Friday, March 22, 2013

MoneyScience News

MoneyScience News


Published / Preprint: 22Mar/Basel Committee issues consultative document on recognising the cost of credit protection purchased

Posted: 22 Mar 2013 03:58 AM PDT

Press release about "Basel Committee issuing a consultative document on recognising the cost of credit protection purchased" (22 March 2013)

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Blog Post: TheFinancialServicesClub: Running a bank as an IT shop ... is the pain worth it?

Posted: 22 Mar 2013 02:44 AM PDT

I was sitting through a vendor presentation, when a slide popped up titled: industry pain points.read more...

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Blog Post: TheAlephBlog: On Time Horizons

Posted: 21 Mar 2013 11:44 PM PDT

I wrote a piece with the same title four months ago, but this one will be different, because I want to focus on individuals, and less on institutions.  During the bull phase of market moves, people are willing to take chances.  That can take several forms:read more...

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Published / Preprint: Editorial

Posted: 21 Mar 2013 11:17 PM PDT



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Published / Preprint: The BlackâLitterman model: A risk budgeting perspective

Posted: 21 Mar 2013 11:17 PM PDT



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Published / Preprint: A comparison between capitalization-weighted and equally weighted indexes in the European equity market

Posted: 21 Mar 2013 11:16 PM PDT



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Published / Preprint: A comparative performance analysis of conventional and Islamic exchange-traded funds

Posted: 21 Mar 2013 11:16 PM PDT



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Published / Preprint: Do they trade as they say? Comparing survey data and trading records

Posted: 21 Mar 2013 11:16 PM PDT



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Published / Preprint: A hybrid genetic algorithmâsupport vector machine approach in the task of forecasting and trading

Posted: 21 Mar 2013 11:16 PM PDT



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Blog Post: Falkenblog: Innovation at Work

Posted: 21 Mar 2013 07:16 PM PDT

Alas, my favorite wrestler in this year's tournament, Minnesota's Dylan Ness, lost today, so I'm quite bummed ... but, they have actually changed the format this year to accommodate fan interest, and moved the 165 pound final to the end of the tournament. This upset some people, but I think there's a balance between catering to the whims of the public via X-game type sports, and...

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Published / Preprint: Nanotechnology and Innovation, Recent status and the strategic implication for the formation of high tech clusters in Greece, in between a global economic crisis. (arXiv:1303.5290v1 [q-fin.GN])

Posted: 21 Mar 2013 05:36 PM PDT

Nanotechnology is the first major worldwide research initiative of the 21st century and probably is the solution vector in the economic environment. Also, innovation is widely recognized as a key factor in the economic development of nations, and is essential for the competitiveness of the industrial firms as well. Policy and management of innovation are necessary in order to develop innovation...

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Published / Preprint: Parisian ruin probability for spectrally negative L\'{e}vy processes. (arXiv:1102.4055v2 [math.PR] UPDATED)

Posted: 21 Mar 2013 05:36 PM PDT

In this note we give, for a spectrally negative Levy process, a compact formula for the Parisian ruin probability, which is defined by the probability that the process exhibits an excursion below zero, with a length that exceeds a certain fixed period r. The formula involves only the scale function of the spectrally negative Levy process and the distribution of the process at time r.

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Published / Preprint: 21Mar/Basel Committee publishes for consultation supervisory guidance on external audits of banks

Posted: 21 Mar 2013 07:48 AM PDT

Press release about "Basel Committee publishes for consultation supervisory guidance on external audits of banks" (21 March 2013)

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Vendor News: SS&C GlobeOp Forward Redemption Indicator

Posted: 21 Mar 2013 06:03 AM PDT