MoneyScience News |
- Blog Post: TheFinancialServicesClub: Holiday Humour #2: Monty Python's the Money Programme
- Blog Post: TheAlephBlog: Many Will Not Retire; What About You?
- Published / Preprint: On the multifractal effects generated by monofractal signals. (arXiv:1307.2014v1 [physics.data-an])
- Published / Preprint: Modeling record-breaking stock prices. (arXiv:1307.2048v1 [q-fin.ST])
- Published / Preprint: Random Market Models with an H-Theorem. (arXiv:1307.2169v1 [nlin.AO])
- Published / Preprint: Cost overruns in Large-Scale Transportation Infrastructure Projects: Explanations and Their Theoretical Embeddedness. (arXiv:1307.2176v1 [q-fin.GN])
- Published / Preprint: Characteristics of Cost Overruns for Dutch Transport Infrastructure Projects and the Importance of the Decision to Build and Project Phases. (arXiv:1307.2178v1 [q-fin.GN])
- Published / Preprint: Different Cost Performance: Different Determinants? The Case of Cost Overruns in Dutch Transportation Infrastructure Projects. (arXiv:1307.2179v1 [q-fin.GN])
- Published / Preprint: Geographical Variation in Project Cost Performance: The Netherlands versus Worldwide. (arXiv:1307.2181v1 [q-fin.GN])
- Published / Preprint: Importance sampling for jump processes and applications to finance. (arXiv:1307.2218v1 [math.PR])
- Blog Post: rob_daly: Case-Based Reasoning Eyes Wall Street
- Call for Papers: "6th McGill Global Asset Management Conferenceâ http://t.co/IDHz2ANA
| Blog Post: TheFinancialServicesClub: Holiday Humour #2: Monty Python's the Money Programme Posted: 09 Jul 2013 03:30 AM PDT You may remember Monty Python, as it has shaped many British person's psyche. read more... Visit MoneyScience for the Complete Article.      |
| Blog Post: TheAlephBlog: Many Will Not Retire; What About You? Posted: 09 Jul 2013 03:18 AM PDT read more... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Jul 2013 05:39 PM PDT We study quantitatively the level of false multifractal signal one may encounter while analyzing multifractal phenomena in time series within multifractal detrended fluctuation analysis (MF-DFA). The investigated effect appears as a result of finite length of used data series and is additionally amplified by the long-term memory the data eventually may contain. We provide the detailed... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Modeling record-breaking stock prices. (arXiv:1307.2048v1 [q-fin.ST]) Posted: 08 Jul 2013 05:39 PM PDT We study the statistics of record-breaking events in daily stock prices of 366 stocks from the Standard and Poors 500 stock index. Both the record events in the daily stock prices themselves and the records in the daily returns are discussed. In both cases we try to describe the record statistics of the stock data with simple theoretical models. The daily returns are compared to i.i.d. RV's and... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Random Market Models with an H-Theorem. (arXiv:1307.2169v1 [nlin.AO]) Posted: 08 Jul 2013 05:39 PM PDT In this communication, some economic models given by functional mappings are addressed. These are models for random markets where agents trade by pairs and exchange their money in a random and conservative way. They display the exponential wealth distribution as asymptotic equilibrium, independently of the effectiveness of the transactions and of the limitation of the total wealth. Also, the... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Jul 2013 05:39 PM PDT Managing large-scale transportation infrastructure projects is difficult due to frequent misinformation about the costs which results in large cost overruns that often threaten the overall project viability. This paper investigates the explanations for cost overruns that are given in the literature. Overall, four categories of explanations can be distinguished: technical, economic, psychological,... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Jul 2013 05:39 PM PDT Using a methodology similar to that used the in the worldwide research, the cost performance of Dutch large-scale transport infrastructure projects is determined. In the Netherlands, cost overruns are as common as cost underruns but because cost overruns are larger than cost underruns projects on average have a cost overrun of 16.5%. The focus on one country further enabled to consider cost... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Jul 2013 05:39 PM PDT Cost overruns on Dutch transportation infrastructure are substantially lower than in other countries. This paper examines three independent variables and their relation with cost overrun in order to decide whether this is different for Dutch infrastructure projects compared to worldwide findings. The three independent variables are project type (road, rail, and fixed link projects), project size... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Jul 2013 05:39 PM PDT Cost overruns in transport infrastructure projects know no geographical limits, overruns are a global phenomenon. Nevertheless, the size of cost overruns varies with location. In the Netherlands, cost overruns appear to be smaller compared to the rest of the world. This paper tests whether Dutch projects perform significantly better in terms of cost overruns than other geographical areas. It is... Visit MoneyScience for the Complete Article.    |
| Posted: 08 Jul 2013 05:39 PM PDT Adaptive importance sampling techniques are widely known for the Gaussian setting of Brownian driven diffusions. In this work, we want to extend them to jump processes. Our approach relies on a change of the jump intensity combined with the standard exponential tilting for the Brownian motion. The free parameters of our framework are optimized using sample average approximation techniques. We... Visit MoneyScience for the Complete Article.    |
| Blog Post: rob_daly: Case-Based Reasoning Eyes Wall Street Posted: 08 Jul 2013 09:16 AM PDT Case-Based Reasoning Eyes Wall Streetread 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.    |
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