finance Posted: 24 Oct 2012 08:20 AM PDT Location: University of Bologna, Rimini Campus; Date: January 24th, 2013; This Workshop is the fourteenth edition of an increasingly successful initiative whose aim is to set a common forum of ideas and discussions among researchers and practitioners interested in finance.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 24 Oct 2012 05:48 AM PDT moneyscience: Call for Papers: Conference on Currency Trading and Risk Premia - Oxford Man Institute of #Quant Finance @OxManInst http://t.co/1T1lMioi Visit MoneyScience for the Complete Article.    |
| Intel and OnX Announce Social Media Hub for the Finteligent Trading Technology Community Posted: 24 Oct 2012 04:32 AM PDT TORONTO, Ontario and New York, NY, October 23, 2012 – read more... 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 | |