Wednesday, February 19, 2014

MoneyScience News

MoneyScience News


Blog Post: iMFdirect: Portugal: Completing the Job

Posted: 19 Feb 2014 03:06 AM PST

By Subir Lallread more...

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Vendor News: Fidessa builds out infrastructure and reach across Southeast Asia

Posted: 19 Feb 2014 12:40 AM PST

Blog Post: TheFinancialServicesClub: no title

Posted: 18 Feb 2014 11:11 PM PST

Things we're reading today include ...read more...

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Blog Post: TheAlephBlog: If Investing Were Free, How Would It Change What You Do?

Posted: 18 Feb 2014 10:19 PM PST

Sometimes I think people forget that they are people; they think that somehow technology will eliminate their foibles.  ETFs have lowered costs for investors, but the greater ability to trade has enabled investors to more easily be greedy or panic.read more...

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Published / Preprint: On Simulation of Various Effects in Consolidated Order Book. (arXiv:1402.4150v1 [q-fin.TR])

Posted: 18 Feb 2014 05:39 PM PST

This paper consists of two parts. The first part is devoted to empirical analysis of consolidated order book (COB) for the index RTS futures. In the second part we consider Poissonian multi--agent model of the COB. By varying parameters of different groups of agents submitting orders to the book we are able to model various real life phenomenons. In particular we model the spread, the profile of...

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Published / Preprint: Intensive and extensive biases in economic networks: reconstructing world trade. (arXiv:1402.4171v1 [q-fin.GN])

Posted: 18 Feb 2014 05:39 PM PST

In economic and financial networks, the strength (total value of the connections) of a given node has always an important economic meaning, such as the size of supply and demand, import and export, or financial exposure. Constructing null models of networks matching the observed strengths of all nodes is crucial in order to either detect interesting deviations of an empirical network from...

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