Tuesday, July 30, 2013

MoneyScience News

MoneyScience News


Blog Post: TheFinancialServicesClub: The world's best and worst job titles

Posted: 30 Jul 2013 03:20 AM PDT

How the world has changed.read more...

Visit MoneyScience for the Complete Article.

Blog Post: TheAlephBlog: The Rules, Part XLVIII

Posted: 29 Jul 2013 11:58 PM PDT

If an asset-backed security can produce a book return less than zero for reasons other than default, that asset-backed security should not be permitted as a reserve investment.read more...

Visit MoneyScience for the Complete Article.

Published / Preprint: Extracting information from the signature of a financial data stream. (arXiv:1307.7244v1 [q-fin.ST])

Posted: 29 Jul 2013 05:38 PM PDT

Market events such as order placement and order cancellation are examples of the complex and substantial flow of data that surrounds a modern financial engineer. New mathematical techniques, developed to describe the interactions of complex oscillatory systems (known as the theory of rough paths) provides new tools for analysing and describing these data streams and extracting the vital...

Visit MoneyScience for the Complete Article.

Vendor News: NAG announces support for IBM BlueGene/Q supercomputers

Posted: 13 Nov 2012 03:01 AM PST

 read more...

Visit MoneyScience for the Complete Article.