Monday, February 10, 2014

MoneyScience News

MoneyScience News


Blog Post: TheFinancialServicesClub: It's a wonderful digital life ... if you're a digital disruptor

Posted: 10 Feb 2014 02:41 AM PST

I recently had an epiphany.  It was not painful, but it was enlightening.read more...

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Blog Post: TheAlephBlog: Industry Ranks February 2014

Posted: 10 Feb 2014 02:30 AM PST

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Published / Preprint: Correlation and Network Topologies in Global and Local Stock Indices. (arXiv:1402.1552v1 [q-fin.ST])

Posted: 09 Feb 2014 05:38 PM PST

This study examined how the correlation and network structure of 30 global indices and 145 local Korean indices belonging to the KOSPI 200 have changed during the 13-year period, 2000-2012. The correlations among the indices were calculated. The results showed that although the average correlations of the global indices increased with time, the local indices showed a decreasing trend except for...

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Published / Preprint: Using Twitter to Model the EUR/USD Exchange Rate. (arXiv:1402.1624v1 [q-fin.ST])

Posted: 09 Feb 2014 05:38 PM PST

Fast, global, and sensitively reacting to political, economic and social events of any kind, these are attributes that social media like Twitter share with foreign exchange markets. The leading assumption of this paper is that information which can be distilled from public debates on Twitter has predictive content for exchange rate movements. This assumption prompted a Twitter-based exchange rate...

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Blog Post: ThePracticalQuant: Big Data solutions through the combination of tools

Posted: 09 Feb 2014 10:36 AM PST

[A version of this post appears on the O'Reilly Data blog.]As a user who tends to mix-and-match many different tools, not having to deal with configuring and assembling a suite of tools is a big win. So I'm really liking the recent trend towards more integrated and packaged solutions. A recent example is the relaunch of Cloudera's Enterprise Data hub, to include Spark1 and Spark Streaming. Users...

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