Monday, May 13, 2013

MoneyScience News

MoneyScience News


Blog Post: TheFinancialServicesClub: From Bloomberg to Snoopberg

Posted: 12 May 2013 11:53 PM PDT

The shcok news of the day, or not, is that Bloomberg’s reporters have been spying on their customers.read more...

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Blog Post: Falkenblog: Weekly Roundup

Posted: 12 May 2013 06:54 PM PDT

Jon Vol sent me a little email saying he has a blog post on Taleb, and that it got picked up by a Taleb fansite, where at the bottom it is classified as "Filed Haters || Tagged Falkenstein." I'm not just a Hater, but rather, a type that can be applied to others! I wonder what our distinguishing characteristic is in their eyes?************************************************** Ă˘€œPride gets...

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Published / Preprint: Direct Evidence for Synchronization in Japanese Business Cycle. (arXiv:1305.2263v1 [q-fin.ST])

Posted: 12 May 2013 05:48 PM PDT

We have analyzed the Indices of Industrial Production (Seasonal Adjustment Index) for a long period of 240 months (January 1988 to December 2007) to develop a deeper understanding of the economic shocks. The angular frequencies estimated using the Hilbert transformation, are almost identical for the 16 industrial sectors. Moreover, the partial phase locking was observed for the 16 sectors. These...

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Published / Preprint: On the Lebesgue Property of Monotone Convex Functions. (arXiv:1305.2271v1 [math.FA])

Posted: 12 May 2013 05:48 PM PDT

The Lebesgue property (order-continuity) of a monotone convex function on a solid vector space of measurable functions is characterized in terms of (1) the weak inf-compactness of the conjugate function on the order-continuous dual space, (2) the attainment of the supremum in the dual representation by order-continuous linear functionals. This generalizes and unifies several recent results...

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Blog Post: ThePracticalQuant: 11 Essential Features that Visual Analysis Tools Should Have

Posted: 12 May 2013 12:03 PM PDT

[A version of this post appeared on the O'Reilly Strata blog.]After recently playing with SAS Visual Analytics, I've been thinking about tools for visual analysis. By visual analysis I mean the type of analysis most recently popularized by Tableau, QlikView, and Spotfire: you encounter a data set for the first time, conduct exploratory data analysis, with the goal of discovering interesting...

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