MoneyScience News |
- RT @QFINANCEnews: Crystal ball gazing for 2013 http://t.co/uZZgx23C
- Blog Post: TheFinancialServicesClub: Regulators are cutting their nose off to spite their face
- Research Library: Unlimited Growth and Innovation: Paradise or Paradox?
- DIIS Conference: Central Banking in the Context of the European Crisis
- Blog Post: TheAlephBlog: Matching Assets and Liabilities Personally
- The Financial Education Daily is out! http://t.co/mgDaff68 ⸠Top stories today via @AstonMBA @gwbusiness @andrewtghill
- Blog Post: Falkenblog: Kurzweil on Creating a Mind
- Vendor News: Infosys Transforms NovaSomâs Sleep Apnea Diagnostic Portal To Significantly Speed Test Result Processing
- Published / Preprint: Generalized central limit theorems for growth rate distribution of complex systems. (arXiv:1301.2728v1 [physics.soc-ph])
- Published / Preprint: L\'evy Information and the Aggregation of Risk Aversion. (arXiv:1301.2964v1 [q-fin.RM])
- Published / Preprint: On Bankruptcy Game Theoretic Interval Rules. (arXiv:1301.3096v1 [q-fin.GN])
- Published / Preprint: On an Optimal Stopping Problem of an Insider. (arXiv:1301.3100v1 [math.PR])
- Published / Preprint: Estimating the efficient price from the order flow: a Brownian Cox process approach. (arXiv:1301.3114v1 [q-fin.TR])
- Published / Preprint: A parallel implementation of a derivative pricing model incorporating SABR calibration and probability lookup tables. (arXiv:1301.3118v1 [cs.DC])
- Journal of Finance Volume 68, Issue 1 (Feb 2013) is online and free to view http://t.co/WtlSLgV4 @JofFinance @wb_finance
- Forecasting Financial Crises Project: A Short Documentary - http://t.co/1U3oqpeS
- Forecasting Financial Crises: A Short Documentary
- Mark Thoma's Paper on 'Bad Advice from Experts, Herding, and Bubbles' http://t.co/pCFkTlpi and some criticism: http://t.co/pCFkTlpi
- Vendor News: SS&C GlobeOp Hedge Fund Performance Index and Capital Movement Index
- Many JSTOR Journal Archives Now Free to Public http://t.co/5zPS5NKe
- Published / Preprint: The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World (CEPR DP9283)
- Published / Preprint: Trading and information diffusion in OTC markets (CEPR DP9271)
- 5 yrs ago regulators didnât see the storm coming. Would they see a new one brewing now? Research from Rick Bookstaber http://t.co/4uNf4TbW
- Research Library: A Brief Introduction to the Basics of Game Theory
| RT @QFINANCEnews: Crystal ball gazing for 2013 http://t.co/uZZgx23C Posted: 15 Jan 2013 03:47 AM PST moneyscience: RT @QFINANCEnews: Crystal ball gazing for 2013 http://t.co/uZZgx23C Visit MoneyScience for the Complete Article.      |
| Blog Post: TheFinancialServicesClub: Regulators are cutting their nose off to spite their face Posted: 15 Jan 2013 02:28 AM PST In another conversation, I gained a new dimension as to how the regulatory and governmental influence is changing a bank’s outlook.read more... Visit MoneyScience for the Complete Article.    |
| Research Library: Unlimited Growth and Innovation: Paradise or Paradox? Posted: 15 Jan 2013 02:05 AM PST H/T Mark Buchanan over at The Physics of Finance Blog who mentions this paper in his article: Unlimited growth... why the idea is just silly Andrew J. Sutter Rikkyo University, College of Law and Politics; Sutter International Law Office November 15, 2010 Abstract Ever since the dire predictions of The Limits to Growth (Meadows & al. 1972) failed to come true on time, it's... Visit MoneyScience for the Complete Article.    |
| DIIS Conference: Central Banking in the Context of the European Crisis Posted: 15 Jan 2013 01:52 AM PST Senior Visiting Fellow at the ICMA Centre, Richard Comotto, will be speaking at the upcoming conference organised by the Danish Institute for International Studies, titled Central Banking at a Crossroads: Europe and Beyond. The Conference will focus on the future of Central Banking in the post-crisis period and look at how to restore stability to financial systems. Richard Comotto will be a... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Matching Assets and Liabilities Personally Posted: 15 Jan 2013 12:55 AM PST An email from a reader:read more... Visit MoneyScience for the Complete Article.    |
| Posted: 14 Jan 2013 11:33 PM PST BusinessSchools: The Financial Education Daily is out! http://t.co/mgDaff68 â–¸ Top stories today via @AstonMBA @gwbusiness @andrewtghill Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Kurzweil on Creating a Mind Posted: 14 Jan 2013 09:08 PM PST I just got done reading Ray Kurzweil's How to Create a Mind, his latest on how machines will soon (2030ish) pass the Turing test, and then basically become like robots envisaged in the 60's, with distinct personalities, acting as faithful butlers to our various needs. And then, today over on The Edge, Bruce Sterling is saying that's all a pipe dream, computers are still pretty dumb. As... Visit MoneyScience for the Complete Article.    |
| Posted: 14 Jan 2013 08:22 PM PST Infosys has partnered with NovaSom, Inc., the leader in home testing for obstructive sleep apnea (OSA), to significantly improve the efficiency of administering and analyzing results of home tests. Visit MoneyScience for the Complete Article.    |
| Posted: 14 Jan 2013 05:39 PM PST We introduce a solvable model of randomly growing systems consisted of many independent subunits. Scaling relations and growth rate distributions in the limit of infinite subunits are analyzed theoretically. Various types of scaling properties and distributions reported for growth rates of complex systems in wide fields can be derived from this basic physical model. Statistical data of growth... Visit MoneyScience for the Complete Article.    |
| Posted: 14 Jan 2013 05:39 PM PST When investors have heterogeneous attitudes towards risk, it is reasonable to assume that each investor has a pricing kernel, and that these individual pricing kernels are in some way aggregated to form a market pricing kernel. The various investors are then buyers or sellers depending on how their individual pricing kernels compare to that of the market. In the case of geometric Brownian motion... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: On Bankruptcy Game Theoretic Interval Rules. (arXiv:1301.3096v1 [q-fin.GN]) Posted: 14 Jan 2013 05:39 PM PST Interval bankruptcy problems arise in situations where an estate has to be liquidated among a fixed number of creditors and uncertainty about the amounts of the claims is modeled by intervals. We extend in the interval setting the classical results by Curiel, Maschler and Tijs (1987) that characterize division rules which correspond to solutions of the cooperative bankruptcy game. Finally, we... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: On an Optimal Stopping Problem of an Insider. (arXiv:1301.3100v1 [math.PR]) Posted: 14 Jan 2013 05:39 PM PST We consider an optimal stopping problem recently posed by Shiryaev at the International Conference on Advanced Stochastic Optimization Problems organized by the Steklov Institute of Mathematics in September 2012: $\sup_{\tau\in\mathcal{T}_{\eps,T}}\mathbb{E}B_{\tau-\eps}$, where $\eps$ is a fixed strictly positive constant, $B$ is a Brownian motion,... Visit MoneyScience for the Complete Article.    |
| Posted: 14 Jan 2013 05:39 PM PST At the ultra high frequency level, the notion of price of an asset is very ambiguous. Indeed, many different prices can be defined (last traded price, best bid price, mid price,...). Thus, in practice, market participants face the problem of choosing a price when implementing their strategies. In this work, we propose a notion of efficient price which seems relevant in practice. Furthermore, we... Visit MoneyScience for the Complete Article.    |
| Posted: 14 Jan 2013 05:39 PM PST We describe a high performance parallel implementation of a derivative pricing model, within which we introduce a new parallel method for the calibration of the industry standard SABR (stochastic-\alpha \beta \rho) stochastic volatility model using three strike inputs. SABR calibration involves a non-linear three dimensional minimisation and parallelisation is achieved by... Visit MoneyScience for the Complete Article.    |
| Posted: 14 Jan 2013 09:54 AM PST BusinessSchools: Journal of Finance Volume 68, Issue 1 (Feb 2013) is online and free to view http://t.co/WtlSLgV4 @JofFinance @wb_finance Visit MoneyScience for the Complete Article.    |
| Forecasting Financial Crises Project: A Short Documentary - http://t.co/1U3oqpeS Posted: 14 Jan 2013 08:15 AM PST BusinessSchools: Forecasting Financial Crises Project: A Short Documentary - http://t.co/1U3oqpeS Visit MoneyScience for the Complete Article.    |
| Forecasting Financial Crises: A Short Documentary Posted: 14 Jan 2013 07:24 AM PST Finance is as fragile as a house of cards, as complicated as a Rubik cube, and as intermingled as a bunch of mikado sticks. Science can help to sort out patterns in the complexity of the economic world. FOC (Forecasting Financial Crises), a European research project, has developed tools to model, monitor, and visualize crucial patterns of financial crises.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 14 Jan 2013 06:55 AM PST BusinessSchools: Mark Thoma's Paper on 'Bad Advice from Experts, Herding, and Bubbles' http://t.co/pCFkTlpi and some criticism: http://t.co/pCFkTlpi Visit MoneyScience for the Complete Article.    |
| Vendor News: SS&C GlobeOp Hedge Fund Performance Index and Capital Movement Index Posted: 14 Jan 2013 06:01 AM PST    |
| Many JSTOR Journal Archives Now Free to Public http://t.co/5zPS5NKe Posted: 14 Jan 2013 05:34 AM PST BusinessSchools: Many JSTOR Journal Archives Now Free to Public http://t.co/5zPS5NKe Visit MoneyScience for the Complete Article.    |
| Posted: 14 Jan 2013 05:29 AM PST The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World Author(s): Roger E A Farmer, Carine Nourry, Alain Venditti CEPR Discussion Paper Number 9283 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE), International Macroeconomics (IM) Date of Publication: 13/01/2013 Keyword(s): asset... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Trading and information diffusion in OTC markets (CEPR DP9271) Posted: 14 Jan 2013 05:29 AM PST Trading and information diffusion in OTC markets Author(s): Ana Babus, Péter Kondor CEPR Discussion Paper Number 9271 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE) Date of Publication: 13/01/2013 Keyword(s): bilateral trading, demand schedule equilibrium, information aggregation, networks, over-the-counter markets... Visit MoneyScience for the Complete Article.    |
| Posted: 14 Jan 2013 04:45 AM PST BusinessSchools: 5 yrs ago regulators didn’t see the storm coming. Would they see a new one brewing now? Research from Rick Bookstaber http://t.co/4uNf4TbW Visit MoneyScience for the Complete Article.    |
| Research Library: A Brief Introduction to the Basics of Game Theory Posted: 14 Jan 2013 04:39 AM PST Matthew O. Jackson Stanford University - Department of Economics; Santa Fe Institute; Canadian Institute for Advanced Research (CIFAR) December 5, 2011 Abstract I provide a (very) brief introduction to game theory. I have developed these notes to provide quick access to some of the basics of game theory; mainly as an aid for students in courses in which I assumed familiarity with game theory... Visit MoneyScience for the Complete Article.    |
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