MoneyScience News |
- Blog Post: TheFinancialServicesClub: Things worth reading: 16th January 2013
- Blog Post: Falkenblog: Falkenblog in Top100
- Published / Preprint: Superreplication under Model Uncertainty in Discrete Time. (arXiv:1301.3227v1 [q-fin.PR])
- RT @davdittrich: Nice interview with Richard Thaler, Prof of Behavioural Science and Economics, University of Chicago http://t.co/yeJYaWJv
- Feat. Book: The International Banking System: Capital Adequacy, Core Businesses & Risk Management http://t.co/Yl2sm3je @PalMacFinance
- MoneyScience Daily is out! http://t.co/aGkJAVQE : Top stories today via @wellertimothy @ThemisSal @BusinessSchools
- Finance and the Middle Ages â Two new publications
- Published / Preprint: Modeling complex systems with adaptive networks
- Published / Preprint: Structural and topological phase transitions on the German Stock Exchange
- Published / Preprint: Lévy Information and the Aggregation of Risk Aversion
- Published / Preprint: The Community Structure of the Global Corporate Network
- Published / Preprint: Generalized central limit theorems for growth rate distribution of complex systems
- Published / Preprint: The Anatomy of a Scientific Gossip
| Blog Post: TheFinancialServicesClub: Things worth reading: 16th January 2013 Posted: 15 Jan 2013 10:17 PM PST Things we're reading today include ... read more... Visit MoneyScience for the Complete Article.      |
| Blog Post: Falkenblog: Falkenblog in Top100 Posted: 15 Jan 2013 05:30 PM PST I made a list of the top 100 finance blogs. Thus, everything I write, like that on the internet in general, is even more true. If you like this blog, please buy my book, The Missing Risk Premium, which is on $10 on Kindle, $15 paperback. note: I had surgery on my long bicep tendon today, a residual of prior damage, as benching 405 was probably not one of my better mid-life goals.... Visit MoneyScience for the Complete Article.    |
| Posted: 15 Jan 2013 05:30 PM PST We study the superreplication of contingent claims under model uncertainty in discrete time. We show that optimal superreplicating strategies exist in a general measure-theoretic setting; moreover, we characterize the minimal superreplication price as the supremum over all continuous linear pricing functionals on a suitable Banach space. The main ingredient is a closedness result for the set of... Visit MoneyScience for the Complete Article.    |
| Posted: 15 Jan 2013 08:26 AM PST moneyscience: RT @davdittrich: Nice interview with Richard Thaler, Prof of Behavioural Science and Economics, University of Chicago http://t.co/yeJYaWJv Visit MoneyScience for the Complete Article.    |
| Posted: 15 Jan 2013 07:00 AM PST BusinessSchools: Feat. Book: The International Banking System: Capital Adequacy, Core Businesses & Risk Management http://t.co/Yl2sm3je @PalMacFinance Visit MoneyScience for the Complete Article.    |
| Posted: 15 Jan 2013 06:48 AM PST moneyscience: MoneyScience Daily is out! http://t.co/aGkJAVQE â–¸ Top stories today via @wellertimothy @ThemisSal @BusinessSchools Visit MoneyScience for the Complete Article.    |
| Finance and the Middle Ages â Two new publications Posted: 15 Jan 2013 06:46 AM PST We are off to a great start to 2013 with two new publications from ICMA Centre Academic staff. The two articles are available now for download and in paper copy. The first article, Rich Pickings from Medieval Pilgrims, is available for download at the HistoryToday magazine’s website, and was written by ICMA Centre Head of School, Professor Adrian Bell, and ProfessorContinue reading Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Modeling complex systems with adaptive networks Posted: 15 Jan 2013 05:30 AM PST Adaptive networks are a novel class of dynamical networks whose topologies and states coevolve. Many real-world complex systems can be modeled as adaptive networks, including social networks, transportation networks, neural networks and biological networks. In this paper, we introduce fundamental concepts and unique properties of adaptive networks through a brief, non-comprehensive review of... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Structural and topological phase transitions on the German Stock Exchange Posted: 15 Jan 2013 05:30 AM 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.    |
| Published / Preprint: Lévy Information and the Aggregation of Risk Aversion Posted: 15 Jan 2013 05:30 AM 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: The Community Structure of the Global Corporate Network Posted: 15 Jan 2013 05:30 AM 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: 15 Jan 2013 05:30 AM 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.    |
| Published / Preprint: The Anatomy of a Scientific Gossip Posted: 15 Jan 2013 05:30 AM PST The announcement of the discovery of a Higgs boson-like particle at CERN will be remembered as one of the milestones of the scientific endeavor of the 21st century. In this paper we present a study of information spreading processes on Twitter before, during and after the announcement of the discovery of a new particle with the features of the elusive Higgs boson on 4th July 2012. We report... Visit MoneyScience for the Complete Article.    |
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