MoneyScience News |
- Blog Post: ThePracticalQuant: A compelling family of DSLs for Data Science
- Blog Post: iMFdirect: Less Red Tape, More Credit: How the Private Sector Can Flourish in the Middle East
- Blog Post: TheFinancialServicesClub: Things worth reading: 6th January 2014
- Research Library: Thinking like a trader selectively reduces individuals' loss aversion
- Published / Preprint: Optimal Investment with Transaction Costs and Stochastic Volatility. (arXiv:1401.0562v1 [q-fin.PM])
- Published / Preprint: G-Doob-Meyer Decomposition and its Application in Bid-Ask Pricing for American Contingent Claim Under Knightian Uncertainty. (arXiv:1401.0677v1 [q-fin.PR])
- Blog Post: TheAlephBlog: Book Review: Banking and Financial Institutions
- Published / Preprint: The Determinants of Life Insurerâs Growth for a Developing Insurance Market: Domestic vs Foreign Insurance Firms
- Published / Preprint: A Competing Risks Dynamic Hazard Approach to Investigate the Insolvency Outcomes of Property-Casualty Insurers
- Published / Preprint: Quantile Regression Analysis of Corporate Liquidity: Evidence from the U.S. PropertyâLiability Insurance Industry
- Published / Preprint: Asymmetric Information on Risky Behaviour: Evidence from the Automobile Insurance Market
- Published / Preprint: EditorialâShin Research Excellence Awards: A partnership of The Geneva Association/International Insurance Society
- Published / Preprint: Human Capital Risk and Talent Management Issues in the Insurance Market: Public Policy, Industry and Collegiate Education Perspectives*
- Published / Preprint: Mean field approximation for biased diffusion on Japanese inter-firm trading network. (arXiv:1401.0124v1 [q-fin.GN])
- Published / Preprint: IIGHGINT: A generalization to the modified GHG intensity universal indicator toward a production/consumption insensitive border carbon tax. (arXiv:1401.0301v1 [q-fin.GN])
- Published / Preprint: Emergence of statistically validated financial intraday lead-lag relationships. (arXiv:1401.0462v1 [q-fin.ST])
| Blog Post: ThePracticalQuant: A compelling family of DSLs for Data Science Posted: 06 Jan 2014 03:06 PM PST [A version of this post appears on the O'Reilly Data blog.]An important reason why pydata tools and Spark appeal to data scientists is that they both cover many data science tasks and workloads (Spark users can move seamlessly between batch and streaming). Being able to use the same programming style and syntax for workflows that span a variety of tasks is a huge productivity boost. In the case... Visit MoneyScience for the Complete Article.      |
| Posted: 06 Jan 2014 08:47 AM PST By Min Zhuread more... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheFinancialServicesClub: Things worth reading: 6th January 2014 Posted: 06 Jan 2014 05:55 AM PST Things we're reading today include ...read more... Visit MoneyScience for the Complete Article.    |
| Research Library: Thinking like a trader selectively reduces individuals' loss aversion Posted: 06 Jan 2014 03:30 AM PST Peter Sokol-Hessner, Ming Hsu, Nina G. Curley, Mauricio R. Delgado, Colin F. Camerer and Elizabeth A. Phelps Abstract Research on emotion regulation has focused upon observers' ability to regulate their emotional reaction to stimuli such as affective pictures, but many other aspects of our affective experience are also potentially amenable to intentional cognitive regulation. In the... Visit MoneyScience for the Complete Article.    |
| Posted: 05 Jan 2014 05:38 PM PST Two major financial market frictions are transaction costs and uncertain volatility, and we analyze their joint impact on the problem of portfolio optimization. When volatility is constant, the transaction costs optimal investment problem has a long history, especially in the use of asymptotic approximations when the cost is small. Under stochastic volatility, but with no transaction costs, the... Visit MoneyScience for the Complete Article.    |
| Posted: 05 Jan 2014 05:38 PM PST The target of this paper is to establish the bid-ask pricing frame work for the American contingent claims against risky assets with G-asset price systems (see \cite{Chen2013b}) on the financial market under Knight uncertainty. First, we prove G-Dooby-Meyer decomposition for G-supermartingale. Furthermore, we consider bid-ask pricing American contingent claims under Knight uncertain, by using... Visit MoneyScience for the Complete Article.    |
| Blog Post: TheAlephBlog: Book Review: Banking and Financial Institutions Posted: 05 Jan 2014 10:10 AM PST Many readers ask me for a good book on financial institutions, and this is a good one, if limited to depositary financials, not including insurance companies and asset managers.read more... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Jan 2014 11:42 PM PST Visit MoneyScience for the Complete Article.    |
| Posted: 02 Jan 2014 11:42 PM PST Visit MoneyScience for the Complete Article.    |
| Posted: 02 Jan 2014 11:42 PM PST Visit MoneyScience for the Complete Article.    |
| Posted: 02 Jan 2014 11:42 PM PST Visit MoneyScience for the Complete Article.    |
| Posted: 02 Jan 2014 11:42 PM PST Visit MoneyScience for the Complete Article.    |
| Posted: 02 Jan 2014 11:42 PM PST Visit MoneyScience for the Complete Article.    |
| Posted: 02 Jan 2014 05:38 PM PST By analysing the financial data of firms across Japan, a non-trivial power law with exponent 1.3 is observed between the number of business partners (i.e. the degree of the inter-firm trading network) and sales. In this paper, we clarify the relationship between this non-trivial scaling and the structure of the network by applying mean-field approximation of diffusion in a complex network to a... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Jan 2014 05:38 PM PST A global agreement on how to reduce and cap human footprint, especially their GHG emissions, is very unlikely in near future. At the same time, bilateral agreements would be inefficient because of their neural and balanced nature. Therefore, unilateral actions would have attracted attention as a practical option. However, any unilateral action would most likely fail if it is not fair and also if... Visit MoneyScience for the Complete Article.    |
| Posted: 02 Jan 2014 05:38 PM PST According to the leading models in modern finance, the presence of intraday lead-lag relationships between financial assets is negligible in efficient markets. With the advance of technology, however, markets have become more sophisticated. To determine whether this has resulted in an improved market efficiency, we investigate whether statistically significant lagged correlation relationships... Visit MoneyScience for the Complete Article.    |
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