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- Blog Post: TheAlephBlog: Why should REITs and MLPs have an Advantage?
- Published / Preprint: Highly comparative time-series analysis: The empirical structure of time series and their methods
- Published / Preprint: Editorial: Statistical Mechanics and Social Sciences
- Published / Preprint: Analysis of bibliometric indicators for individual scholars in a large data set
- Published / Preprint: Happiness and the Patterns of Life: A Study of Geolocated Tweets
- Blog Post: TheFinancialServicesClub: Monkeys should be given billion dollar bonuses
- Published / Preprint: Five Misunderstandings About Case-Study Research. (arXiv:1304.1186v1 [q-fin.GN])
- Published / Preprint: Interest-Rate Modelling in Collateralized Markets: Multiple curves, credit-liquidity effects, CCPs. (arXiv:1304.1397v1 [q-fin.PR])
- Published / Preprint: Fluctuation Analysis for the Loss From Default. (arXiv:1304.1420v1 [math.PR])
- Blog Post: Falkenblog: My Favorite Quotes
- Blog Post: WealthandCapitalMarketsBlog: 5.30.13: Celent Tokyo Roundtable: The Capital Markets Revolution in Japan and Asia
- Vendor News: April 4, 2013 - United Nations Federal Credit Union Enhances Service With SS&Câs CAMRA™
| Posted: 05 Apr 2013 03:46 AM PDT Most people’s work is ephemeral - processing that loan payment, serving a customer at a till, mending a broken car; they all happen and the world moves on and there’s very little to show for it beyond the short term.read more... Visit MoneyScience for the Complete Article.      |
| Blog Post: TheAlephBlog: Why should REITs and MLPs have an Advantage? Posted: 05 Apr 2013 03:02 AM PDT Some companies need to reinvest a lot and some don’t. Thus the creation of tax-favored vehicles like REITs and MLPs. A high percentage of taxable income must be paid out, but it is not taxed at the corporate level.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 05 Apr 2013 01:19 AM PDT The process of collecting and organizing sets of observations represents a common theme throughout the history of science. However, despite the ubiquity of scientists measuring, recording, and analyzing the dynamics of different processes, an extensive organization of scientific time-series data and analysis methods has never been performed. Addressing this, annotated collections of over 35 000... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Editorial: Statistical Mechanics and Social Sciences Posted: 05 Apr 2013 01:05 AM PDT This editorial opens the special issues that the Journal of Statistical Physics has dedicated to the growing field of statistical physics modeling of social dynamics. The issues include contributions from physicists and social scientists, with the goal of fostering a better communication between these two communities. Visit MoneyScience for the Complete Article.    |
| Posted: 05 Apr 2013 01:05 AM PDT Citation numbers and other quantities derived from bibliographic databases are becoming standard tools for the assessment of productivity and impact of research activities. Though widely used, still their statistical properties have not been well established so far. This is especially true in the case of bibliometric indicators aimed at the evaluation of individual scholars, because large-scale... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Happiness and the Patterns of Life: A Study of Geolocated Tweets Posted: 05 Apr 2013 01:05 AM PDT The patterns of life exhibited by large populations have been described and modeled both as a basic science exercise and for a range of applied goals such as reducing automotive congestion, improving disaster response, and even predicting the location of individuals. However, these studies previously had limited access to conversation content, rendering changes in expression as a function of... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Monkeys should be given billion dollar bonuses Posted: 05 Apr 2013 12:58 AM PDT It’s amazing how often Monkeys and Money come up in conversation.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Apr 2013 05:36 PM PDT This article examines five common misunderstandings about case-study research: (1) Theoretical knowledge is more valuable than practical knowledge; (2) One cannot generalize from a single case, therefore the single case study cannot contribute to scientific development; (3) The case study is most useful for generating hypotheses, while other methods are more suitable for hypotheses testing and... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Apr 2013 05:36 PM PDT The market practice of extrapolating different term structures from different instruments lacks a rigorous justification in terms of cash flows structure and market observables. In this paper, we integrate our previous consistent theory for pricing under credit, collateral and funding risks into term structure modelling, integrating the origination of different term structures with such effects.... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Fluctuation Analysis for the Loss From Default. (arXiv:1304.1420v1 [math.PR]) Posted: 04 Apr 2013 05:36 PM PDT We analyze the fluctuation of the loss from default around its large portfolio limit in a class of reduced-form models of correlated firm-by-firm default timing. We prove a weak convergence result for the fluctuation process and use it for developing a conditionally Gaussian approximation to the loss distribution. Numerical results illustrate the accuracy and computational efficiency of the... Visit MoneyScience for the Complete Article.    |
| Blog Post: Falkenblog: My Favorite Quotes Posted: 04 Apr 2013 05:17 PM PDT OK, one day into blogging retirement and I'm posting, but some asked in the comments for the quote list I mentioned, which I thought I'd share. I know I'm missing hundreds more good ones, and some here are much better than others. That is, 'moderation in all things' is highly profound. In contrast, I don't agree that "Genius is only a greater aptitude for patience", but I do think patience is... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Apr 2013 01:47 PM PDT Celent Senior Vice Presidents Neil Katkov, Axel Pierron, and Senior Analyst Eiichiro Yanagawaread more... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Apr 2013 06:00 AM PDT    |
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