MoneyScience News |
- Blog Post: TheAlephBlog: The Rules, Part LIII
- Blog Post: WealthandCapitalMarketsBlog: An Emerging Business Model in Wealth Management
- Published / Preprint: Inflation, unemployment, and labor force. Phillips curves and long-term projections for Japan. (arXiv:1309.1757v1 [q-fin.GN])
- Published / Preprint: Statistical inference of co-movements of stocks during a financial crisis. (arXiv:1309.1871v1 [q-fin.ST])
- Published / Preprint: A Systematic Approach to Constructing Market Models With Arbitrage. (arXiv:1309.1988v1 [q-fin.PR])
- Published / Preprint: L\'evy-FBSDE approach to option pricing. (arXiv:1309.2211v1 [q-fin.PR])
- Published / Preprint: 09Sep/Claudio Borio appointed as Head of Monetary and Economic Department and Hyun Song Shin appointed as Economic Adviser and Head of Research
- Blog Post: iMFdirect: Hi-Fis and Low Gears: Manufacturing's Bounce in the U.S.
- Published / Preprint: 09Sep/Benoît CÅuré appointed CPSS Chairman
- Nicole El Karoui - The Future of Financial Mathematics
- Blog Post: TheFinancialServicesClub: Not just a cashless future, but a moneyless one?
- Greed, not generosity, more likely to be 'paid forward'
| Blog Post: TheAlephBlog: The Rules, Part LIII Posted: 09 Sep 2013 09:28 PM PDT The tech market washes out about every eight years or so. The broad market, which is a more robust beast, washes out far less frequently. My question: are these variants of the same phenomenon?read more... Visit MoneyScience for the Complete Article.      |
| Blog Post: WealthandCapitalMarketsBlog: An Emerging Business Model in Wealth Management Posted: 09 Sep 2013 09:16 PM PDT Over the past 12-18 months, the concept of the wealth management platform has continued to evolve towards a fully-integrated end-to-end solution that includes technology, people, and processes. This model combines technology and operations into one unified platform supported by a single provider. In essence, one vendor becomes the partner of choice for integrating and supporting enterprise-wide... Visit MoneyScience for the Complete Article.    |
| Posted: 09 Sep 2013 05:39 PM PDT The evolution of the rate of price inflation and unemployment in Japan has been modeled within the Phillips curve framework. As an extension to the Phillips curve, we represent both variables as linear functions of the change rate of labor force. All models were first estimated in 2005 for the period between 1980 and 2003. Here we update these original models with data through 2012. The revisited... Visit MoneyScience for the Complete Article.    |
| Posted: 09 Sep 2013 05:39 PM PDT In order to figure out and to forecast the emergence phenomena of social systems, we propose several probabilistic models for the analysis of financial markets, especially around a crisis. We first attempt to visualize the collective behaviour of markets during a financial crisis through cross-correlations between typical Japanese daily stocks by making use of multi- dimensional scaling. We find... Visit MoneyScience for the Complete Article.    |
| Posted: 09 Sep 2013 05:39 PM PDT This short note provides a systematic construction of market models without unbounded profits but with arbitrage opportunities. Visit MoneyScience for the Complete Article.    |
| Published / Preprint: L\'evy-FBSDE approach to option pricing. (arXiv:1309.2211v1 [q-fin.PR]) Posted: 09 Sep 2013 05:39 PM PDT We show how the results on forward-backward SDEs driven by L\'evy processes obtained in our previous paper can be applied to portfolio selection in a L\'evy-type market. Our approach allows to characterize a class L\'evy driven FBSDEs which allows to select an optimal portfolio. Visit MoneyScience for the Complete Article.    |
| Posted: 09 Sep 2013 09:09 AM PDT BIS appoints Claudio Borio as Head of Monetary and Economic Department and Hyun Song Shin as Economic Adviser and Head of Research Visit MoneyScience for the Complete Article.    |
| Blog Post: iMFdirect: Hi-Fis and Low Gears: Manufacturing's Bounce in the U.S. Posted: 09 Sep 2013 08:05 AM PDT By Tim Mahedyread more... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: 09Sep/Benoît CÅuré appointed CPSS Chairman Posted: 09 Sep 2013 04:08 AM PDT Press release about Benoît CÅ"uré being appointed CPSS Chairman (BIS Press Releases 9 September 2013) Visit MoneyScience for the Complete Article.    |
| Nicole El Karoui - The Future of Financial Mathematics Posted: 09 Sep 2013 03:16 AM PDT Nicole El Karoui writes in Paris Tech Review. read more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Not just a cashless future, but a moneyless one? Posted: 09 Sep 2013 02:10 AM PDT I was listening to a futurist talking about our planet, its growth, its overpopulation, the challenge of feeding the planet, sustainability and more, and in the middle of all of this he said that the future would have no money.read more... Visit MoneyScience for the Complete Article.    |
| Greed, not generosity, more likely to be 'paid forward' Posted: 17 Dec 2012 07:04 AM PST Paying it forward - a popular expression for extending generosity to others after someone has been generous to you - is a heartwarming concept, but it is less common than repaying greed with greed, according to new research published by the American Psychological Association. read more... Visit MoneyScience for the Complete Article.    |
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