Monday, March 4, 2013

MoneyScience News

MoneyScience News


Peer to Peer (P2P) Lending â âBank on Daveâ and many others

Posted: 04 Mar 2013 03:28 AM PST

If you live in the UK, you may have seen the Channel 4 television programme on 28th February this year (2013) entitled ‘Bank on Dave’. Burnley Savings and Loans to give it its other name, is a company (not a bank) which offers 5% ‘deposit’ rates to lenders and offers loans to those who cannot obtain funding from the highContinue reading

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Blog Post: TheFinancialServicesClub: Over half of corporates have no SEPA idea

Posted: 04 Mar 2013 01:40 AM PST

It’s interesting that we’re now less than a year away from SEPA’s end date for the Eurozone and so people are saying to me that SEPA doesn’t matter so much as a discussion point anymore.read more...

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Vendor News: Fidessa wins Best Buy-Side OMS at Markets Media awards

Posted: 04 Mar 2013 01:39 AM PST

Published / Preprint: A Method for Comparing Hedge Funds. (arXiv:1303.0073v1 [q-fin.GN])

Posted: 03 Mar 2013 05:32 PM PST

The paper presents new machine learning methods: signal composition, which classifies time-series regardless of length, type, and quantity; and self-labeling, a supervised-learning enhancement. The paper describes further the implementation of the methods on a financial search engine system to identify behavioral similarities among time-series representing monthly returns of 11,312 hedge funds...

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Published / Preprint: Price Dependence in Optimal Investment. (arXiv:1303.0237v1 [q-fin.PM])

Posted: 03 Mar 2013 05:32 PM PST

We consider a semi-static market composed of derivative securities, which we assume can be traded only at time zero, and of stocks, which can be traded continuously in time. Using a general utility function defined on the positive real line, we study the dependence on the price of the derivatives of the outputs of the utility maximization problem, investigating not only stability but also...

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Published / Preprint: On Bubbling of Linearly Ordered Sets. Part I. (arXiv:1302.7238v1 [math.GN] CROSS LISTED)

Posted: 03 Mar 2013 05:32 PM PST

Given a loset I, every surjective map p: A ---> I endows the set A with a structure of preordered set by "replacing" the elements of I with their inverse images via p considered as "bubbles" (sets endowed with an equivalence relation), lifting the structure of loset on A, and "agglutinating" this structure with the bubbles. Every bubbling A of a structure of loset I is a structure of...

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Open Source Finance 1. QuantLib - An Interview with Luigi Ballabio

Posted: 03 Mar 2013 09:38 AM PST

This is the first in a new series of interviews with leading developers involved in open source financial software.read more...

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Blog Post: ThePracticalQuant: Data Science Tools: Fast, easy to use, and scalable

Posted: 03 Mar 2013 09:32 AM PST

[A version of this post appears on the O'Reilly Strata blog.]read more...

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