MoneyScience News |
- Blog Post: TheFinancialServicesClub: The continuing battle over interchange fees
- Blog Post: filmackay: Sponsored Access: feathering the nest of a Black Swan?
- Blog Post: TheAlephBlog: Polar Petroleum, Frozen
- Published / Preprint: A theoretical framework for trading experiments. (arXiv:1306.2073v1 [q-fin.TR])
- Published / Preprint: Effective Measure of Endogeneity for the Autoregressive Conditional Duration Point Processes via Mapping to the Self-Excited Hawkes Process. (arXiv:1306.2245v1 [q-fin.ST])
- Published / Preprint: Some Possible Solution of Problem of Sovereign Debts: a short plan. (arXiv:1306.2251v1 [q-fin.GN])
- Published / Preprint: A Stable and Robust Calibration Scheme of the Log-Periodic Power Law Model. (arXiv:1108.0099v3 [q-fin.GN] UPDATED)
- Blog Post: iMFdirect: Africa: Second Fastest-Growing Region in the World
- Call for Papers: "6th McGill Global Asset Management Conferenceâ http://t.co/IDHz2ANA
- Call for Papers: "European Financial Management Association 2013 Annual Meetingâ http://t.co/YzMNM0nc
| Blog Post: TheFinancialServicesClub: The continuing battle over interchange fees Posted: 11 Jun 2013 01:09 AM PDT I remember in one of our early Financial Services Club meetings, a member of the UK Government’s Treasury Select Committee asking our attentive throng: can any of you explain APR to me?read more... Visit MoneyScience for the Complete Article.      |
| Blog Post: filmackay: Sponsored Access: feathering the nest of a Black Swan? Posted: 10 Jun 2013 10:25 PM PDT Market Access Mechanisms Over time the equities marketplace has evolved from phone-based trade execution, to using computerised channels such as Direct Market Access. This is where a trader sends an order electronically to their broker who, assuming everything is OK, simply passes it straight through to the market. Unlike in the past, where the trader may have placed an order with the broker,... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Polar Petroleum, Frozen Posted: 10 Jun 2013 09:17 PM PDT I’m not going to run the promoted stock scoreboard again so soon, but let it be known that Dephasium has fallen ~75% in the 5 days since I wrote about it. Put on your peril-sensitive sunglasses, here is the chart:read more... Visit MoneyScience for the Complete Article.    |
| Posted: 10 Jun 2013 05:37 PM PDT A general framework is suggested to describe human decision making in a certain class of experiments performed in a trading laboratory. We are in particular interested in discerning between two different moods, or states of the investors, corresponding to investors using fundamental investment strategies, technical analysis investment strategies respectively. Our framework accounts for two... Visit MoneyScience for the Complete Article.    |
| Posted: 10 Jun 2013 05:37 PM PDT In order to disentangle the internal dynamics from exogenous factors within the Autoregressive Conditional Duration (ACD) model, we present an effective measure of endogeneity. Inspired from the Hawkes model, this measure is defined as the average fraction of events that are triggered due to internal feedback mechanisms within the total population. We provide a direct comparison of the Hawkes and... Visit MoneyScience for the Complete Article.    |
| Posted: 10 Jun 2013 05:37 PM PDT Possible solution of problem of sovereign debts is suggested. At the current moment this solution still can be provided only by methods of the world monetary policy. Visit MoneyScience for the Complete Article.    |
| Posted: 10 Jun 2013 05:37 PM PDT We present a simple transformation of the formulation of the log-periodic power law formula of the Johansen-Ledoit-Sornette model of financial bubbles that reduces it to a function of only three nonlinear parameters. The transformation significantly decreases the complexity of the fitting procedure and improves its stability tremendously because the modified cost function is now characterized by... Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Africa: Second Fastest-Growing Region in the World Posted: 10 Jun 2013 06:26 AM PDT By Antoinette M. Sayeh read more... Visit MoneyScience for the Complete Article.    |
| Call for Papers: "6th McGill Global Asset Management Conferenceâ http://t.co/IDHz2ANA Posted: 24 Oct 2012 07:14 AM PDT moneyscience: Call for Papers: “6th McGill Global Asset Management Conference†http://t.co/IDHz2ANA Visit MoneyScience for the Complete Article.    |
| Posted: 24 Oct 2012 07:03 AM PDT moneyscience: Call for Papers: “European Financial Management Association 2013 Annual Meeting†http://t.co/YzMNM0nc Visit MoneyScience for the Complete Article.    |
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