MoneyScience News |
- Blog Post: TheFinancialServicesClub: The Payments Innovation Jury Report, 2013
- Published / Preprint: Why Mass Media Matter to Planning Research: The Case of Megaprojects. (arXiv:1304.1665v1 [q-fin.GN])
- Published / Preprint: A convolution method for numerical solution of backward stochastic differential equations. (arXiv:1304.1783v1 [math.PR])
- Published / Preprint: Stochastic Utilities With a Given Optimal Portfolio : Approach by Stochastic Flows. (arXiv:1004.5192v2 [q-fin.CP] UPDATED)
- Blog Post: ThePracticalQuant: The re-emergence of Time-series
| Blog Post: TheFinancialServicesClub: The Payments Innovation Jury Report, 2013 Posted: 08 Apr 2013 12:50 AM PDT I’ve been involved with Anthemis Group for some time, particularly liaising with Uday and Sean at innotribe.read more... Visit MoneyScience for the Complete Article.      |
| Posted: 07 Apr 2013 05:30 PM PDT This article asks how planning scholarship may effectively gain impact in planning practice through media exposure. In liberal democracies the public sphere is dominated by mass media. Therefore, working with such media is a prerequisite for effective public impact of planning research. Using the example of megaproject planning, it is illustrated how so-called "phronetic planning research," which... Visit MoneyScience for the Complete Article.    |
| Posted: 07 Apr 2013 05:30 PM PDT We propose a new method for the numerical solution of backward stochastic differential equations (BSDEs) which finds its roots in Fourier analysis. The method consists of an Euler time discretization of the BSDE with certain conditional expectations expressed in terms of Fourier transforms and computed using the fast Fourier transform (FFT). The problem of error control is addressed, we consider... Visit MoneyScience for the Complete Article.    |
| Posted: 07 Apr 2013 05:30 PM PDT The paper generalizes the construction by stochastic flows of consistent utility processes introduced by M. Mrad and N. El Karoui in (2010). The utilities random fields are defined from a general class of processes denoted by $\GX$. Making minimal assumptions and convex constraints on test-processes, we construct by composing two stochastic flows of homeomorphisms, all the consistent... Visit MoneyScience for the Complete Article.    |
| Blog Post: ThePracticalQuant: The re-emergence of Time-series Posted: 07 Apr 2013 12:06 PM PDT [A version of this post appeared on the O'Reilly Strata blog.]My first job after leaving academia was as a quant1 for a hedge fund, where I performed (what are now referred to as) data science tasks on financial time-series. I primarily used techniques from probability & statistics, econometrics, and optimization, with occasional forays into machine-learning (clustering, classification,... Visit MoneyScience for the Complete Article.    |
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