Wednesday, February 13, 2013

MoneyScience News

MoneyScience News

Blog Post: TheFinancialServicesClub: All you thought you knew is wrong

Posted: 13 Feb 2013 02:12 AM PST

I recently wrote a three-part polemic that challenges all the things we think we know.read more...

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Blog Post: TheAlephBlog: Reply to a Reader

Posted: 12 Feb 2013 11:00 PM PST

From a Reader:read more...

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Vendor News: Infosys To Partner With National ICT Australia (NICTA) In Joint Innovation

Posted: 12 Feb 2013 09:29 PM PST

Australia's premier ICT research organization NICTA and global business consulting and technology services firm, Infosys, have signed a joint research collaboration agreement to tackle the hard technology problems facing businesses today.

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Blog Post: Falkenblog: Olympics Drop Wrestling

Posted: 12 Feb 2013 06:18 PM PST

OK, here's a conspiracy theory. In 2004 they add women's wrestling along side men's to bring down the brand.  I've been to a lot of youth tournaments in the past several years, and there's perhaps 1 female wrestler for every 100 to 200 male wrestlers in grade school. Many lazy news outlets gave equal space to men's and women's wrestling previews so as not to discriminate, which is like...

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Published / Preprint: Optimal stopping under probability distortion. (arXiv:1103.1755v2 [math.PR] CROSS LISTED)

Posted: 12 Feb 2013 05:32 PM PST

We formulate an optimal stopping problem for a geometric Brownian motion where the probability scale is distorted by a general nonlinear function. The problem is inherently time inconsistent due to the Choquet integration involved. We develop a new approach, based on a reformulation of the problem where one optimally chooses the probability distribution or quantile function of the stopped state....

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Event: Quantitative And Asset Management 2013

Posted: 12 Feb 2013 07:04 AM PST

Location: Scuola Grande di San Giovanni, Venice, Italy.; Date: February 27th, 2013; The leading European event, Quantitative and Asset Management Workshop 2013, will take place in Venice, Italy on March 1st. The event has reached its 8th edition and will present the latest quantitative models and methods, with the participation of financial gurus as Andrew Kumiega, academics ad as Ruggero...

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