MoneyScience News |
- Blog Post: TheFinancialServicesClub: Things worth reading: 5th August 2013
- Blog Post: Falkenblog: On the Inverse Correlation between Expected Risk and Return
- Published / Preprint: Detecting spatial homogeneity in the world trade web with Detrended Fluctuation Analysis. (arXiv:1308.0526v1 [physics.data-an])
- Blog Post: ThePracticalQuant: Big Data and Advertising: In the trenches
- Blog Post: TheAlephBlog: Advice to Two Readers
| Blog Post: TheFinancialServicesClub: Things worth reading: 5th August 2013 Posted: 04 Aug 2013 11:00 PM PDT Things we're reading today include ... read more... Visit MoneyScience for the Complete Article.      |
| Blog Post: Falkenblog: On the Inverse Correlation between Expected Risk and Return Posted: 04 Aug 2013 10:56 PM PDT Imagine a world where expected returns are solely a function of covariances as standard theory implies. Then for assets with specific covariances, the market should give them specific expected returns. People should expect risk and return to be positively correlated.Instead, Sharpe and Amromin find that people expect volatility and returns to be inversely correlated: when they are bullish they... Visit MoneyScience for the Complete Article.    |
| Posted: 04 Aug 2013 05:37 PM PDT In a spatially embedded network, that is a network where nodes can be uniquely determined in a system of coordinates, links' weights might be affected by metric distances coupling every pair of nodes (dyads). In order to assess to what extent metric distances affect relationships (link's weights) in a spatially embedded network, we propose a methodology based on DFA (Detrended Fluctuation... Visit MoneyScience for the Complete Article.    |
| Blog Post: ThePracticalQuant: Big Data and Advertising: In the trenches Posted: 04 Aug 2013 10:26 AM PDT [A version of this post appears on the O'Reilly Strata blog.]The $35B merger of Omnicom and Publicis put the convergence of Big Data and Advertising1 in the front pages of business publications. Adtech2 companies have long been at the forefront of many data technologies, strategies, and techniques. By now it's well-known that many impressive large scale, realtime analytics systems in production,... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Advice to Two Readers Posted: 04 Aug 2013 03:10 AM PDT I get a lot of requests for advice. Here are two of them.read more... Visit MoneyScience for the Complete Article.    |
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