MoneyScience News |
- Blog Post: TheFinancialServicesClub: How to Avoid Digging Up the Road More Than Once
- Blog Post: TheAlephBlog: Cookie Jars
- Blog Post: Falkenblog: Why Do Top Income Shares Matter?
- Published / Preprint: Unified Framework of Mean-Field Formulations for Optimal Multi-period Mean-Variance Portfolio Selection. (arXiv:1303.1064v1 [q-fin.PM])
- Published / Preprint: Utility maximisation and utility indifference price for exponential semi-martingale models with random factor. (arXiv:1303.1134v1 [q-fin.PR])
- Blog Post: iMFdirect: A Missing Piece In Europe's Growth Puzzle
- Published / Preprint: Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility
- Published / Preprint: An analytic multi-currency model with stochastic volatility and stochastic interest rates
- Published / Preprint: The Rise and Fall of a Central Contributor: Dynamics of Social Organization and Performance in the Gentoo Community
- Published / Preprint: Modelling the Air Transport with Complex Networks: a short review
- Published / Preprint: Growing multiplex networks
- Published / Preprint: Pattern Based Graph Generator
- The Future of Private Equity: Beyond the Mega Buyout - Interview with Author, Mark Bishop
| Blog Post: TheFinancialServicesClub: How to Avoid Digging Up the Road More Than Once Posted: 06 Mar 2013 01:01 AM PST PRESS RELEASE FROM THE FINANCIAL SERVICES CLUB, 5th March 2013 An industry group supported by the Financial Services Club is harnessing the power of ‘crowdsourcing’ and social networks to generate a list of the regulatory issues most likely to cause firms to have to “dig up the road more than onceâ€. read more... Visit MoneyScience for the Complete Article.      |
| Blog Post: TheAlephBlog: Cookie Jars Posted: 05 Mar 2013 10:53 PM PST When I was a little kid, there was a cookie jar in my house, and Mom who baked excellent cookies. I was a scrawny runt, and at that time a picky eater. But when I got home from school I could have a snack, so long as it was not within an hour of dinner. I remember a bowl of potato chips, and some cookies. Maybe slicing up a banana with a little sugar and milk. Or, sliced carrots with... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: Why Do Top Income Shares Matter? Posted: 05 Mar 2013 06:43 PM PST From a recent YouTube lecture by UC Berkeley economist Emmanuel Saez, he discusses income inequality. As an introduction he makes the following claim, and it's pretty clear he doesn't find this very controversial:Inequality matters because people evaluate their economic well-being relative to others, not in absolute terms He's a pretty conventional, leading academic economist. It's interesting... Visit MoneyScience for the Complete Article.    |
| Posted: 05 Mar 2013 05:52 PM PST The classical dynamic programming-based optimal stochastic control methods fail to cope with nonseparable dynamic optimization problems as the principle of optimality no longer applies in such situations. Among these notorious nonseparable problems, the dynamic mean-variance portfolio selection formulation had posted a great challenge to our research community until recently. A few solution... Visit MoneyScience for the Complete Article.    |
| Posted: 05 Mar 2013 05:52 PM PST We consider utility maximization problem for semi-martingale models depending on a random factor $\xi$. We reduce initial maximization problem to the conditional one, given $\xi=u$, which we solve using dual approach. For HARA utilities we consider information quantities like Kullback-Leibler information and Hellinger integrals, and corresponding information processes. As a particular... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: A Missing Piece In Europe's Growth Puzzle Posted: 05 Mar 2013 02:29 PM PST By Reza Moghadamread more... Visit MoneyScience for the Complete Article.    |
| Posted: 05 Mar 2013 05:58 AM PST The cusp catastrophe theory has been primarily developed as a deterministic theory for systems that may respond to continuous changes in a control variables by a discontinuous change. While most of the systems in behavioral sciences are subject to noise, and in behavioral finance moreover to time-varying volatility, it may be difficult to apply the theory in these fields. This paper addresses the... Visit MoneyScience for the Complete Article.    |
| Posted: 05 Mar 2013 05:58 AM PST We introduce a tractable multi-currency model with stochastic volatility and correlated stochastic interest rates that takes into account the smile in the FX market and the evolution of yield curves. The pricing of vanilla options on FX rates can be performed effciently through the FFT methodology thanks to the affinity of the model. A joint calibration exercise of the implied volatility surfaces... Visit MoneyScience for the Complete Article.    |
| Posted: 05 Mar 2013 05:58 AM PST Social organization and division of labor crucially influence the performance of collaborative software engineering efforts. In this paper, we provide a quantitative analysis of the relation between social organization and performance in Gentoo, an Open Source community developing a Linux distribution. We study the structure and dynamics of collaborations as recorded in the project's bug tracking... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Modelling the Air Transport with Complex Networks: a short review Posted: 05 Mar 2013 05:58 AM PST Air transport is a key infrastructure of modern societies. In this paper we review some recent approaches to air transport, which make extensive use of theory of complex networks. We discuss possible networks that can be defined for the air transport and we focus our attention to networks of airports connected by flights. We review several papers investigating the topology of these networks and... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Growing multiplex networks Posted: 05 Mar 2013 05:58 AM PST We propose a modelling framework for growing multiplexes where a node can belong to different networks. We define new measures for multiplexes and we identify a number of relevant ingredients for modeling their evolution such as the coupling between the different layers and the arrival time distribution of nodes. The topology of the multiplex changes significantly in the different cases under... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Pattern Based Graph Generator Posted: 05 Mar 2013 05:58 AM PST The importance of graph mining has been widely recognized thanks to a large variety of applications in many areas, while real datasets always play important roles to examine the solution quality and efficiency of a graph mining algorithm. Nevertheless, the size of a real dataset is usually fixed and constrained according to the available resources, such as the efforts to crawl an on-line social... Visit MoneyScience for the Complete Article.    |
| The Future of Private Equity: Beyond the Mega Buyout - Interview with Author, Mark Bishop Posted: 05 Mar 2013 02:31 AM PST read more... Visit MoneyScience for the Complete Article.    |
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