MoneyScience News |
- Blog Post: TheFinancialServicesClub: To regain trust we need to jail some bankers
- Blog Post: TheAlephBlog: Classic: The Fundamentals of Market Tops
- Published / Preprint: Hierarchy of Frustrations as Supplementary Indices in Complex System Dynamics, Applied to the U.S. Intermarket. (arXiv:1304.3722v1 [q-fin.GN])
- Published / Preprint: Measuring the default risk of sovereign debt from the perspective of network. (arXiv:1304.3814v1 [q-fin.RM])
- Published / Preprint: Predictability on Complete Financial Markets. (arXiv:1304.3824v1 [q-fin.GN])
- Published / Preprint: Fitting the Log Periodic Power Law to financial crashes: a critical analysis. (arXiv:1002.1010v2 [q-fin.ST] UPDATED)
- Published / Preprint: Economic decision making: application of the theory of complex systems. (arXiv:1208.1277v2 [q-fin.GN] UPDATED)
- Published / Preprint: An assessement of global energy resource economic potentials. (arXiv:1205.4693v2 [math.DS] CROSS LISTED)
- Published / Preprint: On the changeover timescales of technology transitions and induced efficiency changes: an overarching theory. (arXiv:1209.0424v1 [math.DS] CROSS LISTED)
- Published / Preprint: An age structured demographic model of technology. (arXiv:1304.3602v1 [physics.soc-ph] CROSS LISTED)
- Blog Post: ThePracticalQuant: Single server systems can tackle Big Data
- Lasting confidence
| Blog Post: TheFinancialServicesClub: To regain trust we need to jail some bankers Posted: 16 Apr 2013 12:51 AM PDT I went to a Policy Review Summit yesterday, focused upon rebuilding trust in the banking system.read more... Visit MoneyScience for the Complete Article.      |
| Blog Post: TheAlephBlog: Classic: The Fundamentals of Market Tops Posted: 15 Apr 2013 08:33 PM PDT I wrote the following at RealMoney on 1/13/2004:read more... Visit MoneyScience for the Complete Article.    |
| Posted: 15 Apr 2013 05:39 PM PDT Definition of frustration is expressed by transitivity of binary entanglement relation in considered complex system. Extending this definition into n-ary relation a hierarchy of frustrations is derived. As a complex system the U.S. Intermarket is chosen where the correlation coefficient of intermarket sectors plays the role of entanglement measure. In each hierarchy level the frustration and the... Visit MoneyScience for the Complete Article.    |
| Posted: 15 Apr 2013 05:39 PM PDT Recently, there has been a growing interest in network research, especially in these fields of biology, computer science, and sociology. It is natural to address complex financial issues such as the European sovereign debt crisis from the perspective of network. In this article, we construct a network model according to the debt--credit relations instead of using the conventional methodology to... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Predictability on Complete Financial Markets. (arXiv:1304.3824v1 [q-fin.GN]) Posted: 15 Apr 2013 05:39 PM PDT The following fundamental properties are proved to be true if a financial market is exhaustive: (i) Every event which is measurable by the price history at time T is independent of G_t conditional on the current price history H_t, where G_t is a superset of H_t, (ii) every event which is measurable by G_t is independent of H_T conditional on H_t. These properties are especially useful for asset... Visit MoneyScience for the Complete Article.    |
| Posted: 15 Apr 2013 05:39 PM PDT A number of papers claim that a Log Periodic Power Law (LPPL) fitted to financial market bubbles that precede large market falls or 'crashes', contain parameters that are confined within certain ranges. The mechanism that has been claimed as underlying the LPPL, is based on influence percolation and a martingale condition. This paper examines these claims and the robustness of the LPPL for... Visit MoneyScience for the Complete Article.    |
| Posted: 15 Apr 2013 05:39 PM PDT In this chapter the complex systems are discussed in the context of economic and business policy and decision making. It will be showed and motivated that social systems are typically chaotic, non-linear and/or non-equilibrium and therefore complex systems. It is discussed that the rapid change in global consumer behaviour is underway, that further increases the complexity in business and... Visit MoneyScience for the Complete Article.    |
| Posted: 15 Apr 2013 05:39 PM PDT This paper presents an assessment of global economic energy potentials for all major natural energy resources. This work is based on both an extensive literature review and calculations using natural resource assessment data. Economic potentials are presented in the form of cost-supply curves, in terms of energy flows for renewable energy sources, or fixed amounts for fossil and nuclear... Visit MoneyScience for the Complete Article.    |
| Posted: 15 Apr 2013 05:39 PM PDT This paper presents a general theory that aims at explaining timescales observed empirically in technology transitions and predicting those of future transitions. This framework is used further to derive a theory for exploring the dynamics that underlie the complex phenomenon of irreversible and path dependent price or policy induced efficiency changes. Technology transitions are known to follow... Visit MoneyScience for the Complete Article.    |
| Posted: 15 Apr 2013 05:39 PM PDT At the heart of technology transitions lie complex processes of technology choices. Understanding and planning sustainability transitions requires modelling work, which necessitates a theory of technology substitution. A theoretical model of technological change and turnover is presented, intended as a methodological paradigm shift from widely used conventional modelling approaches such as cost... Visit MoneyScience for the Complete Article.    |
| Blog Post: ThePracticalQuant: Single server systems can tackle Big Data Posted: 15 Apr 2013 09:01 AM PDT [A version of this post appears on the O'Reilly Strata blog.]About a year ago a blog post from SAP posited1 that when it comes to analytics, most companies are in the multi-terabyte range: data sizes that are well-within the scope of distributed in-memory solutions like Spark, SAP HANA, ScaleOut Software, GridGain, and Terracotta.Around the same time a team of researchers from Microsoft went a... Visit MoneyScience for the Complete Article.    |
| Posted: 15 Apr 2013 07:43 AM PDT The (students’) Easter holidays have given me the chance to read & watch stuff to invigorate the grey matter.  2 of which I’ve been musing on:read more... Visit MoneyScience for the Complete Article.    |
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