Wednesday, August 7, 2013

MoneyScience News

MoneyScience News


Blog Post: TheFinancialServicesClub: Which bank demonstrates the most innovation?

Posted: 06 Aug 2013 06:46 AM PDT

I often see interesting blogs and articles in foreign language and, thanks to Google Translate and the pervasive power of the English language as the standard language of the internet and business, I’ve now been connected globally with people on the edge of bank innovation and design.read more...

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Blog Post: TheAlephBlog: On Missing Revenue Estimates

Posted: 05 Aug 2013 10:38 PM PDT

I note that over the last few years that news reports regarding quarterly earnings have taken on another dimension — revenues get tracked as well as earnings.  I look at that and I shrug.  Not every sale is a good sale.  In overly competitive environments we should want to see companies making fewer sales, and perhaps shrink aspects of the company that can easily be rebuilt.read more...

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Published / Preprint: Efficient immunization strategies to prevent financial contagion. (arXiv:1308.0652v1 [q-fin.RM])

Posted: 05 Aug 2013 05:39 PM PDT

Many immunization strategies have been proposed to prevent infectious viruses from spreading through a network. In this study, we propose efficient immunization strategies to prevent a default contagion that might occur in a financial network. An essential difference from the previous studies on immunization strategy is that we take into account the possibility of serious side effects. Uniform...

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Published / Preprint: Time-reversal asymmetry in financial systems. (arXiv:1308.0669v1 [q-fin.GN])

Posted: 05 Aug 2013 05:39 PM PDT

We investigate the large-fluctuation dynamics in financial markets, based on the minute-to-minute and daily data of the Chinese Indices and German DAX. The dynamic relaxation both before and after the large fluctuations is characterized by a power law, and the exponents $p_\pm$ usually vary with the strength of the large fluctuations. The large-fluctuation dynamics is time-reversal symmetric...

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Published / Preprint: The Financing of Innovative SMEs: a multicriteria credit rating model. (arXiv:1308.0889v1 [q-fin.RM])

Posted: 05 Aug 2013 05:39 PM PDT

Small Medium-sized Enterprises (SMEs) face many obstacles when they try to access credit market. These obstacles are increased if the SMEs are innovative. In this case, financial data are insufficient or even not reliable. Thus, when building a judgemental rating model, mainly based on qualitative criteria (soft information), it is very important to finance SMEs' activities. Until now, there...

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Published / Preprint: The Skin In The Game Heuristic for Protection Against Tail Events. (arXiv:1308.0958v1 [q-fin.RM])

Posted: 05 Aug 2013 05:39 PM PDT

Standard economic theory makes an allowance for the agency problem, but not the compounding of moral hazard in the presence of informational opacity, particularly in what concerns high-impact events in fat tailed domains. But the ancients did; so did many aspects of moral philosophy. We propose a global and morally mandatory heuristic that anyone involved in an action which can possibly generate...

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Blog Post: iMFdirect: Japan's Three ArrowsâWill They Fly?

Posted: 05 Aug 2013 07:47 AM PDT

By Jerry Schiff read more...

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Vendor News: Prescient Ridge Management signs Connamara Systems for New Trading Infrastructure and Support Services

Posted: 31 Oct 2012 06:47 AM PDT

New trading infrastructure provides entry into new markets and upgrades automated execution capabilitiesChicago, October 31, 2012 – Connamara Systems, LLC (Connamara), provider of services to exchanges, swap execution facilities, CTAs and Hedge Funds, today announced signing Prescient Ridge Management, LLC (PRM) a managed futures fund which specializes in short-term, automated trading...

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Call for Papers, "IMA Conference on Mathematics in Finance", 2013, Edinburgh, UK #quant @TCJUK http://t.co/5PoLUumQ

Posted: 24 Oct 2012 08:00 AM PDT

moneyscience: Call for Papers, "IMA Conference on Mathematics in Finance", 2013, Edinburgh, UK #quant @TCJUK http://t.co/5PoLUumQ

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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

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Call for Papers: "European Financial Management Association 2013 Annual Meetingâ http://t.co/YzMNM0nc

Posted: 24 Oct 2012 07:03 AM PDT

moneyscience: Call for Papers: “European Financial Management Association 2013 Annual Meeting” http://t.co/YzMNM0nc

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