MoneyScience News |
- Research Library: Using Agent-Based Models for Analyzing Threats to Financial Stability (pdf)
- Blog Post: TheFinancialServicesClub: America, Banking, AML and World War III
- The Missing "One-Offs": The Hidden Supply of High-Achieving, Low Income Students http://t.co/hvjMIRWv
- Robert Litzenberger Selected As The Recipient Of The 2012 IAFE/SunGard Financial Engineer Of The Year http://t.co/6ny34jSb
- Blog Post: PatrickBurns: The incoherence of risk coherence
- Finance Professor Ulrike Malmendier Receives 2013 Fischer Black Prize http://t.co/R2Dr1LMM
- The reason we lose at games
- The Financial Education Daily is out! http://t.co/mgDaff68 ⸠Top stories today via @Vlerick @KelleySchool @AuckUniBusiness
- Blog Post: Falkenblog: Is Broker-Dealer Leverage the Elusive SDF?
- Published / Preprint: The Community Structure of the Global Corporate Network. (arXiv:1301.2363v1 [q-fin.GN])
- Published / Preprint: Structural and topological phase transitions on the German Stock Exchange. (arXiv:1301.2530v1 [q-fin.ST])
- Published / Preprint: Reinterpretation of Sieczka-Ho{\l}yst financial market model. (arXiv:1301.2535v1 [q-fin.ST])
| Research Library: Using Agent-Based Models for Analyzing Threats to Financial Stability (pdf) Posted: 14 Jan 2013 04:16 AM PST This paper was referenced in an article in the New York Times. Richard Bookstaber Abstract Existing models of financial instability tend to be based on top-down, partial-equilibrium views of markets and their interactions; they are unable to incorporate the complexity of behavior among heterogeneous firms or the tendency for all types of firms to change their behavior during a crisis. This... Visit MoneyScience for the Complete Article.      |
| Blog Post: TheFinancialServicesClub: America, Banking, AML and World War III Posted: 14 Jan 2013 03:54 AM PST No, it’s not about flagellation and sado-masochism, although the current regulatory regime is not far off that. It’s also true that the regulatory regime is pretty mind-boggling these days, with fifty shades of interpretation of fifty shades of law. This was made clear to me in dialogue with a group of European banks involved in the LIBOR fixing program last week. ... Visit MoneyScience for the Complete Article.    |
| Posted: 14 Jan 2013 02:42 AM PST BusinessSchools: The Missing "One-Offs": The Hidden Supply of High-Achieving, Low Income Students http://t.co/hvjMIRWv Visit MoneyScience for the Complete Article.    |
| Posted: 14 Jan 2013 02:42 AM PST BusinessSchools: Robert Litzenberger Selected As The Recipient Of The 2012 IAFE/SunGard Financial Engineer Of The Year http://t.co/6ny34jSb Visit MoneyScience for the Complete Article.    |
| Blog Post: PatrickBurns: The incoherence of risk coherence Posted: 14 Jan 2013 02:39 AM PST What coherent risk measures are, why some people think coherence is important, and why I don’t.read more... Visit MoneyScience for the Complete Article.    |
| Finance Professor Ulrike Malmendier Receives 2013 Fischer Black Prize http://t.co/R2Dr1LMM Posted: 14 Jan 2013 02:05 AM PST BusinessSchools: Finance Professor Ulrike Malmendier Receives 2013 Fischer Black Prize http://t.co/R2Dr1LMM Visit MoneyScience for the Complete Article.    |
| Posted: 14 Jan 2013 01:56 AM PST Writing in PNAS, a University of Manchester physicist has discovered that some games are simply impossible to fully learn, or too complex for the human mind to understand.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 14 Jan 2013 12:25 AM PST BusinessSchools: The Financial Education Daily is out! http://t.co/mgDaff68 â–¸ Top stories today via @Vlerick @KelleySchool @AuckUniBusiness Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Is Broker-Dealer Leverage the Elusive SDF? Posted: 13 Jan 2013 06:48 PM PST Every year thousands of young people attend elite schools to learn about business. One of the core courses is Corporate Finance, and one of the key principles they learn is about risk and reward, and the standard theory is framework--not a model--that holds that the expected return of a financial asset is a function of risk, where you are paid to endure this unpleasant, irreducible... Visit MoneyScience for the Complete Article.    |
| Posted: 13 Jan 2013 05:36 PM PST We investigate the community structure of the global ownership network of transnational corporations. We find a pronounced organization in communities that cannot be explained by randomness. Despite the global character of this network, communities reflect first of all the geographical location of firms, while the industrial sector plays only a marginal role. We also analyze the network in which... Visit MoneyScience for the Complete Article.    |
| Posted: 13 Jan 2013 05:36 PM PST By numerical and empirical means a dynamic transition of a complex network was found from a hierarchical scale-free Minimal Spanning Tree (MST), representing the stock market before the recent worldwide financial crash, to a superstar-like MST decorated by a scale-free hierarchy of trees representing the market's state for the period containing the crash. Subsequently, a transition from this... Visit MoneyScience for the Complete Article.    |
| Posted: 13 Jan 2013 05:36 PM PST In this work we essentially reinterpreted the Sieczka-Ho{\l}yst (SH) model to make it more suited for description of real markets. For instance, this reinterpretation made it possible to consider agents as crafty. These agents encourage their neighbors to buy some stocks if agents have an opportunity to sell these stocks. Also, agents encourage them to sell some stocks if agents have an... Visit MoneyScience for the Complete Article.    |
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