MoneyScience News |
- Magic, markets and models of science http://t.co/8IXW0aqL @TCJUK
- Blog Post: TheFinancialServicesClub: 2013: Five Key Banking Bets
- RT @BlackPhysicists: #econophysics Gambling in contests with regret. (arXiv:1301.0719v1 [q-fin.PM]) http://t.co/P4gocfUu #physics #economics
- Research Library: Nine Facts about Top Journals in Economics (pdf)
- RT @RiskMinds: Professor John Hull discusses #Derivatives Markets & the Funding Value Adjustment (FVA) http://t.co/b36R7VpI #FVA
- RT @PierDf: London's Quantitative Hedge Funds Report Second Year of Losses http://t.co/7TktHAtC via @BloombergNews
- The Financial Education Daily is out! http://t.co/mgDaff68 ⸠Top stories today via @ESSEC_MSMM @INCAE @richlyons
- Blog Post: TheAlephBlog: Why I Sold the Long End
- Blog Post: Falkenblog: Hubbard on Relative Risk
- Published / Preprint: On a dynamic adaptation of the Distribution Builder approach to investment decisions. (arXiv:1301.0907v1 [q-fin.PM])
- Published / Preprint: Coupling between time series: a network view. (arXiv:1301.1010v1 [physics.data-an])
- Published / Preprint: Testing the Goodwin growth-cycle macroeconomic dynamics in Brazil. (arXiv:1301.1090v1 [q-fin.GN])
- Published / Preprint: Hawkes model for price and trades high-frequency dynamics. (arXiv:1301.1135v1 [q-fin.TR])
- Blog Post: rob_daly: UX Goes Mainstream
- Published / Preprint: 07Jan/Christian Noyer to continue as Chairman of BIS Board
- Published / Preprint: 07Jan/BIS appoints Peter Zöllner to head its Banking Department
- Published / Preprint: 07Jan/Basel Committee releases revised version of Basel III's Liquidity Coverage Ratio
| Magic, markets and models of science http://t.co/8IXW0aqL @TCJUK Posted: 08 Jan 2013 04:12 AM PST BusinessSchools: Magic, markets and models of science http://t.co/8IXW0aqL @TCJUK Visit MoneyScience for the Complete Article.      |
| Blog Post: TheFinancialServicesClub: 2013: Five Key Banking Bets Posted: 08 Jan 2013 04:12 AM PST After discussing the economic backdrop, with a hot South America countering a consumerising Asia, it’s time to move on to looking specifically at the banking outlook, which is grim.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Jan 2013 03:48 AM PST moneyscience: RT @BlackPhysicists: #econophysics Gambling in contests with regret. (arXiv:1301.0719v1 [q-fin.PM]) http://t.co/P4gocfUu #physics #economics Visit MoneyScience for the Complete Article.    |
| Research Library: Nine Facts about Top Journals in Economics (pdf) Posted: 08 Jan 2013 03:47 AM PST David Card UC Berkeley and NBER Stefano DellaVigna UC Berkeley and NBER December 2012 Abstract How has publishing in the top journals changed since 1970? Using a data set that combines information on all articles published in the top‐5 journals from 1970 to 2012 with their Google Scholar citations, we identify nine key trends. First, annual submissions to the top‐5 journals nearly doubled... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Jan 2013 03:12 AM PST moneyscience: RT @RiskMinds: Professor John Hull discusses #Derivatives Markets & the Funding Value Adjustment (FVA) http://t.co/b36R7VpI #FVA Visit MoneyScience for the Complete Article.    |
| Posted: 08 Jan 2013 01:35 AM PST moneyscience: RT @PierDf: London’s Quantitative Hedge Funds Report Second Year of Losses http://t.co/7TktHAtC via @BloombergNews Visit MoneyScience for the Complete Article.    |
| Posted: 07 Jan 2013 11:47 PM PST BusinessSchools: The Financial Education Daily is out! http://t.co/mgDaff68 â–¸ Top stories today via @ESSEC_MSMM @INCAE @richlyons Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Why I Sold the Long End Posted: 07 Jan 2013 10:19 PM PST My bond strategy has always had a position in TLT until last week. TLT, composed of long Treasuries. is a hedge against deflation, and has made money for my clients.read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Hubbard on Relative Risk Posted: 07 Jan 2013 06:16 PM PST Glenn Hubbard was a major academic bank researcher when I was in graduate school, and later he became a Republican stalwart and dean of Columbia's business school. In connection with the lawsuit of monoline insurer MBIA against Bank of America and Countrywide, he recently gave this interesting deposition. The plaintiffs are trying to prove Countrywide was negligent or even fraudulent in dealing... Visit MoneyScience for the Complete Article.    |
| Posted: 07 Jan 2013 05:31 PM PST Sharpe et al. proposed the idea of having an expected utility maximizer choose a probability distribution for future wealth as an input to her investment problem instead of a utility function. They developed a computer program, called The Distribution Builder, as one way to elicit such a distribution. In a single-period model, they then showed how this desired distribution for terminal wealth can... Visit MoneyScience for the Complete Article.    |
| Posted: 07 Jan 2013 05:31 PM PST Recently, the visibility graph has been introduced as a novel view for analyzing time series, which maps it to a complex network. In this paper, we introduce new algorithm of visibility, "cross-visibility", which reveals the conjugation of two coupled time series. The correspondence between the two time series is mapped to a network, "the cross-visibility graph", to demonstrate the correlation... Visit MoneyScience for the Complete Article.    |
| Posted: 07 Jan 2013 05:31 PM PST This paper discusses the empirical validity of Goodwin's (1967) macroeconomic model of growth with cycles by assuming that the individual income distribution of the Brazilian society is described by the Gompertz-Pareto distribution (GPD). This is formed by the combination of the Gompertz curve, representing the overwhelming majority of the population (~99%), with the Pareto power... Visit MoneyScience for the Complete Article.    |
| Posted: 07 Jan 2013 05:31 PM PST We introduce a multivariate Hawkes process that accounts for the dynamics of market prices through the impact of market order arrivals at microstructural level. Our model is a point process mainly characterized by 4 kernels associated with respectively the trade arrival self-excitation, the price changes mean reversion the impact of trade arrivals on price variations and the feedback of price... Visit MoneyScience for the Complete Article.    |
| Blog Post: rob_daly: UX Goes Mainstream Posted: 07 Jan 2013 12:28 PM PST UX Goes Mainstreamread more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: 07Jan/Christian Noyer to continue as Chairman of BIS Board Posted: 07 Jan 2013 09:22 AM PST Christian Noyer re-elected for a second three-year term as Chairman of the BIS Board. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: 07Jan/BIS appoints Peter Zöllner to head its Banking Department Posted: 07 Jan 2013 09:22 AM PST BIS Press Release announcing the appointment of the new Head of Banking Department Visit MoneyScience for the Complete Article.    |
| Posted: 07 Jan 2013 08:04 AM PST Press release about the Basel Committee releasing revised version of Basel III's Liquidity Coverage Ratio (7 January 2013) Visit MoneyScience for the Complete Article.    |
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