MoneyScience News |
- Vendor News: Fidessa opens up the world of post-trade processing
- Blog Post: TheAlephBlog: Redacted Version of the July 2013 FOMC Statement
- Blog Post: TheFinancialServicesClub: Things worth reading: 1st August 2013
- Published / Preprint: Liability-driven investment in longevity risk management. (arXiv:1307.8261v1 [q-fin.RM])
- Published / Preprint: Is it possible to predict long-term success with k-NN? Case Study of four market indices (FTSE100, DAX, HANGSENG, NASDAQ). (arXiv:1307.8308v1 [q-fin.ST])
- Blog Post: rob_daly: SEFs Pending HFT Pains
- Event: Helsinki Finance Summit 2013
- Vendor News: NAG announces support for IBM BlueGene/Q supercomputers
| Vendor News: Fidessa opens up the world of post-trade processing Posted: 01 Aug 2013 01:09 AM PDT      |
| Blog Post: TheAlephBlog: Redacted Version of the July 2013 FOMC Statement Posted: 31 Jul 2013 11:47 PM PDT June 2013July 2013CommentsInformation received since the Federal Open Market Committee met in May suggests that economic activity has been expanding at a moderate pace.Information received since the Federal Open Market Committee met in June suggests that economic activity expanded at a modest pace during the first half of the year.Shades their view of past GDP down.Labor market conditions have... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Things worth reading: 1st August 2013 Posted: 31 Jul 2013 10:19 PM PDT Things we're reading today include ... read more... Visit MoneyScience for the Complete Article.    |
| Posted: 31 Jul 2013 05:39 PM PDT This paper studies optimal investment from the point of view of an investor with longevity-linked liabilities. The relevant optimization problems rarely are analytically tractable, but we are able to show numerically that liability driven investment can significantly outperform common strategies that do not take the liabilities into account. In problems without liabilities the advantage... Visit MoneyScience for the Complete Article.    |
| Posted: 31 Jul 2013 05:39 PM PDT This case study tests the possibility of prediction for "success" (or "winner") components of four stock & shares market indices in a time period of three years from 02-Jul-2009 to 29-Jun-2012.We compare their performance ain two time frames: initial frame three months at the beginning (02/06/2009-30/09/2009) and the final three month frame (02/04/2012-29/06/2012). To label the components,... Visit MoneyScience for the Complete Article.    |
| Blog Post: rob_daly: SEFs Pending HFT Pains Posted: 31 Jul 2013 01:56 PM PDT SEFs Pending HFT Painsread more... Visit MoneyScience for the Complete Article.    |
| Event: Helsinki Finance Summit 2013 Posted: 16 Jul 2013 11:49 AM PDT Location: Hotel Kämp, Pohjoisesplanadi 29, Helsinki; Date: August 26th, 2013; The objective of this small conference is to present state-of-the-art academic research on topics related to investor behavior. Empirical, theoretical, and experimental papers are all welcome. There will be one track of presentations over the course of one and a half days. The relatively small scale of the conference... 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.    |
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