Wednesday, March 20, 2013

MoneyScience News

MoneyScience News


Published / Preprint: 20Mar/Basel Committee concludes assessment of Basel III capital regulations in Singapore

Posted: 20 Mar 2013 03:09 AM PDT

Press release about "Basel Committee concludes assessment of Basel III capital regulations in Singapore" (20 March 2013)

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Blog Post: TheFinancialServicesClub: Are consumers and corporates really that different?

Posted: 20 Mar 2013 02:02 AM PDT

I had a dinner recently where we debated the relevance of real-time in banking.read more...

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Blog Post: TheAlephBlog: Post 2100

Posted: 19 Mar 2013 11:50 PM PDT

Every 100 or so posts, I take a step back, and think about blogging itself.  Tonight I want to talk about advertising in blogging.read more...

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Published / Preprint: Is There A Real Estate Bubble in Switzerland?. (arXiv:1303.4514v1 [q-fin.GN])

Posted: 19 Mar 2013 05:33 PM PDT

We have analyzed the risks of possible development of bubbles in the Swiss residential real estate market. The data employed in this work has been collected by comparis.ch, and carefully cleaned from duplicate records through a procedure based on supervised machine learning methods. The study uses the log periodic power law (LPPL) bubble model to analyze the development of asking prices of...

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Published / Preprint: Exact Statistics of the Gap and Time Interval Between the First Two Maxima of Random Walks. (arXiv:1303.4607v1 [cond-mat.stat-mech])

Posted: 19 Mar 2013 05:33 PM PDT

We investigate the statistics of the gap, G_n, between the two rightmost positions of a Markovian one-dimensional random walker (RW) after n time steps and of the duration, L_n, which separates the occurrence of these two extremal positions. The distribution of the jumps \eta_i's of the RW, f(\eta), is symmetric and its Fourier transform has the small k behavior...

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Published / Preprint: Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model. (arXiv:1107.3171v2 [q-fin.GN] UPDATED)

Posted: 19 Mar 2013 05:33 PM PDT

The Johansen-Ledoit-Sornette (JLS) model of rational expectation bubbles with finite-time singular crash hazard rates has been developed to describe the dynamics of financial bubbles and crashes. It has been applied successfully to a large variety of financial bubbles in many different markets. Having been developed for more than one decade, the JLS model has been studied, analyzed, used and...

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Blog Post: Falkenblog: Beliefs: the Solution and Cause of our Problems

Posted: 19 Mar 2013 05:22 PM PDT

A well-known commenter suggested I be more open on a subject where I have a strong opinion. He makes the reasonable claim that it's unlikely my single explanation is the only correct one among many, that perhaps the truth is actually a combination of several hypotheses, and further my credibility is dampened by singling out a pet theory, and lastly it causes a biased view of the evidence. I...

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Vendor News: SS&C Announces Pricing of Public Secondary Offering by Selling Stockholders

Posted: 14 Mar 2013 06:05 AM PDT

Vendor News: Fidessa's integrated Market Abuse Monitoring service now available in Europe

Posted: 11 Mar 2013 02:11 AM PDT

Vendor News: Infosys Positioned as a Leader in Gartner Magic Quadrant for Oracle Applications Management Service Providers, Worldwide

Posted: 21 Feb 2013 01:17 PM PST

Gartner has positioned Infosys as a leader in its first-ever Magic Quadrant for Oracle Application Management Service Providers, Worldwide.

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Video: Larry Tabb on The Future Of Data Management in a post-Crisis World

Posted: 30 Jan 2013 03:39 AM PST

Larry Tabb of TABB Group recently discussed with Wall Street & Technology senior editor Melanie Rodier how firms are adapting their data management processes to the post-financial-crisis environment.read more...

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SEC-mandated XBRL data at risk of being irrelevant to investors and analysts

Posted: 23 Jan 2013 06:42 AM PST

In 2009, the Securities and Exchange Commission mandated that public companies submit portions of annual (10-K) and quarterly (10-Q) reports—in a digitized format known as eXtensible Business Reporting Language (XBRL). The goal of this type of data was to provide more relevant, timely, and reliable "interactive" data to investors and analysts. The XBRL-formatted data is meant to allow users...

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Feat. Book: The International Banking System: Capital Adequacy, Core Businesses & Risk Management http://t.co/Yl2sm3je @PalMacFinance

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

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The Financial Education Daily is out! http://t.co/mgDaff68 ⸠Top stories today via @AstonMBA @gwbusiness @andrewtghill

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

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Journal of Finance Volume 68, Issue 1 (Feb 2013) is online and free to view http://t.co/WtlSLgV4 @JofFinance @wb_finance

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

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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

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Mark Thoma's Paper on 'Bad Advice from Experts, Herding, and Bubbles' http://t.co/pCFkTlpi and some criticism: http://t.co/pCFkTlpi

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

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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

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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

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

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The Missing "One-Offs": The Hidden Supply of High-Achieving, Low Income Students http://t.co/hvjMIRWv

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

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Robert Litzenberger Selected As The Recipient Of The 2012 IAFE/SunGard Financial Engineer Of The Year http://t.co/6ny34jSb

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

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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

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The Financial Education Daily is out! http://t.co/mgDaff68 ⸠Top stories today via @Vlerick @KelleySchool @AuckUniBusiness

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

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And somehow I missed this in December: Bob Litzenberger became 2012 IAFE/SunGard Financial Engineer Of The Year http://t.co/6ny34jSb

Posted: 12 Jan 2013 11:46 PM PST

BusinessSchools: And somehow I missed this in December: Bob Litzenberger became 2012 IAFE/SunGard Financial Engineer Of The Year http://t.co/6ny34jSb

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The Financial Education Daily is out! http://t.co/mgDaff68 ⸠Top stories today via @ricemba @Kaplan_Univ @BaruchCollege

Posted: 12 Jan 2013 11:46 PM PST

BusinessSchools: The Financial Education Daily is out! http://t.co/mgDaff68 â–¸ Top stories today via @ricemba @Kaplan_Univ @BaruchCollege

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Finance Professor Ulrike Malmendier Receives 2013 Fischer Black Prize http://t.co/R2Dr1LMM

Posted: 12 Jan 2013 11:46 PM PST

BusinessSchools: Finance Professor Ulrike Malmendier Receives 2013 Fischer Black Prize http://t.co/R2Dr1LMM

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The Financial Education Daily is out! http://t.co/mgDaff68 ⸠Top stories today via @KACNY @cornellnews @UTexasMcCombs

Posted: 11 Jan 2013 11:35 PM PST

BusinessSchools: The Financial Education Daily is out! http://t.co/mgDaff68 â–¸ Top stories today via @KACNY @cornellnews @UTexasMcCombs

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.@icmacentre: Speculative Bubbles and the Cross-Sectional Variation in Stock Returns http://t.co/GmGlJ6Dm

Posted: 11 Jan 2013 12:53 PM PST

BusinessSchools: .@icmacentre: Speculative Bubbles and the Cross-Sectional Variation in Stock Returns http://t.co/GmGlJ6Dm

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Frontiers in Financial Mathematics 2013 - June 2013 http://t.co/UZze8mB2 #quant

Posted: 11 Jan 2013 04:58 AM PST

BusinessSchools: Frontiers in Financial Mathematics 2013 - June 2013 http://t.co/UZze8mB2 #quant

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Recent Advances in Algo and HF Trading - April, 2013 http://t.co/r2D4xkCe #hft #quant

Posted: 11 Jan 2013 04:58 AM PST

BusinessSchools: Recent Advances in Algo and HF Trading - April, 2013 http://t.co/r2D4xkCe #hft #quant

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Workshop on Large deviations and asymptotic methods in finance - April 2013 http://t.co/n4HTy8bb

Posted: 11 Jan 2013 04:58 AM PST

BusinessSchools: Workshop on Large deviations and asymptotic methods in finance - April 2013 http://t.co/n4HTy8bb

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Video - Trading's evolving next generation? Control systems, feedback loops, adaptive knowledge capture

Posted: 07 Dec 2012 05:38 AM PST

 read more...

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Video - Ciamac Moallemi: High-Frequency Trading and Market Microstructure

Posted: 28 Nov 2012 07:20 AM PST

Ciamac Moallemi is the Barbara and Meyer Feldberg Associate Professor of Business in the Decision, Risk, & Operations Division of the Graduate School of Business at Columbia University. read more...

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Vendor News: NAG announces support for IBM BlueGene/Q supercomputers

Posted: 13 Nov 2012 03:01 AM PST

 read more...

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Vendor News: Prescient Ridge Management signs Connamara Systems for New Trading Infrastructure and Support Services

Posted: 31 Oct 2012 06:47 AM PDT

New trading infrastructure provides entry into new markets and upgrades automated execution capabilitiesChicago, October 31, 2012 – Connamara Systems, LLC (Connamara), provider of services to exchanges, swap execution facilities, CTAs and Hedge Funds, today announced signing Prescient Ridge Management, LLC (PRM) a managed futures fund which specializes in short-term, automated trading...

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